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Details about Francisco Jareño

E-mail:
Homepage:http://orcid.org/0000-0001-9778-7345
Workplace:Departamento de Análisis Económico y Finanzas (Department of Economic and Financial Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad de Castilla La Mancha (University of Castilla La Mancha), (more information at EDIRC)

Access statistics for papers by Francisco Jareño.

Last updated 2019-04-06. Update your information in the RePEc Author Service.

Short-id: pja531


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Working Papers

2018

  1. Zero-coupon interest rates: Evaluating three alternative datasets
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW)

Journal Articles

2019

  1. MACROECONOMIC VARIABLES AND STOCK MARKETS: AN INTERNATIONAL STUDY
    Applied Econometrics and International Development, 2019, 19, (1), 43-54 Downloads
  2. Testing extensions of Fama & French models: A quantile regression approach
    The Quarterly Review of Economics and Finance, 2019, 71, (C), 188-204 Downloads

2018

  1. Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states
    Applied Economics, 2018, 50, (42), 4500-4521 Downloads View citations (1)
  2. Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model
    Acta Oeconomica, 2018, 68, (4), 617-638 Downloads View citations (1)
  3. THE EFFECT OF BANK RESTRUCTURING ON THE ISSUANCE OF PREFERRED SHARES IN SPAIN
    Revista Galega de Economía, 2018, 27, (1), 123-144 Downloads
  4. THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013
    Applied Econometrics and International Development, 2018, 18, (1), 73-86 Downloads
  5. The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market
    International Journal of Economics and Financial Issues, 2018, 8, (2), 113-127 Downloads View citations (1)
  6. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
    Energy Economics, 2018, 76, (C), 1-20 Downloads View citations (1)

2017

  1. Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach
    Manchester School, 2017, 85, (2), 212-242 Downloads View citations (4)
  2. Main driving factors of the interest rate-stock market Granger causality
    International Review of Financial Analysis, 2017, 52, (C), 260-280 Downloads View citations (6)
  3. THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ
    Applied Econometrics and International Development, 2017, 17, (2), 61-74 Downloads View citations (1)
  4. The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016
    Applied Econometrics and International Development, 2017, 17, (1), 37-56 Downloads View citations (1)
  5. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
    International Review of Economics & Finance, 2017, 49, (C), 453-483 Downloads View citations (11)

2016

  1. A Straightforward Analysis of Sector Portfolios in the US Stock Market
    Applied Econometrics and International Development, 2016, 16, (1), 105-114 Downloads
  2. European Inflation and the Spanish Stock Market
    European Review, 2016, 24, (04), 609-630 Downloads
  3. Interest Rate Risk Analysis with Multifactor Model: The US case
    Journal for Economic Forecasting, 2016, (1), 14-22 Downloads View citations (4)
  4. US stock market sensitivity to interest and inflation rates: a quantile regression approach
    Applied Economics, 2016, 48, (26), 2469-2481 Downloads View citations (7)

2014

  1. FINANCIAL ANALYSIS OF THE MAIN HOTEL CHAINS OF THE SPANISH TOURISM SECTOR
    Regional and Sectoral Economic Studies, 2014, 14, (2) Downloads
  2. FOREIGN DIRECT INVESTMENT BY SPAIN IN LATIN AMERICA: BRAZIL, ARGENTINA AND MEXICO
    Applied Econometrics and International Development, 2014, 14, (2) Downloads View citations (1)

2013

  1. Inflation news and stock returns: market direction and flow-through ability
    Empirical Economics, 2013, 44, (2), 775-798 Downloads

2012

  1. The Fisher Effect in the Spanish Case: A Preliminary Study
    Asian Economic and Financial Review, 2012, 2, (7), 841-857 Downloads

2010

  1. Stock interest rate risk and inflation shocks
    European Journal of Operational Research, 2010, 201, (2), 337-348 Downloads View citations (6)
  2. Term structure of volatilities and yield curve estimation methodology
    Quantitative Finance, 2010, 11, (4), 573-586 Downloads

2009

  1. Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case
    Research in International Business and Finance, 2009, 23, (3), 349-368 Downloads View citations (1)

2008

  1. Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model
    Applied Economics, 2008, 40, (24), 3159-3171 Downloads View citations (3)

2006

  1. Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación
    Investigaciones Economicas, 2006, 30, (3), 577-610 Downloads View citations (2)
 
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