Publicaciones (117) Publicaciones de Juncal Cuñado Eizaguirre

2024

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

    Applied Economics

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

    Financial Innovation, Vol. 10, Núm. 1

2023

  1. Commodity price shocks, supply chain disruptions and U.S. inflation

    Finance Research Letters, Vol. 58

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

    International Review of Economics and Finance, Vol. 83, pp. 114-123

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

    Journal of Commodity Markets, Vol. 30

  4. Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility

    Annals of Financial Economics, Vol. 18, Núm. 2

2022

  1. Geopolitical risks and historical exchange rate volatility of the BRICS

    International Review of Economics and Finance, Vol. 77, pp. 179-190

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

    Business and Society Review, Vol. 127, Núm. 1, pp. 69-96

  3. Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases

    Journal of Risk and Financial Management, Vol. 15, Núm. 1

2021

  1. Oil Price and Exchange Rate Behaviour of the BRICS

    Emerging Markets Finance and Trade, Vol. 57, Núm. 7, pp. 2042-2051

  2. Stock markets and exchange rate behavior of the BRICS

    Journal of Forecasting, Vol. 40, Núm. 8, pp. 1581-1595

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

    Empirical Economics, Vol. 61, Núm. 6, pp. 2963-2983

2020

  1. Dynamic connectedness between oil prices and stock returns of clean energy and technology companies

    Journal of Cleaner Production, Vol. 260

  2. Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data

    Journal of Applied Statistics, Vol. 47, Núm. 6, pp. 1128-1143

  3. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data

    Physica A: Statistical Mechanics and its Applications, Vol. 540

  4. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Energy Economics, Vol. 91

  5. 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

    North American Journal of Economics and Finance, Vol. 51

  6. Testing the white noise hypothesis in high-frequency housing returns of the United States

    Economics and Business Letters, Vol. 9, Núm. 3, pp. 178-188

  7. Time-Varying Impact of Geopolitical Risks on Oil Prices

    Defence and Peace Economics, Vol. 31, Núm. 6, pp. 692-706

2019

  1. Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data

    Studies in Nonlinear Dynamics and Econometrics, Vol. 23, Núm. 3