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Publications

by members of

Universidad de Castilla La Mancha → Facultad de Ciencias Económicas y Empresariales → Departamento de Análisis Económico y Finanzas

University of Castilla La Mancha → Faculty of Economics and Business → Department of Economic and Financial Analysis

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2018

  1. Díaz, Antonio & Jareño, Francisco & Navarro, Eliseo, 2018, "Zero-coupon interest rates: Evaluating three alternative datasets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-67.

Journal articles

2025

  1. Yamuza-Blanco, Luis & Monsalve, Fabio & Román-Collado, Rocío & Sanz-Díaz, María Teresa, 2025, "What is behind the producer GHG emissions footprint of textile and clothing in the EU-27? An environmentally extended multi-regional input-output analysis," Ecological Economics, Elsevier, volume 237, issue C, DOI: 10.1016/j.ecolecon.2025.108697.

2024

  1. Ángela García‐Alaminos & Fabio Monsalve & Jorge Zafrilla, 2024, "Disentangling social impacts in global value chains through structural path analysis: Investigating forced labor in the cotton industry," Journal of Industrial Ecology, Yale University, volume 28, issue 2, pages 303-319, April, DOI: 10.1111/jiec.13359.
  2. Angela García-Alaminos & Jorge Zafrilla & Fabio Monsalve, 2024, "Forced labour in the fashion industry: a hypothetical EU-driven reorganisation of textile value chains," Economic Systems Research, Taylor & Francis Journals, volume 36, issue 3, pages 451-476, July, DOI: 10.1080/09535314.2024.2345096.

2022

  1. Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum, 2022, "Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101677.
  2. Antonio Díaz & Francisco Jareño & Eliseo Navarro, 2022, "Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2124-2145, April, DOI: 10.1002/ijfe.2263.
  3. Zaghum Umar & Francisco Jareño & Ana Escribano, 2022, "Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era," Applied Economics, Taylor & Francis Journals, volume 54, issue 9, pages 1030-1054, February, DOI: 10.1080/00036846.2021.1973949.

2021

  1. González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
  2. Zaghum Umar & Francisco Jareño & Ana Escribano, 2021, "Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 9, pages 880-896, June, DOI: 10.1080/1351847X.2020.1854809.
  3. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105291.
  4. Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102147.
  5. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021, "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, volume 172, issue C, DOI: 10.1016/j.techfore.2021.121025.
  6. Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021, "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102281.

2020

  1. Francisco Jareño & Marta Tolentino & María de la O González & M. Ángeles Medina, 2020, "Interest rate exposure of European insurers," International Journal of the Economics of Business, Taylor & Francis Journals, volume 27, issue 2, pages 255-268, May, DOI: 10.1080/13571516.2019.1681789.
  2. Antonio Díaz & Francisco Jareño & Eliseo Navarro, 2020, "Yield curves from different bond data sets," Review of Derivatives Research, Springer, volume 23, issue 2, pages 191-226, July, DOI: 10.1007/s11147-019-09162-z.
  3. Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020, "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101666.
  4. Jareño, Francisco & González, María de la O & Escolástico, Alba M., 2020, "Extension of the Fama and French model: A study of the largest European financial institutions," International Economics, Elsevier, volume 164, issue C, pages 115-139, DOI: 10.1016/j.inteco.2020.09.001.
  5. Francisco Jareño & Ana Escribano & Monika W. Koczar, 2020, "Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case," Mathematics, MDPI, volume 9, issue 1, pages 1-21, December.
  6. Carlos Esparcia & Elena Ibañez & Francisco Jareño, 2020, "Volatility Timing: Pricing Barrier Options on DAX XETRA Index," Mathematics, MDPI, volume 8, issue 5, pages 1-25, May.
  7. María de la O González & Francisco Jareño & Frank S. Skinner, 2020, "Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns," Mathematics, MDPI, volume 8, issue 5, pages 1-22, May.
  8. Banacloche, Santacruz & Cadarso, Maria Angeles & Monsalve, Fabio & Lechon, Yolanda, 2020, "Assessment of the sustainability of Mexico green investments in the road to Paris," Energy Policy, Elsevier, volume 141, issue C, DOI: 10.1016/j.enpol.2020.111458.
  9. Banacloche, Santacruz & Cadarso, María Ángeles & Monsalve, Fabio, 2020, "Implications of measuring value added in exports with a regional input-output table. A case of study in South America," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 130-140, DOI: 10.1016/j.strueco.2019.08.003.
  10. Ángela García-Alaminos & Fabio Monsalve & Jorge Zafrilla & Maria-Angeles Cadarso, 2020, "Unmasking social distant damage of developed regions’ lifestyle: A decoupling analysis of the indecent labour footprint," PLOS ONE, Public Library of Science, volume 15, issue 4, pages 1-17, April, DOI: 10.1371/journal.pone.0228649.
  11. Fabio Monsalve & Mateo Ortiz & María-Ángeles Cadarso & Enrique Gilles & Jorge Zafrilla & Luis-Antonio López, 2020, "Nesting a city input–output table in a multiregional framework: a case example with the city of Bogota," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-24, December, DOI: 10.1186/s40008-020-0185-8.

