Publications (24) Publications in which a researcher has participated View referenced research data.

filter_list General Finance

2024

  1. Basel III countercyclical bank capital buffer estimation and its relation to monetary policy

    Journal of Economics and Business, Vol. 130

  2. Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment

    Finance Research Letters, Vol. 61

  3. Quantitative easing and correlation dynamics in the aftermath of the Great Recession: A dynamic conditional correlation with exogenous variables approach

    Bulletin of Economic Research, Vol. 76, Núm. 4, pp. 994-1006

  4. Real Options Volatility Surface for Valuing Renewable Energy Projects

    Energies, Vol. 17, Núm. 5

  5. The impact of oil shocks on the stock market

    Global Finance Journal, Vol. 60

2023

  1. Expected wealth transfers and consumption across the wealth distribution in Europe

    Economic Modelling, Vol. 126

  2. How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis

    Finance Research Letters, Vol. 53

  3. New challenges in international economics and finance

    World Economy, Vol. 46, Núm. 9, pp. 2558-2563

  4. Time-Varying Relation between Oil Shocks and European Stock Market Returns

    Journal of Risk and Financial Management, Vol. 16, Núm. 3

2022

  1. Commodity price pass-through along the pricing chain

    Review of World Economics, pp. 109-125

  2. Moral hazard index for credit risk to SMEs

    International Economics, Vol. 172, pp. 311-323

2020

  1. BRICS: How important is the exchange rate pass-through?

    World Economy, Vol. 43, Núm. 3, pp. 781-793

  2. Impact of commodity prices on exchange rates in commodity-exporting countries

    World Economy, Vol. 43, Núm. 7, pp. 1868-1906

  3. Market games and Walrasian equilibria

    Journal of Dynamics and Games, Vol. 7, Núm. 1, pp. 65-77

2019

  1. What happens to the relationship between EU allowances prices and stock market indices in Europe?

    Energy Economics, Vol. 81, pp. 13-24

2018

  1. Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect

    CSR, Sustainability, Ethics and Governance (Springer Nature), pp. 219-233

  2. Moral hazard and default risk of SMEs with collateralized loans

    Finance Research Letters, Vol. 26, pp. 95-99

2017

  1. A new look at oil price pass-through into inflation: evidence from disaggregated European data

    Economia Politica, Vol. 34, Núm. 1, pp. 55-82

  2. The Return Performance of Cubic Market Model: An Application to Emerging Markets

    Emerging Markets Finance and Trade, Vol. 53, Núm. 10, pp. 2233-2241

  3. The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

    Emerging Markets Review, Vol. 31, pp. 96-115