Publikationen in Zusammenarbeit mit Forschern von Universidad de Castilla-La Mancha (11)

2022

  1. Outperformance of the pharmaceutical sector during the COVID-19 pandemic: Global time-varying screening rule development

    Information Sciences, Vol. 609, pp. 1181-1203

  2. Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic

    North American Journal of Economics and Finance, Vol. 61

  3. Spillovers between sovereign yield curve components and oil price shocks

    Energy Economics, Vol. 109

  4. Tail connectedness between lending/borrowing tokens and commercial bank stocks

    International Review of Financial Analysis, Vol. 84

  5. The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis

    Economic Analysis and Policy, Vol. 75, pp. 39-60

  6. The impact of COVID-19 induced panic on stock market returns: A two-year experience

    Economic Analysis and Policy, Vol. 76, pp. 1075-1097

  7. The role of stablecoins: Cryptocurrencies sought stability and found gold and dollars

    Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2022 (Springer International Publishing), pp. 209-215

2021

  1. Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective

    International Review of Economics and Finance, Vol. 71, pp. 32-54

  2. Dynamic optimal portfolio choice under time-varying risk aversion

    International Economics, Vol. 166, pp. 1-22

2020

  1. Volatility timing: Pricing barrier options on DAX XETRA index

    Mathematics, Vol. 8, Núm. 5

2019

  1. Assessing risk aversion from the investor's point of view

    Frontiers in Psychology