Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic C Esparcia, F Jareño, Z Umar The North American Journal of Economics and Finance 61, 101677, 2022 | 45 | 2022 |
The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis A Díaz, C Esparcia, R López Economic Analysis and Policy 75, 39-60, 2022 | 38 | 2022 |
Assessing risk aversion from the investor’s point of view A Díaz, C Esparcia Frontiers in psychology 10, 1490, 2019 | 38 | 2019 |
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios A Díaz, C Esparcia, D Huélamo The North American Journal of Economics and Finance 64, 101838, 2023 | 36 | 2023 |
Tail connectedness between lending/borrowing tokens and commercial bank stocks I Yousaf, F Jareño, C Esparcia International Review of Financial Analysis 84, 102417, 2022 | 30 | 2022 |
Spillovers between sovereign yield curve components and oil price shocks Z Umar, DY Aharon, C Esparcia, W AlWahedi Energy Economics 109, 105963, 2022 | 21 | 2022 |
The impact of COVID-19 induced panic on stock market returns: A two-year experience P Cervantes, A Díaz, C Esparcia, D Huélamo Economic Analysis and Policy 76, 1075-1097, 2022 | 15 | 2022 |
Dynamic optimal portfolio choice under time-varying risk aversion A Díaz, C Esparcia International Economics 166, 1-22, 2021 | 9 | 2021 |
Shock transmission between crude oil prices and stock markets A Escribano, MW Koczar, F Jareño, C Esparcia Resources Policy 83, 103754, 2023 | 7 | 2023 |
Outperformance of the pharmaceutical sector during the COVID-19 pandemic: Global time-varying screening rule development C Esparcia, R López Information Sciences 609, 1181-1203, 2022 | 7 | 2022 |
Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective R López, C Esparcia International Review of Economics & Finance 71, 32-54, 2021 | 6 | 2021 |
The green, the dirty and the stable: diversifying equity portfolios by adding tokens of different nature C Esparcia, T Fakhfakh, F Jareño The North American Journal of Economics and Finance 69, 102020, 2024 | 3 | 2024 |
How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study C Esparcia, A Díaz, D Alonso Energy Economics 128, 107174, 2023 | 3 | 2023 |
ESG Rating Changes and Portfolio Returns: A Wavelet Analysis Across Market Caps C Esparcia, M Gubareva Finance Research Letters, 105306, 2024 | 2 | 2024 |
Performance of crypto-Forex portfolios based on intraday data C Esparcia, R López Research in International Business and Finance, 102217, 2024 | 2 | 2024 |
The Role of Stablecoins: Cryptocurrencies Sought Stability and Found Gold and Dollars A Díaz, C Esparcia, D Huélamo Methods and Applications in Fluorescence, 209-215, 2022 | 2 | 2022 |
Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition MC Sevillano, F Jareño, R López, C Esparcia Energy Economics 131, 107398, 2024 | 1 | 2024 |
Unveiling the diversification capabilities of carbon markets in NFT portfolios A Díaz, C Esparcia, D Huélamo Finance Research Letters 58, 104632, 2023 | 1 | 2023 |
To What Extent Did the Ftx Collapse Destabilize the Crypto Market? A High Frequency Volatility Study C Esparcia, A Escribano, F Jareño A High Frequency Volatility Study, 2022 | 1 | 2022 |
Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness C Esparcia, A Escribano, F Jareño International Review of Financial Analysis 94, 103287, 2024 | | 2024 |