Zobrazeno 1 - 7 of 7 pro vyhledávání: '"Cuñado, J. (Juncal)"'
1
Dynamic Connectedness among the Implied Volatilities of Oil Prices and Financial Assets: New Evidence of the COVID-19 Pandemic
Autor: Antonakakis, N. (Nikolaos), Cuñado, J. (Juncal), Filis, G. (George), Gabauer, D. (David), Pérez-de-Gracia, F. (Fernando)
Publikováno v: SSRN Electronic Journal.
This paper examines the dynamic connectedness among the implied volatilities of oil prices (OVX) and fourteen other assets, which can be grouped into five different assets classes (i.e., energy commodities, stock markets, precious metals, exchange ra
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f758e1de9271f67da449558e017f2cd3
https://doi.org/10.2139/ssrn.4080702
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2
Impact assessment of ethics programs in organizations
Autor: Gómez-Alatorre, E. (Eugenio), Ferrero-Muñoz, I. (Ignacio), Cuñado, J. (Juncal)
Business ethics is a matter of practical relevance to organizations around the world as evidenced by the fact that most organizations have implemented ethics programs trying to improve the moral behavior of their employees. Unfortunately, despite the
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______1111::6f10976f54ea2b208b6c09a2e21ec1cf
https://hdl.handle.net/10171/60660
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3
Subjective survival probabilities and their role in labour supply decisions
Autor: León-Arellano, J.E. (Jorge Esteban), Cuñado, J. (Juncal)
Publikováno v: Dadun. Depósito Académico Digital de la Universidad de Navarra
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According to the Life Cycle Model (LCM) an economic agent would take a retirement decision so that she maximizes lifetime utility. However, because there is uncertainty about when someone will die, longevity expectations should play a significant rol
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::080f174173348a32a6696feaa4bfbacb
https://hdl.handle.net/10171/28207
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4
Modelling Long Run Trends and Cycles in Financial Time Series Data
Autor: Gil-Alana, L.A. (Luis A.), Cuñado, J. (Juncal), Caporale, G.M. (Guglielmo M.)
Publikováno v: Dadun. Depósito Académico Digital de la Universidad de Navarra
instname
This paper proposes a general time series framework to capture the long-run behaviour of financial series. The suggested approach includes linear and segmented time trends, and stationary and nonstationary processes based on integer and/or fractional
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f9c40f9a6a28068e12ca040970a78759
https://hdl.handle.net/10171/43132
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