Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations H Chuliá, M Martens, D Van Dijk Journal of Banking & Finance 34 (4), 834-839, 2010 | 246 | 2010 |
EMU and European government bond market integration P Abad, H Chuliá, M Gómez-Puig Journal of Banking & Finance 34 (12), 2851-2860, 2010 | 215 | 2010 |
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach H Chuliá, R Gupta, JM Uribe, ME Wohar Journal of International Financial Markets, Institutions and Money 48, 178-191, 2017 | 121 | 2017 |
Measuring uncertainty in the stock market H Chuliá, M Guillén, JM Uribe International Review of Economics & Finance 48, 18-33, 2017 | 105 | 2017 |
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis H Chuliá, M Guillén, JM Uribe Emerging Markets Review 31, 32-46, 2017 | 70 | 2017 |
The economic value of volatility transmission between the stock and bond markets H Chuliá, H Torro Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 66 | 2008 |
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain D Furió, H Chuliá Energy Economics 34 (6), 2058-2065, 2012 | 59 | 2012 |
Volatility spillovers in energy markets H Chuliá, D Furió, JM Uribe The Energy Journal 40 (3), 2019 | 53 | 2019 |
Time‐varying integration in European government bond markets P Abad, H Chuliá, M Gómez‐Puig European Financial Management 20 (2), 270-290, 2014 | 53 | 2014 |
Volatility transmission patterns and terrorist attacks H Chuliá, F Climent, P Soriano, H Torró Quantitative Finance 9 (5), 607-619, 2009 | 45 | 2009 |
Currency downside risk, liquidity, and financial stability H Chuliá, J Fernández, JM Uribe Journal of International Money and Finance 89, 83-102, 2018 | 35 | 2018 |
Volatility transmission and correlation analysis between the USA and Asia: The impact of the global financial crisis N Valls, H Chuliá Global Economic Review 41 (2), 111-129, 2012 | 23 | 2012 |
Modeling longevity risk with generalized dynamic factor models and vine-copulae H Chulia, M Guillen, JM Uribe ASTIN Bulletin: The Journal of the IAA 46 (1), 165-190, 2016 | 18 | 2016 |
Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? JM Uribe, H Chuliá, M Guillén Journal of International Financial Markets, Institutions and Money 50, 52-68, 2017 | 16 | 2017 |
Uncovering the time-varying relationship between commonality in liquidity and volatility H Chuliá, C Koser, JM Uribe International Review of Financial Analysis 69, 101466, 2020 | 15 | 2020 |
Volatility transmission between the stock and currency markets in emerging Asia: The impact of the global financial crisis N Valls, H Chuliá Research institute of applied economics 31, 1-26, 2014 | 15 | 2014 |
Vulnerability of European electricity markets: A quantile connectedness approach H Chuliá, T Klein, JAM Mendoza, JM Uribe Energy Policy 184, 113862, 2024 | 11 | 2024 |
Analyzing the nonlinear pricing of liquidity risk according to the market state H Chulia, C Koser, JM Uribe Finance Research Letters 38, 101515, 2021 | 10 | 2021 |
Importancia de las actitudes y del progreso en competencias sobre el rendimiento académico del estudiante RA Leira, CB Losilla, HC Soler, MS Prieto, M Alcañiz, CR i Prunera Revista d'innovació docent universitària, 20-25, 2016 | 10 | 2016 |
European government bond market contagion in turbulent times P Abad, H Chuliá Soler Czech Journal of Economics and Finance= Finance a úvěr, 2016, vol. 66, num …, 2016 | 10 | 2016 |