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  • Your search results: "Cuñado, Juncal"
Showing 1 - 20 results of 169 for search '"Cuñado, Juncal"', query time: 1.35s Narrow search
  • 1
    Cover Image Journal Article
    Modelling long‐run trends and cycles in financial time series data
    by Caporale, Guglielmo Maria   Cuñado, Juncal   Gil‐Alana, Luis A Published in Journal of time series analysis (01.05.2013)
    “...This article proposes a general time series framework to capture the long‐run behaviour of financial series. The suggested approach includes linear and...”
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  • 2
    Cover Image Journal Article
    Financial liberalization, stock market volatility and outliers in emerging economies
    by Cuñado Eizaguirre, Juncal   Gómez Biscarri, Javier   Pérez de Gracia Hidalgo, Fernando Published in Applied financial economics (01.05.2009)
    “...In this article, we test whether the structure of emerging market volatility has changed and assess the link between the structural changes in volatility...”
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  • 3
    Cover Image Journal Article
    Real convergence in some Central and Eastern European countries
    by Cuñado, Juncal   Gracia, Fernando Perez de Published in Applied economics (10.11.2006)
    “...This article examines the real convergence hypothesis in some Central and East European countries (both towards the German and the US economies) by means of...”
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  • 4
    Cover Image Journal Article
    Seasonal Fractional Integration in the Spanish Tourism Quarterly Time Series
    by Gil-Alana, Luis A   De Gracia, Fernando Perez   CuÑado, Juncal Published in Journal of travel research (01.05.2004)
    “...Seasonal fractional models are shown in this article to be alternative credible ways of modeling the seasonal component in the Spanish tourism time series. The...”
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  • 5
    Cover Image Journal Article
    Oil price shocks and stock market returns: Evidence for some European countries
    by Cunado, Juncal   Perez de Gracia, Fernando Published in Energy economics (01.03.2014)
    “...In this paper we examine the impact of oil price shocks on stock returns in 12 oil importing European economies using Vector Autoregressive (VAR) and Vector...”
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  • 6
    Cover Image Journal Article
    Does education affect happiness?: Evidence for Spain
    by Cunado, Juncal   Perez de Gracia, Fernando Published in Social indicators research (2012)
    “...In this paper we study the impact of education on happiness in Spain using individual-level data from the European Social Survey, by means of estimating...”
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  • 7
    Cover Image Journal Article
    Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
    by Nasreen, Samia   Tiwari, Aviral Kumar   Eizaguirre, Juncal Cuñado   Wohar, Mark E Published in Journal of cleaner production (01.07.2020)
    “...This study employs wavelet coherency, phase differences and spillover analysis to examine the dynamic connectedness between oil prices and stock returns of...”
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  • 8
    Cover Image Journal Article
    Macroeconomic impacts of oil price shocks in Asian economies
    by Cunado, Juncal   Jo, Soojin   Gracia, Fernando Perez de Published in Energy policy (01.11.2015)
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  • 9
    Cover Image Journal Article
    Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data
    by Hassani, Hossein   Yeganegi, Mohammad Reza   Cuñado, Juncal   Gupta, Rangan Published in Journal of applied statistics (25.04.2020)
    “...This study examines the very short, short, medium and long-term forecasting ability of different univariate GARCH models of United Kingdom (UK)'s interest rate...”
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  • 10
    Cover Image Journal Article
    Oil volatility, oil and gas firms and portfolio diversification
    by Antonakakis, Nikolaos   Cunado, Juncal   Filis, George   Gabauer, David   Perez de Gracia, Fernando Published in Energy economics (01.02.2018)
    “...This paper investigates the volatility spillovers and co-movements among oil prices and stock prices of major oil and gas corporations over the period between...”
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  • 11
    Cover Image Journal Article
    The effect of past health events on intentions to purchase insurance: Evidence from 11 countries
    by Innocenti, Stefania   Clark, Gordon L   McGill, Sarah   Cuñado, Juncal Published in Journal of economic psychology (01.10.2019)
    “...•Past negative health events affect future financial planning.•Personal experience increases insurance purchase intentions by 25%.•Knowing someone who suffered...”
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  • 12
    Cover Image Journal Article
    Life satisfaction and air quality in Europe
    by Ferreira, Susana   Akay, Alpaslan   Brereton, Finbarr   Cuñado, Juncal   Martinsson, Peter   Moro, Mirko   Ningal, Tine F Published in Ecological economics (01.04.2013)
    “...Concerns for environmental quality and its impact on people's welfare are fundamental arguments for the adoption of environmental legislation in most...”
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  • 13
    Cover Image Journal Article
    Migrant workers, self‐reliance, and the propensity to hold income protection insurance by country of residence
    by Clark, Gordon L   McGill, Sarah   Cuñado, Juncal Published in Geographical research (01.05.2018)
    “...Utilising a large comparative survey across 11 countries, it is shown that country effects condition the individual uptake of income protection insurance and...”
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  • 14
    Cover Image Journal Article
    Persistence, Mean-Reversion and Non-linearities in CO2 Emissions: Evidence from the BRICS and G7 Countries
    by Gil-Alana, Luis A   Cunado, Juncal   Gupta, Rangan Published in Environmental & resource economics (01.08.2017)
    “...To access, purchase, authenticate, or subscribe to the full-text of this article, please visit this link: http://dx.doi.org/10.1007/s10640-016-0009-3...”
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  • 15
    Cover Image Journal Article
    Time-Varying Impact of Geopolitical Risks on Oil Prices
    by Cunado, Juncal   Gupta, Rangan   Lau, Chi Keung Marco   Sheng, Xin Published in Defence and peace economics (17.08.2020)
    “...This paper analyses the dynamic impact of geopolitical risks (GPRs) on real oil returns for the period February 1974 to August 2017, using a time-varying...”
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  • 16
    Cover Image Journal Article
    Environment and Happiness: New Evidence for Spain
    by Juncal Cuñado   Fernando Pérez de Gracia Published in Social indicators research (01.07.2013)
    “...This paper explores the relationship between air pollution, climate and reported subjective well-being (or happiness) in Spanish regions. The results show...”
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  • 17
    Cover Image Journal Article
    Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
    by Antonakakis, Nikolaos   Cunado, Juncal   Filis, George   Gabauer, David   de Gracia, Fernando Perez Published in Energy economics (01.09.2020)
    “...Building on the increased interest in oil prices and other financial assets, this paper examines the dynamic conditional correlations among their implied...”
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  • 18
    Cover Image Journal Article
    Oil prices and economic activity: evidence for G-7 economies based on a wavelet approach
    by Redin, Dulce   Rodriguez, Ignacio   Cuñado, Juncal   Perez de Gracia, Fernando Published in Applied economics letters (12.03.2018)
    “...This study examines the relationship between oil prices and economic activity in the G-7 economies during the period 1960M1-2014M07 using a wavelet approach...”
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  • 19
    Cover Image Journal Article
    Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
    by Zerihun, Mulatu F   Zerihun, Mulatu F   Cunado, Juncal   Cunado, Juncal   Gupta, Rangan   Gupta, Rangan Published in Social indicators research (01.03.2017)
    “...This paper examines the asymmetry (steepness and deepness asymmetry) in per capita health care expenditure and disposable income series in the 50 US states...”
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  • 20
    Cover Image Journal Article
    The Macroeconomic Impacts of Natural Disasters: The Case of Floods
    by Juncal Cunado   Susana Ferreira Published in Land economics (01.02.2014)
    “...We use panel vector autoregression models to trace the dynamic response of output growth to flood shocks, using new data on large flood events in 135 countries...”
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