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Macroeconomic variables and stock markets : an international study

Jareño, Francisco; Escribano, Ana; Cuenca, Alberto - In: Applied econometrics and international development 19 (2019) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10012207082

Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse

Esparcia, Carlos; Escribano, Ana; Jareño, Francisco - In: Journal of international financial markets, … 89 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014490072

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states

Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521

Persistent link: https://www.econbiz.de/10012061195

Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic

Esparcia, Carlos; Jareño, Francisco; Umar, Zaghum - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-43

Persistent link: https://www.econbiz.de/10013449304

Spanish stock market sensitivity to real interest and inflation rates : an extension of the Stone two-factor model with factors of the Fama and French three-factor model

Jareño, Francisco - In: Applied economics 40 (2008) 22/24, pp. 3159-3171

Persistent link: https://www.econbiz.de/10003803892

Islamic vs conventional equities in a strategic asset allocation framework

Umar, Zaghum - In: Pacific-Basin finance journal 42 (2017), pp. 1-10

Persistent link: https://www.econbiz.de/10011800528

US stock market and macroeconomic factors

Jareño, Francisco; Negrut, Loredana - In: The journal of applied business research 32 (2016) 1, pp. 325-340

Persistent link: https://www.econbiz.de/10011436617

Flow-Through Capability in the US Stock Market

Cano, Carlos - 2015

In this paper, we estimate a measure of the flow-through capability of firms listed on the US stock exchange at the sector level. Flow-through capability is defined as a firm's ability to transmit inflation shocks to the prices of its products and services. Thus, we first estimate the...

Persistent link: https://www.econbiz.de/10013026344

US stock market sensitivity to interest and inflation rates : a quantile regression approach

Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481

Persistent link: https://www.econbiz.de/10011591154

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540