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Stochastic volatility in the Spanish stock market : a long memory model with a structural break

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31

Persistent link: https://www.econbiz.de/10003744669

Monetary policy and structural changes in the volatility of us interest rates

Cuñado Eizaguirre, Juncal (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003590326

Salient features of dependence in daily US stock market indices

Gil-Alaña, Luis A. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003593666

Persistence in some energy futures markets

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: The journal of futures markets 30 (2010) 5, pp. 490-507

Persistent link: https://www.econbiz.de/10003962641

Financial liberalization, stock market volatility and outliers in emerging economies

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823

In this article, we test whether the structure of emerging market volatility has changed and assess the link between the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends to generate outlying returns around the opening dates,...

Persistent link: https://www.econbiz.de/10003856643

Persistence in some energy futures markets

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - 2008

Persistent link: https://www.econbiz.de/10003846641

Oil and asset classes implied volatilities : investment strategies and hedging effectiveness

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 91 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012518750

Oil volatility, oil and gas firms and portfolio diversification

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 70 (2018), pp. 499-515

Persistent link: https://www.econbiz.de/10011942874

Dynamic connectedness among the implied volatilities of oil prices and financial assets : new evidence of the COVID-19 pandemic

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: International review of economics & finance : IREF 83 (2023), pp. 114-123

Persistent link: https://www.econbiz.de/10014239933

Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures

Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426696