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Persistence in some energy futures markets

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: The journal of futures markets 30 (2010) 5, pp. 490-507

Persistent link: https://www.econbiz.de/10003962641

Persistence in some energy futures markets

Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - 2008

Persistent link: https://www.econbiz.de/10003846641

Salient features of dependence in daily US stock market indices

Gil-Alaña, Luis A. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003593666

Stochastic volatility in the Spanish stock market : a long memory model with a structural break

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Perez … - In: The European journal of finance 14 (2008) 1/2, pp. 23-31

Persistent link: https://www.econbiz.de/10003744669

US stock market volatility persistence : evidence before and after the burst of the IT bubble

Cuñado, J.; Gil-Alaña, Luis A.; Perez de Gracia, Fernando - In: Review of quantitative finance and accounting 33 (2009) 3, pp. 233-252

Persistent link: https://www.econbiz.de/10003894796

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

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: International review of economics & finance : IREF 83 (2023), pp. 114-123

Persistent link: https://www.econbiz.de/10014239933

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

Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426696

Oil price shocks and stock market returns : evidence for some European countries

Cuñado Eizaguirre, Juncal; Perez de Gracia, Fernando - In: Energy economics 42 (2014), pp. 365-377

Persistent link: https://www.econbiz.de/10010504198

Financial liberalization, stock market volatility and outliers in emerging economies

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: Applied financial economics 19 (2009) 10/12, pp. 809-823

In this article, we test whether the structure of emerging market volatility has changed and assess the link between the structural changes in volatility behaviour and financial liberalization events. The opening of financial markets tends to generate outlying returns around the opening dates,...

Persistent link: https://www.econbiz.de/10003856643

Monetary policy and structural changes in the volatility of us interest rates

Cuñado Eizaguirre, Juncal (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003590326