Juncal
Cuñado Eizaguirre
Catedrática de Universidad
Publikationen (117) Publikationen von Juncal Cuñado Eizaguirre
2024
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Global drivers of inflation: The role of supply chain disruptions and commodity price shocks
Economic Modelling, Vol. 140
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On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data
Applied Economics
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Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
Financial Innovation, Vol. 10, Núm. 1
2023
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Commodity price shocks, supply chain disruptions and U.S. inflation
Finance Research Letters, Vol. 58
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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
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Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures
Journal of Commodity Markets, Vol. 30
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Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility
Annals of Financial Economics, Vol. 18, Núm. 2
2022
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Geopolitical risks and historical exchange rate volatility of the BRICS
International Review of Economics and Finance, Vol. 77, pp. 179-190
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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
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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
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Oil Price and Exchange Rate Behaviour of the BRICS
Emerging Markets Finance and Trade, Vol. 57, Núm. 7, pp. 2042-2051
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Stock markets and exchange rate behavior of the BRICS
Journal of Forecasting, Vol. 40, Núm. 8, pp. 1581-1595
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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
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Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
Journal of Cleaner Production, Vol. 260
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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
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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
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Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
Energy Economics, Vol. 91
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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
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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
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Time-Varying Impact of Geopolitical Risks on Oil Prices
Defence and Peace Economics, Vol. 31, Núm. 6, pp. 692-706