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Resultats

  • CHULIÁ, H; KOSER, C; URIBE, J.M. (2021). "Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State". Finance Research Letters. 38 pàg. 1 - 6. ISSN: 1544-6123. DOI. 10.1016/j.frl.2020.101515
  • URIBE, J.M; CHULIÁ, H. (2021). "Asymmetric volatility spillovers and consumption risk-sharing". Applied Economics. pàg. 1 - 18. ISSN: 0003-6846. DOI. 10.1080/00036846.2021.1897073
  • HOLGUÍN, J.S; URIBE, J.M. (2020). "The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions". Empirical Economics. 59 (5), pàg. 2443 - 2472. ISSN: 0377-7332. DOI. 10.1007/s00181-019-01759-5
  • CHULIÁ, H; KOSER, C; URIBE, J.M. (2020). "Uncovering the time-varying relationship between commonality in liquidity and volatility". International Review of Financial Analysis. 69 pàg. 1 - 9. ISSN: 1057-5219. DOI. 10.1016/j.irfa.2020.101466
  • URIBE, J.M; MOSQUERA, S; GUILLEN, M. (2020). "Characterizing electricity market integration in Nord Pool". Energy. 208 pàg. 1 - 11. ISSN: 0360-5442. DOI. 10.1016/j.energy.2020.118368
  • RESTREPO, N; URIBE, J.M; MANOTAS, D.F. (2020). "Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation". Resources Policy. 69 pàg. 1 - 22. ISSN: 0301-4207. DOI. 10.1016/j.resourpol.2020.101808
  • URIBE, J.M; GUILLÉN, M. (2020). "Generalized Market Uncertainty Measurement in European Stock Markets in Real Time". Mathematics. 8 (12), pàg. 1 - 11. ISSN: 2227-7390. DOI. 10.3390/math8122148
  • URIBE, J.M; GUILLÉN, M. (2020). Quantile Regression for Cross-Sectional and Time Series Data: Applications in Energy Markets Using R. Cham: Springer. ISBN: 978-3-030-44504-1.