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On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10012820408

Oil price and exchange rate behaviour of the brics

Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2042-2051

Persistent link: https://www.econbiz.de/10012549866

Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data

Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012658792

How to effectively communicate your code of ethics : an empirical study using a cluster randomized control trial experiment

Gómez-Alatorre, Eugenio; Cuñado Eizaguirre, Juncal; … - In: Business and society review : journal of the W. Michael … 127 (2022) 1, pp. 69-96

Persistent link: https://www.econbiz.de/10013188480

Time-varying relationship between conventional and unconventional monetary policies and risk aversion : international evidence from time- and frequency-domains

Hkiri, Besma; Cuñado Eizaguirre, Juncal; Balcilar, Mehmet - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 2963-2983

Persistent link: https://www.econbiz.de/10012664740

Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18

In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....

Persistent link: https://www.econbiz.de/10012813501