Personal Details
First Name: Juncal
Middle Name:
Last Name: Cuñado
Suffix:
RePEc Short-ID: pcu62
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008.
"Modelling Long-Run Trends and Cycles in Financial Time Series Data,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007.
"Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!]
- Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006.
"Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L,"
Faculty Working Papers
01/06, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
- Juncal Cunado & Fernando Pérez de Gracia, 2004.
"Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries,"
Faculty Working Papers
06/04, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Published as: - Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Faculty Working Papers
01/03, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Published as: - Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003.
"Structural Changes in Volatility and Stock Market Development: Evidence for Spain,"
Faculty Working Papers
06/03, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Published as: - Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002.
"Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach,"
Faculty Working Papers
03/02, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
- Juncal Cuñado & Luis A. Gil-Alaña, .
"Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models,"
Faculty Working Papers
02/07, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Other versions: - Juncal Cuñado Eizaguirre & Fernando Pérez de Gracía Hidalgo, .
"Tasa de sacrificio en la UEM: Un análisis empírico,"
Studies on the Spanish Economy
70, FEDEA.
[Downloadable!]
- Fernando Pérez de Gracía & Juncal Cuñado, .
"Inflación y rendimientos bursátiles en el caso español, 1941-1999,"
Studies on the Spanish Economy
65, FEDEA.
[Downloadable!]
- Juncal Cuñado & Fernando Pérez de Gracia, .
"Do Oil Price Shocks Matter? Evidence For Some Europesan Countries,"
Working Papers on International Economics and Finance
01-02, FEDEA.
[Downloadable!]
Published as: - Fernando Pérez de Gracia & Juncal Cuñado, .
"Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries,"
Working Papers on International Economics and Finance
01-05, FEDEA.
[Downloadable!]
- Juncal Cuñado, .
"Convergencia real o acercamiento cíclico? España y la Unión Europea,"
Studies on the Spanish Economy
57, FEDEA.
[Downloadable!]
Articles
- Luis A. Gil-Alana & Natalia Luqui & Juncal Cunado, 2008.
"Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK,"
Economic Notes,
Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 59-74, 02.
[Downloadable!] (restricted)
- Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia, 2008.
"Stochastic volatility in the Spanish stock market: a long memory model with a structural break,"
European Journal of Finance,
Taylor and Francis Journals, vol. 14(1), pages 23-31.
[Downloadable!] (restricted)
- Juncal Cuñado & Fernando Perez de Gracia, 2006.
"Real convergence in some Central and Eastern European countries,"
Applied Economics,
Taylor and Francis Journals, vol. 38(20), pages 2433-2441, November.
[Downloadable!] (restricted)
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 142(1), pages 67-91, April.
[Downloadable!] (restricted)
Other versions: - Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006.
"Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization,"
Emerging Markets Review,
Elsevier, vol. 7(3), pages 261-278, September.
[Downloadable!] (restricted)
- Cunado, J. & Perez de Gracia, F., 2006.
"Real convergence in Africa in the second-half of the 20th century,"
Journal of Economics and Business,
Elsevier, vol. 58(2), pages 153-167.
[Downloadable!] (restricted)
- Cunado, Juncal & Gracia, Fernando Perez de, 2005.
"Current account and productivity: evidence for some European countries,"
Journal of Policy Modeling,
Elsevier, vol. 27(1), pages 75-89, February.
[Downloadable!] (restricted)
- Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005.
"A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach,"
Journal of Banking & Finance,
Elsevier, vol. 29(10), pages 2633-2654, October.
[Downloadable!] (restricted)
- Cunado, J. & Perez de Gracia, F., 2005.
"Oil prices, economic activity and inflation: evidence for some Asian countries,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 45(1), pages 65-83, February.
[Downloadable!] (restricted)
Other versions: - Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004.
"Is the US fiscal deficit sustainable?: A fractionally integrated approach,"
Journal of Economics and Business,
Elsevier, vol. 56(6), pages 501-526.
[Downloadable!] (restricted)
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004.
"Real convergence in Taiwan: a fractionally integrated approach,"
Journal of Asian Economics,
Elsevier, vol. 15(3), pages 529-547, June.
[Downloadable!] (restricted)
- Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004.
"Structural changes in volatility and stock market development: Evidence for Spain,"
Journal of Banking & Finance,
Elsevier, vol. 28(7), pages 1745-1773, July.
[Downloadable!] (restricted)
Other versions: - J. Cunado & L. A. Gil-Alana & F. PÉrez de Gracia, 2003.
"Empirical evidence on real convergence in some OECD countries,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 10(3), pages 173-176, February.
[Downloadable!] (restricted)
- Cunado, Juncal & Perez de Gracia, Fernando, 2003.
"Do oil price shocks matter? Evidence for some European countries,"
Energy Economics,
Elsevier, vol. 25(2), pages 137-154, March.
[Downloadable!] (restricted)
Other versions:
NEP Fields
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (1) 2007-02-24
- NEP-FIN: Finance (1) 2006-02-05
- NEP-FMK: Financial Markets (1) 2006-02-05
- NEP-FOR: Forecasting (1) 2007-02-24
- NEP-TUR: Tourism Economics (1) 2007-02-24
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This page was last updated on 2008-8-20.
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