The effects of macroeconomic news announcements during the global financial crisis

von Abad, Pilar
Veröffentlicht in Risk manangement post financial crisis (2014)

Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates

von Chuliá, Helena
Veröffentlicht in Advances in risk management (2007)

The economic value of volatility transmission between the stock and bond markets

von Chuliá, Helena
Veröffentlicht in The journal of futures markets (2008)

Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española

von Chuliá, Helena
Veröffentlicht in Investigaciones económicas (2007)

European government bond market contagion in turbulent times

von Abad, Pilar
Veröffentlicht in Finance a úvěr (2016)

Volatility transmission and correlation analysis between the USA and Asia : the impact of the global financial crisis

von Valls, Natàlia
Veröffentlicht in Global economic review (2012)

Firm size and volatility analysis in the Spanish stock market

von Chuliá, Helena
Veröffentlicht in The European journal of finance (2011)

Price and volatility dynamics between electricity and fuel costs : some evidence for Spain

von Furió, Dolores
Veröffentlicht in Energy economics (2012)

European bond markets and macroeconomic news

von Abad Romero, Pilar
Veröffentlicht in Investigaciones en seguros y gestión del riesgo: RIESGO 2013 (2013)

Modeling longevity risk with generalized dynamic factor models and vine-copulae

von Chuliá, Helena
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2016)

Spillovers from the United States to Latin American and G7 stock markets : a VAR quantile analysis

von Chuliá, Helena
Veröffentlicht in Emerging markets review (2017)

Uncovering the time-varying relationship between commonality in liquidity and volatility

von Chuliá, Helena
Veröffentlicht in International review of financial analysis (2020)

Analyzing the nonlinear pricing of liquidity risk according to the market state

von Chuliá, Helena
Veröffentlicht in Finance research letters (2021)

Uncertainty, systemic shocks and the global banking sector : has the crisis modified their relationship?

von Uribe, Jorge
Veröffentlicht in Journal of international financial markets, institutions & money (2017)

Measuring uncertainty in the stock market

von Chuliá, Helena
Veröffentlicht in International review of economics & finance (2017)

Currency downside risk, liquidity, and financial stability

von Chuliá, Helena
Veröffentlicht in Journal of international money and finance (2018)

Systemic political risk

von Chuliá, Helena
Veröffentlicht in Economic modelling (2023)

Volatility spillovers in energy markets

von Chuliá, Helena
Veröffentlicht in The energy journal (2019)

Time-varying integration in European government bond markets

von Abad, Pilar
Veröffentlicht in European financial management (2014)

Nonlinear market liquidity : an empirical examination

von Chuliá, Helena
Veröffentlicht in International review of financial analysis (2023)