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Helena Chuliá
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Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
H Chuliá, M Martens, D Van Dijk
Journal of Banking & Finance 34 (4), 834-839, 2010
2372010
EMU and European government bond market integration
P Abad, H Chuliá, M Gómez-Puig
Journal of Banking & Finance 34 (12), 2851-2860, 2010
2162010
Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach
H Chuliá, R Gupta, JM Uribe, ME Wohar
Journal of International Financial Markets, Institutions and Money 48, 178-191, 2017
1072017
Measuring uncertainty in the stock market
H Chuliá, M Guillén, JM Uribe
International Review of Economics & Finance 48, 18-33, 2017
1012017
Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis
H Chuliá, M Guillén, JM Uribe
Emerging Markets Review 31, 32-46, 2017
662017
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
D Furió, H Chuliá
Energy Economics 34 (6), 2058-2065, 2012
592012
Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
D Furió, H Chuliá
Energy Economics 34 (6), 2058-2065, 2012
592012
The economic value of volatility transmission between the stock and bond markets
H Chuliá, H Torro
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
562008
The economic value of volatility transmission between the stock and bond markets
H Chuliá, H Torro
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
562008
The economic value of volatility transmission between the stock and bond markets
H Chuliá, H Torro
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
562008
Time‐varying integration in European government bond markets
P Abad, H Chuliá, M Gómez‐Puig
European Financial Management 20 (2), 270-290, 2014
482014
Time‐varying integration in European government bond markets
P Abad, H Chuliá, M Gómez‐Puig
European Financial Management 20 (2), 270-290, 2014
482014
Volatility transmission patterns and terrorist attacks
H Chuliá, F Climent, P Soriano, H Torró
Quantitative Finance 9 (5), 607-619, 2009
452009
Volatility transmission patterns and terrorist attacks
H Chuliá, F Climent, P Soriano, H Torró
Quantitative Finance 9 (5), 607-619, 2009
452009
Volatility spillovers in energy markets
H Chuliá, D Furió, JM Uribe
The Energy Journal 40 (3), 173-198, 2019
412019
Currency downside risk, liquidity, and financial stability
H Chuliá, J Fernández, JM Uribe
Journal of International Money and Finance 89, 83-102, 2018
272018
Volatility transmission and correlation analysis between the USA and Asia: The impact of the global financial crisis
N Valls, H Chuliá
Global Economic Review 41 (2), 111-129, 2012
212012
Modeling longevity risk with generalized dynamic factor models and vine-copulae
H Chulia, M Guillen, JM Uribe
ASTIN Bulletin: The Journal of the IAA 46 (1), 165-190, 2016
172016
Volatility transmission between the stock and currency markets in emerging Asia: The impact of the global financial crisis
N Valls, H Chuliá
Research institute of applied economics 31, 1-26, 2014
152014
Uncovering the time-varying relationship between commonality in liquidity and volatility
H Chuliá, C Koser, JM Uribe
International Review of Financial Analysis 69, 101466, 2020
142020
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Articles 1–20