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Fran Jareño (ORCID: 0000-0001-9778-7345)
Fran Jareño (ORCID: 0000-0001-9778-7345)
Catedrático de Universidad de Economía Financiera (UCLM) https://ror.org/05r78ng12
Verified email at uclm.es - Homepage
Title
Cited by
Cited by
Year
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
4572018
US stock market and macroeconomic factors
F Jareño, L Negrut
Journal of Applied Business Research (JABR) 32 (1), 325-340, 2016
1562016
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
1502020
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
1142017
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
972021
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
912016
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
812021
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
792021
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
762022
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
702017
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
692021
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
672021
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
662008
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
642013
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
502018
Self, peer and teacher assessment as active learning methods
E Amo, F Jareño
Research Journal of International Studies 18, 41-47, 2011
502011
Stock interest rate risk and inflation shocks
F Jareño, E Navarro
European Journal of Operational Research 201 (2), 337-348, 2010
502010
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
462017
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
452022
Nonlinear autoregressive distributed lag approach: an application on the connectedness between bitcoin returns and the other ten most relevant cryptocurrency returns
MO Gonzalez, F Jareno, FS Skinner
Mathematics 8 (5), 810, 2020
402020
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