| 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 | 571 | 2018 |
| Bitcoin and gold price returns: A quantile regression and NARDL analysis F Jareño, M de la O González, M Tolentino, K Sierra Resources Policy 67, 101666, 2020 | 198 | 2020 |
| US stock market and macroeconomic factors F Jareño, L Negrut Journal of Applied Business Research 32 (1), 325, 2016 | 176 | 2016 |
| 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 | 128 | 2017 |
| The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies Z Umar, F Jareño, M de la O González Technological Forecasting and Social Change 172, 121025, 2021 | 115 | 2021 |
| 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 | 109 | 2016 |
| Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness Z Umar, F Jareño, A Escribano Resources Policy 73, 102147, 2021 | 108 | 2021 |
| Oil price shocks and the return and volatility spillover between industrial and precious metals Z Umar, F Jareño, A Escribano Energy Economics 99, 105291, 2021 | 105 | 2021 |
| Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era Z Umar, F Jareño, A Escribano Applied Economics 54 (9), 1030-1054, 2022 | 93 | 2022 |
| Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic F Jareño, MO González, R López, AR Ramos Resources Policy 74, 102281, 2021 | 89 | 2021 |
| 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 | 83 | 2017 |
| Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis MO González, F Jareño, FS Skinner International Review of Financial Analysis 76, 101773, 2021 | 80 | 2021 |
| 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 F Jareño Applied Economics 40 (24), 3159-3171, 2008 | 69 | 2008 |
| El Aprendizaje Basado en Problemas como instrumento potenciador de las competencias transversales J Jiménez, G Lagos, F Jareño e-pública. Revista electrónica sobre la enseñanza de la Economía Pública, 44-68, 2013 | 68 | 2013 |
| Connectedness between Defi assets and equity markets during COVID-19: A sector analysis I Yousaf, F Jareño, M Tolentino Technological Forecasting and Social Change 187, 122174, 2023 | 61 | 2023 |
| Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states Z Umar, SJH Shahzad, R Ferrer, F Jareño Applied Economics 50 (42), 4500-4521, 2018 | 56 | 2018 |
| Stock interest rate risk and inflation shocks F Jareño, E Navarro European Journal of Operational Research 201 (2), 337-348, 2010 | 55 | 2010 |
| Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic C Esparcia, F Jareño, Z Umar The North American Journal of Economics and Finance 61, 101677, 2022 | 54 | 2022 |
| Interest rate sensitivity of S panish industries: a quantile regression approach L Ferrando, R Ferrer, F Jareño The Manchester School 85 (2), 212-242, 2017 | 53 | 2017 |
| Self, peer and teacher assessment as active learning methods E Amo, F Jareño Research Journal of International Studies 18, 41-47, 2011 | 50 | 2011 |
MARIA DE LA O GONZALEZ PEREZProfesora Titular de Universidad, Universidad de Castilla-La Mancha, Spainuclm.es의 이메일 확인됨