| 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 | 339 | 2018 |
| US stock market and macroeconomic factors F Jareño Cebrián, L Negrut The Clute Institute, 2016 | 127 | 2016 |
| 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 | 114 | 2020 |
| 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 | 110 | 2017 |
| 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 | 75 | 2016 |
| 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 | 72 | 2008 |
| 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 | 63 | 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 | 60 | 2017 |
| 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 | 60 | 2013 |
| 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 | 58 | 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 | 53 | 2022 |
| Stock interest rate risk and inflation shocks F Jareño, E Navarro European Journal of Operational Research 201 (2), 337-348, 2010 | 52* | 2010 |
| 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 | 50 | 2021 |
| 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 | 48 | 2018 |
| Self, peer and teacher assessment as active learning methods E Amo, F Jareño Research Journal of International Studies 18, 41-47, 2011 | 48 | 2011 |
| 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 | 47 | 2021 |
| 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 | 45 | 2017 |
| 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 | 42 | 2021 |
| Explanatory factors of the inflation news impact on stock returns by sector: the Spanish case A Díaz, F Jareno Research in International Business and Finance 23 (3), 349-368, 2009 | 37 | 2009 |
| Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación FJ Cebrían investigaciones económicas 30 (3), 577-610, 2006 | 37 | 2006 |
MARIA DE LA O GONZALEZ PEREZProfesora Titular de Universidad, Universidad de Castilla-La Mancha, SpainDirección de correo verificada de uclm.es
