دنبال کردن
Román Ferrer
Román Ferrer
ایمیل تأیید شده در uv.es
عنوان
نقل شده توسط
نقل شده توسط
سال
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
R Ferrer, SJH Shahzad, R López, F Jareño
Energy Economics 76, 1-20, 2018
5712018
Tourism-led growth hypothesis in the top ten tourist destinations: New evidence using the quantile-on-quantile approach
SJH Shahzad, M Shahbaz, R Ferrer, RR Kumar
Tourism management 60, 223-232, 2017
4392017
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
SJH Shahzad, R Ferrer, L Ballester, Z Umar
International Review of Financial Analysis 52, 9-26, 2017
2212017
Oil price shocks, global financial markets and their connectedness
R Demirer, R Ferrer, SJH Shahzad
Energy Economics 88, 104771, 2020
2072020
Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
R Ferrer, SJH Shahzad, P Soriano
Journal of Cleaner Production 292, 125988, 2021
2012021
Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
MA Naeem, S Farid, R Ferrer, SJH Shahzad
Energy Policy 153, 112285, 2021
1932021
Oil price risk in the Spanish stock market: An industry perspective
P Moya-Martínez, R Ferrer-Lapeña, F Escribano-Sotos
Economic Modelling 37, 280-290, 2014
1492014
Asymmetric determinants of CDS spreads: US industry-level evidence through the NARDL approach
SJH Shahzad, SM Nor, R Ferrer, S Hammoudeh
Economic Modelling 60, 211-230, 2017
1462017
Interest rate changes and stock returns in Spain: A wavelet analysis
P Moya-Martínez, R Ferrer-Lapena, F Escribano-Sotos
BRQ Business Research Quarterly 18 (2), 95-110, 2015
1332015
Interest rate changes and stock returns: A European multi-country study with wavelets
R Ferrer, VJ Bolós, R Benítez
International Review of Economics & Finance 44, 1-12, 2016
1302016
Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?
R Jammazi, R Ferrer, F Jareño, SJH Shahzad
International Review of Economics & Finance 49, 453-483, 2017
1262017
US stock market sensitivity to interest and inflation rates: a quantile regression approach
F Jareño, R Ferrer, S Miroslavova
Applied Economics 48 (26), 2469-2481, 2016
1102016
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
MAM Al Janabi, R Ferrer, SJH Shahzad
Physica A: Statistical Mechanics and its Applications 536, 122579, 2019
952019
Main driving factors of the interest rate-stock market Granger causality
R Jammazi, R Ferrer, F Jareño, SM Hammoudeh
International Review of Financial Analysis 52, 260-280, 2017
852017
Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
R Jammazi, AK Tiwari, R Ferrer, P Moya
The North American Journal of Economics and Finance 33, 74-93, 2015
812015
Interactions between financial stress and economic activity for the US: A time-and frequency-varying analysis using wavelets
R Ferrer, R Jammazi, VJ Bolós, R Benítez
Physica A: Statistical Mechanics and its Applications 492, 446-462, 2018
772018
Linear and nonlinear interest rate sensitivity of Spanish banks
L Ballester, R Ferrer, C González
The Spanish Review of Financial Economics 9 (2), 35-48, 2011
712011
Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations
M Shahbaz, R Ferrer, SJH Shahzad, I Haouas
Applied Economics 50 (24), 2677-2697, 2018
692018
Linear and nonlinear interest rate exposure in Spain
R Ferrer, C González, GM Soto
Managerial Finance 36 (5), 431-451, 2010
622010
Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility
MS Alam, SJH Shahzad, R Ferrer
Energy Economics 84, 104513, 2019
592019
سیستم در حال حاضر قادر به انجام عملکرد نیست. بعداً دوباره امتحان کنید.
مقاله‌ها 1–20