Details about Francisco Climent

Access statistics for papers by Francisco Climent.

Last updated 2014-01-15. Update your information in the RePEc Author Service.

Short-id: pcl15

Working Papers

2007

1. VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)
   See also Journal Article Volatility transmission patterns and terrorist attacks, Quantitative Finance, Taylor & Francis Journals (2009) View citations (15) (2009)

2003

2. CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (17)
   Also in DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa (2001) View citations (5)
   See also Journal Article Cross-listing, price discovery and the informativeness of the trading process, Journal of Financial Markets, Elsevier (2006) View citations (41) (2006)

2001

3. Has 1997 Asian Crisis increased Information Flows between International Markets?
   Working Papers, Asociación Española de Economía y Finanzas Internacionales
   Also in Working Papers on International Economics and Finance, FEDEA
   See also Journal Article Has 1997 Asian crisis increased information flows between international markets, International Review of Economics & Finance, Elsevier (2003) View citations (35) (2003)

1996

4. Estudio de las relaciones entre el contrato de futuro sobre IBEX-35 y su activo subyacente
   Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (2)

Undated

5. Relaciones de equilibrio entre demografía y crecimiento económico en Espana
   Studies on the Spanish Economy, FEDEA View citations (1)
6. oSe ha incrementado la transmisión de información entre los mercados Bursátiles internaciones a raiz de la crisis asiática de 1997?
   Studies on the Spanish Economy, FEDEA

Journal Articles

2013

1. Extreme value theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
   Quantitative Finance, 2013, 13, (1), 45-63 View citations (9)

2011

2. Green and Good? The Investment Performance of US Environmental Mutual Funds
   Journal of Business Ethics, 2011, 103, (2), 275-287 View citations (116)

2009

3. Volatility transmission patterns and terrorist attacks
   Quantitative Finance, 2009, 9, (5), 607-619 View citations (15)
   See also Working Paper VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS, Working Papers. Serie EC (2007) View citations (2) (2007)

2007

4. Decoupling factors on the energy-output linkage: The Spanish case
   Energy Policy, 2007, 35, (1), 522-528 View citations (51)

2006

5. Cross-listing, price discovery and the informativeness of the trading process
   Journal of Financial Markets, 2006, 9, (2), 144-161 View citations (41)
   See also Working Paper CROSS-LISTING, PRICE DISCOVERY AND THE INFORMATIVENESS OF THE TRADING PROCESS, Working Papers. Serie EC (2003) View citations (17) (2003)

2003

6. Has 1997 Asian crisis increased information flows between international markets
   International Review of Economics & Finance, 2003, 12, (1), 111-143 View citations (35)
   See also Working Paper Has 1997 Asian Crisis increased Information Flows between International Markets?, Working Papers (2001) (2001)

2000

7. Relaciones temporales entre el contrato de futuro sobre IBEX-35 y su activo subyacente
   Investigaciones Economicas, 2000, 24, (1), 219-236 View citations (5)