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1by 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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2by 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“...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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4by 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“...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“...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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7by 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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9by 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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10by 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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11by 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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12by 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“...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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14by 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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15by 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“...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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17by 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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18by 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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19by 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“...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...”