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Convergence patterns in sovereign bond yield spreads : evidence from the Euro Area

Antonakakis, Nikolaos; Christou, Christina; Cuñado … - In: Journal of international financial markets, … 49 (2017), pp. 129-139

Persistent link: https://www.econbiz.de/10011892383

Revisiting the twin deficits hypothesis : a quantile cointegration analysis over the period 1791-2013

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Journal of applied economics 22 (2019) 1, pp. 117-131

We revisit the twin deficits hypothesis by examining the long-run cointegrating relationship between the US budget and trade deficits across various quantiles using a unique dataset for the period 1791–2013. The main results suggest the existence of nonlinearities and structural breaks in the...

Persistent link: https://www.econbiz.de/10012157295

Price convergence patterns across U.S. states

Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Panoeconomicus 66 (2019) 2, pp. 187-201

Persistent link: https://www.econbiz.de/10012159381

Evidence of persistence in U.S. short and long-term interest rates

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 5, pp. 775-789

Persistent link: https://www.econbiz.de/10011792860

Is inflation persistence different in reality?

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Economics letters 148 (2016), pp. 55-58

Persistent link: https://www.econbiz.de/10011619821

Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378

Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Environmental & resource economics : the official … 67 (2017) 4, pp. 869-883

Persistent link: https://www.econbiz.de/10011803607

Geopolitical risks and historical exchange rate volatility of the BRICS

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: International review of economics & finance : IREF 77 (2022), pp. 179-190

Persistent link: https://www.econbiz.de/10013330761

Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014442581

Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - In: Financial innovation : FIN 10 (2024), pp. 1-17

This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the time-varying parameter vector autoregressive connectedness approach of Antonakakis et al. (J Risk Financ Manag 13(4):84, 2020). The results suggest that...

Persistent link: https://www.econbiz.de/10014530244