Francisco J. Climent

University of Valencia - Department of Financial Economics

Avda. del Tarongers, s/n

46022 Valencia

Spain

http://www.uv.es/~fcliment

SCHOLARLY PAPERS

8

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SSRN CITATIONS
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SSRN RANKINGS

Top 30,588

in Total Papers Citations

14

CROSSREF CITATIONS

8

Scholarly Papers (8)

1.
Downloads 1,036 ( 21,407)
Citation 4

Volatility Transmission Models: A Survey

Number of pages: 46 Posted: 11 Mar 2005
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 680 (38,195)
Citation 8

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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility

Volatility Transmission Models: A Survey

Revista de Economía Financiera, Forthcoming
Number of pages: 65 Posted: 20 Sep 2006
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 356 (86,123)

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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility

2.

Demography and Economic Growth in Spain: A Time Series Analysis

Number of pages: 26 Posted: 02 Jan 2004
Francisco J. Climent and Robert Meneu
University of Valencia - Department of Financial Economics and University of Valencia
Downloads 633 (42,738)
Citation 2

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Fertility, Infant Mortality, Economic Growth, Cointegration, Impulse-Response Function

3.

Cross-Listing, Price Discovery and the Informativeness of the Trading Process

Journal of Financial Markets, Vol. 9, No. 2, 2006
Number of pages: 34 Posted: 04 May 2002 Last Revised: 06 Feb 2009
Roberto Pascual, Bartolomé Pascual-Fuster and Francisco J. Climent
Universidad de las Islas Baleares, Dep. Economia de la Empresa, Universitat Illes Balears (UIB) and University of Valencia - Department of Financial Economics
Downloads 436 (68,361)
Citation 14

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4.

Linear and Non-Linear Dynamics between Exchange Rates and Stock Markets Returns: An Application to the Financial Crises of Europe and Asia in the Nineties

Review of Financial Markets, Vol. 5, No. 2, pp. 19-48
Number of pages: 35 Posted: 24 Feb 2004
Francisco J. Climent, Maria del Mar De Miguel and Ignacio Olmeda
University of Valencia - Department of Financial Economics, Universidad Rey Juan Carlos and Universidad de Alcala de Henares
Downloads 313 (100,264)

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Stock market, exchange rate, linear, non-linear, causality, cointegration

Has 1997 Asian Crisis Increased Information Flows between International Markets?

Number of pages: 36 Posted: 16 Jul 2001
Francisco J. Climent and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 293 (107,112)
Citation 2

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Asian crisis, stock market, information flow, cointegration, VAR

Has 1997 Asian Crisis Increased Information Flows between International Markets?

Forthcoming in International Review of Economics & Finance
Posted: 05 Aug 2002
Francisco J. Climent and Vicente Meneu
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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Asian crisis, stock market, information flow, cointegration, VAR

6.

Information Flows Among the Major Stock Market Areas

Number of pages: 19 Posted: 11 May 2001
Francisco J. Climent, Vicente Meneu and Ángel Pardo Tornero
University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 214 (148,130)

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Information flows, MSCI index, influence, sensibility, stock market

7.

Volatility Transmission Patterns and Terrorist Attacks

Number of pages: 29 Posted: 18 Feb 2007
Helena Chuliá, Francisco J. Climent, Pilar Soriano and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies, University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia
Downloads 138 (217,423)
Citation 1

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8.

Region vs. Industry Effects and Volatility Transmission

Financial Analysts Journal, Vol. 62, No. 6, pp. 52-64, November/December 2006
Posted: 20 Jan 2007
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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Portfolio Management, Equity Strategies, Asset Allocation