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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
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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
2332018
US stock market and macroeconomic factors
F Jareño Cebrián, L Negrut
The Clute Institute, 2016
1052016
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
922017
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
752020
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
682008
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
582016
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
542013
Stock interest rate risk and inflation shocks
F Jareño, E Navarro
European Journal of Operational Research 201 (2), 337-348, 2010
512010
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
492017
Self, peer and teacher assessment as active learning methods
E Amo, F Jareño
Research Journal of International Studies 18, 41-47, 2011
412011
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
382017
Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación
FJ Cebrían
investigaciones económicas 30 (3), 577-610, 2006
362006
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
352018
Explanatory factors of the inflation news impact on stock returns by sector: the Spanish case
A Díaz, F Jareño
Research in International Business and Finance 23 (3), 349-368, 2009
332009
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
302022
Nonlinear autoregressive distributed lag approach: An application on the connectedness between bitcoin returns and the other ten most relevant cryptocurrency returns
MO Gonzalez, F Jareño, FS Skinner
Mathematics 8 (5), 810, 2020
262020
Testing extensions of Fama & French models: a quantile regression approach
M de la O González, F Jareño
The Quarterly Review of Economics and Finance 71, 188-204, 2019
262019
Flow-through capability: the Spanish case
F Jareño
Journal of Asset Management 6 (3), 191-205, 2005
262005
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
252021
Aprendizaje cooperativo en educación superior: diferencias en la percepción de la contribución al grupo
FJ Cebrián, JJJ Moreno, MGL Rodríguez
RUSC. Universities and Knowledge Society Journal 11 (2), 70-84, 2014
24*2014
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