Listar por autor "Jiménez Rodríguez, Rebeca"

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    • Dynamic interactions between oil price and exchange rate 

      Castro Rozo, César Augusto Upna Orcid; Jiménez Rodríguez, Rebeca (Public Library of Science, 2020)   Artículo / Artikulua  OpenAccess
      This paper contributes to better understand the dynamic interactions between effective exchange rate (EER) and oil price for an oil-importing country like the U.S. by considering a Time-Varying Parameter VAR model with the ...

    • The impact of oil shocks on the stock market 

      Castro Rozo, César Augusto Upna Orcid; Jiménez Rodríguez, Rebeca (Elsevier, 2024)   Artículo / Artikulua  OpenAccess
      This paper investigates the reaction of real stock returns and their volatility in the three main euro area economies (France, Germany and Italy), the U.K. and the U.S. to oil price changes caused by different shocks in ...

    • Time-varying relation between oil shocks and european stock market returns 

      Castro Rozo, César Augusto Upna Orcid; Jiménez Rodríguez, Rebeca; Kizys, Renatas (MDPI, 2023)   Artículo / Artikulua  OpenAccess
      This paper considers a time-varying parameter vector autoregression model to analyze the varying impact of three types of structural oil shocks (the supply-side shock, the aggregate demand shock, and the oil-specific demand ...
      El Repositorio ha recibido la ayuda de la Fundación Española para la Ciencia y la Tecnología para la realización de actividades en el ámbito del fomento de la investigación científica de excelencia, en la Línea 2. Repositorios institucionales (convocatoria 2020-2021).
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