Tarragona
Spain
Universitat Rovira Virgili
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Environmental Kuznets Curve, Carbon Emissions, Functional Form, Heterogeneity, 'Spurious' Regressions, Spatial Dependence
realized stock-bond correlation, smooth transition regressions, correlation regimes, VIX index
Realized stock-bond correlation, Quantile regressions, Macro-finance variables, Factor analysis
Idiosyncratic volatility puzzle; Macro-finance factors; Business cycle
European stock markets; Factor model; Macro-finance predictors; Markov switching model; Quantile regressions; Risk-return trade-off
International Equity and Bond Comovements, Threshold, State Variables, Stock Market Volatility, Interest Rates
bond betas; Complete Subset Regressions; corporate bonds; government bonds; macro-finance variables; Model Confidence Set
Cryptocurrencies, Google Trends, transfer entropy, market attention
International stock returns; economic policy uncertainty; factor models; downside risk
Market Integration, West Africa, Commodity Trade, Trade Costs, Threshold Autoregressions
Day-of-the-Week Effect, Dynamic Conditional Correlation, Bit-Coin, Volatility Seasonality
cryptocurrency, correlation, GARCH, Dynamic Conditional Correlation
risk-return trade-off; quantile regressions; VIX; stock markets
Flight-to-Safety; Risk-Return Trade-Off; European Markets; Stock Market; Bond Market
Inflation Targeting, Threshold Autoregression, Asymmetry, Persistence
Factor Model Non-linearity, Regime Change, Transition Variables, LM test
Cryptocurrencies, Market Linkages, Diversification
Financial Integration, Dynamic Panels, Cross-country Dependence, U-shaped pattern
Financial Integration, Dynamic Panels, Cross-country Dependence, First Era of Globalization, Floating Exchange Rates, U-shaped pattern
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Bills of Exchange, Financial Development, Money Market Convergence, Money Market Efficiency, Money Market Integration, Spanish National Currency, Specie-Point Mechanism, transaction costs
