Francisco Jareño
Economics and Econometrics · 2017–2020
A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 91 citations into it
- Finance — 34 citations into it
Whom Francisco Jareño trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Francisco Jareño's perspective
Ordered by how strongly the researchers Francisco Jareño trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation: On Properties and Estimation
- An analysis of commodity markets: What gain for investors?
- Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries ☆
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- MACROECONOMICS AND REALITY
- Hedging capabilities of bitcoin. Is it the virtual gold
- Oil price shocks, stock market, economic activity and employment in Greece ☆
- Computation and Analysis of Multiple Structural-Change Models
Their papers
- Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective? (2017) — 128 citations
- Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018) — 559 citations
- Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020) — 166 citations