2019

  1. Francisco JAREÑO & Ana ESCRIBANO & Alberto CUENCA, 2019, "Macroeconomic Variables And Stock Markets: An International Study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 1, pages 43-54.
  2. González, María de la O & Jareño, Francisco, 2019, "Testing extensions of Fama & French models: A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 188-204, DOI: 10.1016/j.qref.2018.08.004.
  3. María de la O González & Francisco Jareño & Camalea El Haddouti, 2019, "Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets," Sustainability, MDPI, volume 11, issue 17, pages 1-23, August.
  4. Zafrilla, Jorge-Enrique & Arce, Guadalupe & Cadarso, María-Ángeles & Córcoles, Carmen & Gómez, Nuria & López, Luis-Antonio & Monsalve, Fabio & Tobarra, María-Ángeles, 2019, "Triple bottom line analysis of the Spanish solar photovoltaic sector: A footprint assessment," Renewable and Sustainable Energy Reviews, Elsevier, volume 114, issue C, pages 1-1, DOI: 10.1016/j.rser.2019.109311.
  5. Fabio Monsalve & Jorge Zafrilla & María-Ángeles Cadarso & Angela García-Alaminos, 2019, "Is the emperor wearing new clothes? A social assessment of the European Union 2007–2013 financial framework," Economic Systems Research, Taylor & Francis Journals, volume 31, issue 3, pages 285-304, July, DOI: 10.1080/09535314.2018.1491391.

2018

  1. Francisco JAREÑO & Marta TOLENTINO & María de la O GONZÁLEZ, 2018, "The Us Stock Market At Sector Level: Inflation News, 1990-2013," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 73-86.
  2. Zaghum Umar & Syed Jawad Hussain Shahzad & Román Ferrer & Francisco Jareño, 2018, "Does Shariah compliance make interest rate sensitivity of Islamic equities lower? An industry level analysis under different market states," Applied Economics, Taylor & Francis Journals, volume 50, issue 42, pages 4500-4521, September, DOI: 10.1080/00036846.2018.1458191.
  3. Francisco Jare o & Marta Tolentino & M del Camino Torrecillas, 2018, "The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 2, pages 113-127.
  4. Marta TOLENTINO & Francisco JAREÑO & Rocío RUBIO, 2018, "The Effect Of Bank Restructuring On The Issuance Of Preferred Shares In Spain," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 27, issue 1, pages 123-144.
  5. Ferrer, Román & Shahzad, Syed Jawad Hussain & López, Raquel & Jareño, Francisco, 2018, "Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices," Energy Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.eneco.2018.09.022.
  6. Francisco Jareño & María De La O González & Marta Tolentino & Sara Rodríguez, 2018, "Interest Rate Sensitivity of Spanish Companies. An Extension of the Fama-French Five-Factor Model," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 617-638, December.
  7. Mª Caridad Sevillano & Francisco Jareño, 2018, "The impact of international factors on Spanish company returns: a quantile regression approach," Risk Management, Palgrave Macmillan, volume 20, issue 1, pages 51-76, February, DOI: 10.1057/s41283-017-0027-7.
  8. María-Ángeles Cadarso & Fabio Monsalve & Guadalupe Arce, 2018, "Emissions burden shifting in global value chains – winners and losers under multi-regional versus bilateral accounting," Economic Systems Research, Taylor & Francis Journals, volume 30, issue 4, pages 439-461, October, DOI: 10.1080/09535314.2018.1431768.

2017

  1. M. Caridad SEVILLANO & Francisco JAREÑO, 2017, "The Impact of Relevant International Factors on the Returns of IBEX 35 Companies, 2000-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 37-56.
  2. Laura Ferrando & Román Ferrer & Francisco Jareño, 2017, "Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach," Manchester School, University of Manchester, volume 85, issue 2, pages 212-242, March.
  3. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017, "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 453-483, DOI: 10.1016/j.iref.2017.03.007.
  4. Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017, "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 260-280, DOI: 10.1016/j.irfa.2017.07.008.
  5. María de la O & Francisco JAREÑO, Francisco & SKINNER, Frank S., 2017, "The Financial Crisis Impact: An Industry Level Analysis Of The Us Stock Market González," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 2, pages 61-74.

