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Oil price shocks and the return and volatility spillover between industrial and precious metals
Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Energy economics 99 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012888438
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Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Applied economics 54 (2022) 9, pp. 1030-1054
Persistent link: https://www.econbiz.de/10012875032
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Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis
Umar, Zaghum; Jareño, Francisco; Escribano, Ana - In: Studies in economics and finance 40 (2023) 2, pp. 313-333
Persistent link: https://www.econbiz.de/10014227419
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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
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Assessing the crypto market stability after the FTX collapse : a study of high frequency volatility and connectedness
Esparcia, Carlos; Escribano, Ana; Jareño, Francisco - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543961
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To What Extent Did the Ftx Collapse Destabilize the Crypto Market? A High Frequency Volatility Study
Esparcia, Carlos; Escribano, Ana; Jareño, Francisco - 2022
This study examines the intraday volatility connectedness between the FTT token and the major cryptocurrencies surrounding the FTX bankruptcy. Intraday hourly volatility time series are estimated by using a mcGARCH model and then applied to provide network connectedness measures via the TVP-VAR...
Persistent link: https://www.econbiz.de/10014238121
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Study of the leading European construction companies using risk factor models
Escribano, Ana; Jareño, Francisco; Cano, Jose Ángel - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
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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
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Analysis of stock returns of main European service and tourism companies
Jareño, Francisco; Escribano, Ana; Torres, M. Pilar - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1280-1310
Persistent link: https://www.econbiz.de/10013392310
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Connectedness between the COVID-19 related media coverage and Islamic equities : the role of economic policy uncertainty
Umar, Zaghum; Mokni, Khaled; Escribano, Ana - In: Pacific-Basin finance journal 75 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013552637