Publicaciones (8)

2022

  1. Do green bonds de-risk investment in low-carbon stocks?

    Economic Modelling, Vol. 108

  2. Exchange rates and the global transmission of equity market shocks

    Economic Modelling, Vol. 114

  3. The Hedging Cost of Forgetting the Exchange Rate

    Documentos de Trabajo (ICAE)

2021

  1. Deconstrucción del riesgo sistémico: un método de prueba de resistencia inversa

    Documentos de trabajo ( CNMV )

2020

  1. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market

    Energy Economics, Vol. 89

2019

  1. Structural change in the link between oil and the European stock market: Implications for risk management

    Dependence Modeling, Vol. 7, Núm. 1, pp. 53-125

  2. Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energétic

    Documentos de trabajo ( CNMV )

2018

  1. Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach

    Documentos de Trabajo (ICAE)