Helena Chuliá

University of Barcelona - Faculty of Economic Science and Business Studies

Barcelona

Spain

SCHOLARLY PAPERS

9

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1,607

SSRN CITATIONS
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Top 18,079

in Total Papers Citations

4

CROSSREF CITATIONS

43

Scholarly Papers (9)

1.

The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations

ERIM Report Series Reference No. ERS-2007-066-F&A
Number of pages: 50 Posted: 27 Nov 2007
Helena Chuliá, Dick J. C. van Dijk and Martin Martens
University of Barcelona - Faculty of Economic Science and Business Studies, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam (EUR)
Downloads 460 (64,049)
Citation 2

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realized volatility, monetary policy announcements, high-frequency data, interest rate surprises

2.

The Economic Value of Volatility Transmission between the Stock and Bond Markets

Number of pages: 29 Posted: 17 Oct 2006
Helena Chuliá and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies and University of Valencia
Downloads 313 (100,154)
Citation 2

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Volatility Spillovers, GARCH, Trading Rules

3.

Firm Size and Volatility Analysis in the Spanish Stock Market

Number of pages: 41 Posted: 20 Feb 2007
Helena Chuliá and Hipòlit Torró
University of Barcelona - Faculty of Economic Science and Business Studies and University of Valencia
Downloads 263 (120,586)

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Volatility Spillovers, GARCH, Large and Small Firms, Risk Premium

4.

Contagion between Markets During Financial Crises

Number of pages: 28 Posted: 16 Sep 2010
Pilar Munoz, M. Dolores Márquez and Helena Chuliá
Polytechnic University of Catalonia (UPC), Autonomous University of Barcelona and University of Barcelona - Faculty of Economic Science and Business Studies
Downloads 188 (166,884)
Citation 2

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Contagion, Multivariate Volatility, Time Series Factor Analysis and Dynamic Conditional Correlation

5.

Volatility Transmission and Correlation Analysis between the US and Asia: The Impact of the Global Financial Crisis

Number of pages: 27 Posted: 17 Jan 2011
Natalia Valls and Helena Chuliá
Caixa d’Estalvis i Pensions de Barcelona and University of Barcelona - Faculty of Economic Science and Business Studies
Downloads 163 (189,138)

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Volatility Spillovers, GARCH, Correlation, International financial markets

6.

Volatility Transmission Patterns and Terrorist Attacks

Number of pages: 29 Posted: 18 Feb 2007
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 (217,201)
Citation 1

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7.

EMU and European Government Bond Market Integration

ECB Working Paper No. 1079
Number of pages: 33 Posted: 31 Aug 2009
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 82 (311,929)

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Monetary integration, sovereign securities markets, bond markets integration

8.

Time‐Varying Integration in European Government Bond Markets

European Financial Management, Vol. 20, Issue 2, pp. 270-290, 2014
Number of pages: 21 Posted: 15 Mar 2014
Pilar Abad-Romero, Helena Chuliá and Marta Gómez-Puig
Universidad Rey Juan Carlos - Facultad de Ciencias Jurisdicas y Sociales, University of Barcelona - Faculty of Economic Science and Business Studies and Economic Theory Department. University of Barcelona
Downloads 0 (691,842)
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Monetary Union, sovereign securities markets, bond market integration

9.

Price and Volatility Dynamics Between Electricity and Fuel Costs: Some Evidence for Spain

Energy Economics, Forthcoming
Posted: 24 Oct 2009 Last Revised: 23 Mar 2012
Dolores Furió and Helena Chuliá
University of Valencia - Department of Financial Economics and University of Barcelona - Faculty of Economic Science and Business Studies

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natural gas, electricity, cointegration, volatility transmission