Publications in collaboration with researchers from Universidad de Castilla-La Mancha (5)

2024

  1. Early warnings of systemic risk using one-minute high-frequency data

    Expert Systems with Applications, Vol. 252

2023

  1. Tail sensitivity of stocks to carbon risk: a sectoral analysis

    Journal of Credit Risk, Vol. 19, Núm. 4, pp. 23-57

2022

  1. Carbon dioxide risk exposure: Co2Risk

    Climate Risk Management, Vol. 36

  2. Measuring systemic risk during the COVID-19 period: A TALIS3 approach

    Finance Research Letters, Vol. 46

2021

  1. TrAffic LIght system for systemic Stress: TALIS3

    North American Journal of Economics and Finance, Vol. 57