2016

  1. Natalia Campos & Francisco Jareño & Marta Tolentino, 2016, "Interest Rate Risk Analysis with Multifactor Model: The US case," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 14-22, March.
  2. Jareño, Francisco & Navarro, Eliseo, 2016, "European Inflation and the Spanish Stock Market," European Review, Cambridge University Press, volume 24, issue 4, pages 609-630, October.
  3. Francisco JAREÑO & Marta TOLENTINO & Loredana NEGRUT, 2016, "A Straightforward Analysis of Sector Portfolios in the US Stock Market," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 16, issue 1, pages 105-114.
  4. Francisco Jareño & Román Ferrer & Stanislava Miroslavova, 2016, "US stock market sensitivity to interest and inflation rates: a quantile regression approach," Applied Economics, Taylor & Francis Journals, volume 48, issue 26, pages 2469-2481, June, DOI: 10.1080/00036846.2015.1122735.
  5. Luis Antonio López & Guadalupe Arce & Manuel Morenate & Fabio Monsalve, 2016, "Assessing the Inequality of Spanish Households through the Carbon Footprint: The 21st Century Great Recession Effect," Journal of Industrial Ecology, Yale University, volume 20, issue 3, pages 571-581, June.
  6. Monsalve, Fabio & Zafrilla, Jorge Enrique & Cadarso, María-Ángeles, 2016, "Where have all the funds gone? Multiregional input-output analysis of the European Agricultural Fund for Rural Development," Ecological Economics, Elsevier, volume 129, issue C, pages 62-71, DOI: 10.1016/j.ecolecon.2016.06.006.

2014

  1. Carmen GONZÁLEZ & Francisco JAREÑO, 2014, "Financial Analysis Of The Main Hotel Chains Of The Spanish Tourism Sector," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 14, issue 2.
  2. Elena MARTINEZ & Francisco JAREÑO, 2014, "Foreign Direct Investment By Spain In Latin America: Brazil, Argentina And Mexico," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 14, issue 2.
  3. Monsalve, Fabio, 2014, "Late Spanish Doctors On Usury, And The Evolving Scholastic Tradition," Journal of the History of Economic Thought, Cambridge University Press, volume 36, issue 2, pages 215-235, June.
  4. Fabio Monsalve, 2014, "Scholastic just price versus current market price: is it merely a matter of labelling?," The European Journal of the History of Economic Thought, Taylor & Francis Journals, volume 21, issue 1, pages 4-20, February, DOI: 10.1080/09672567.2012.683019.

2013

  1. Antonio Díaz & Francisco Jareño, 2013, "Inflation news and stock returns: market direction and flow-through ability," Empirical Economics, Springer, volume 44, issue 2, pages 775-798, April, DOI: 10.1007/s00181-012-0555-7.

2012

  1. Jareño, Francisco & Tolentino, Marta, 2012, "The Fisher Effect in the Spanish Case: A Preliminary Study," Asian Economic and Financial Review, Asian Economic and Social Society, volume 2, issue 7, pages 841-857.

2011

  1. Fabio Monsalve, 2011, "Elvira Vilches, New World Gold: Cultural Anxiety and Monetary Disorder in Early Modern Spain, Chicago and London, University of Chicago Press, 2010, pp. xii+362," History of Economic Ideas, Fabrizio Serra Editore, Pisa - Roma, volume 19, issue 3, pages 193-194.

2010

  1. Jareño, Francisco & Navarro, Eliseo, 2010, "Stock interest rate risk and inflation shocks," European Journal of Operational Research, Elsevier, volume 201, issue 2, pages 337-348, March.
  2. Antonio Diaz & Francisco Jareno & Eliseo Navarro, 2010, "Term structure of volatilities and yield curve estimation methodology," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 4, pages 573-586, DOI: 10.1080/14697680903473286.
  3. Fabio Monsalve, 2010, "Economics and Ethics: Juan de Lugo's Theory of the Just Price, or the Responsibility of Living in Society," History of Political Economy, Duke University Press, volume 42, issue 3, pages 495-519, Fall.

2009

  1. Díaz, Antonio & Jareño, Francisco, 2009, "Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case," Research in International Business and Finance, Elsevier, volume 23, issue 3, pages 349-368, September.

2008

  1. Francisco Jareno, 2008, "Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model," Applied Economics, Taylor & Francis Journals, volume 40, issue 24, pages 3159-3171, DOI: 10.1080/00036840600994187.

2006

  1. Francisco Jareño Cebrián, 2006, "Sensibilidad de los rendimientos sectoriales a tipos de interés reales e inflación," Investigaciones Economicas, Fundación SEPI, volume 30, issue 3, pages 577-610, September.
  2. Oscar De-Juan & Fabio Monsalve, 2006, "Morally ruled behaviour: The neglected contribution of Scholasticism," The European Journal of the History of Economic Thought, Taylor & Francis Journals, volume 13, issue 1, pages 99-112, DOI: 10.1080/09672560500522827.

2005

  1. Francisco Jareño, 2005, "Flow-through capability: The Spanish case," Journal of Asset Management, Palgrave Macmillan, volume 6, issue 3, pages 191-205, October, DOI: 10.1057/palgrave.jam.2240175.

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