Helena Chuliá

Names

Identifer

Contact

Affiliations

• Universitat de Barcelona / School of Economics / Institut de Recerca en Economia Aplicada (IREA) / Riskcenter
  • EDIRC entry
  • location:

Research profile

author of:

• Volatility Spillovers in Energy Markets (RePEc:aen:journl:ej40-3-furio)
  by Helena Chuliá, Dolores Furió, and Jorge M. Uribe
• European government bond market integration in turbulent times (RePEc:bak:wpaper:201408)
  by Pilar Abad & Helena Chuliá
• Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions (RePEc:bak:wpaper:201503)
  by Helena Chuliá & Montserrat Guillén & Jorge M. Uribe
• Time†varying Integration in European Government Bond Markets (RePEc:bla:eufman:v:20:y:2014:i:2:p:270-290)
  by Pilar Abad & Helena Chuliá & Marta Gómez†Puig
• Expected, unexpected, good and bad aggregate uncertainty (RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7)
  by Uribe Jorge M. & Chuliá Helena
• Análisis de volatilidad y correlación entre Estados Unidos y Asia (RePEc:cud:journl:v:33:y:2010:i:93:p:35-56)
  by Natàlia Valls Ruiz & Helena Chuliá Soler
• Modeling Longevity Risk With Generalized Dynamic Factor Models And Vine-Copulae (RePEc:cup:astinb:v:46:y:2016:i:01:p:165-190_00)
  by Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M.
• EMU and European government bond market integration (RePEc:ecb:ecbwps:20091079)
  by Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta
• Systemic political risk (RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001876)
  by Chuliá, Helena & Estévez, Marc & Uribe, Jorge M.
• Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis (RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46)
  by Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M.
• Energy firms in emerging markets: Systemic risk and diversification opportunities (RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584)
  by Chuliá, Helena & Muñoz-Mendoza, Jorge A. & Uribe, Jorge M.
• Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain (RePEc:eee:eneeco:v:34:y:2012:i:6:p:2058-2065)
  by Furió, Dolores & Chuliá, Helena
• Vulnerability of European electricity markets: A quantile connectedness approach (RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470)
  by Chuliá, Helena & Klein, Tony & Muñoz Mendoza, Jorge A. & Uribe, Jorge M.
• Uncovering the time-varying relationship between commonality in liquidity and volatility (RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301101)
  by Chuliá, Helena & Koser, Christoph & Uribe, Jorge M.
• Nonlinear market liquidity: An empirical examination (RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000480)
  by Chuliá, Helena & Mosquera-López, Stephania & Uribe, Jorge M.
• Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State (RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933)
  by Chuliá, Helena & Koser, Christoph & Uribe, Jorge M.
• Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach (RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191)
  by Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E.
• Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? (RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68)
  by Uribe, Jorge M. & Chuliá, Helena & Guillén, Montserrat
• Daily growth at risk: Financial or real drivers? The answer is not always the same (RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776)
  by Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M.
• Vulnerable funding in the global economy (RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002280)
  by Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M.
• EMU and European government bond market integration (RePEc:eee:jbfina:v:34:y:2010:i:12:p:2851-2860)
  by Abad, Pilar & Chuliá, Helena & Gómez-Puig, Marta
• Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations (RePEc:eee:jbfina:v:34:y:2010:i:4:p:834-839)
  by Chuliá, Helena & Martens, Martin & Dijk, Dick van
• Currency downside risk, liquidity, and financial stability (RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102)
  by Chuliá, Helena & Fernández, Julián & Uribe, Jorge M.
• Measuring uncertainty in the stock market (RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33)
  by Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M.
• The Effects of Macroeconomic News Announcements during the Global Financial Crisis (RePEc:eme:csefzz:s1569-375920140000096000)
  by Pilar Abad & Helena Chuliá
• The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations (RePEc:ems:eureri:10610)
  by Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C.
• European Government Bond Market Contagion in Turbulent Times (RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276)
  by Pilar Abad & Helena Chulia
• Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española (RePEc:iec:inveco:v:31:y:2007:i:2:p:445-474)
  by Helena Chuliá & Hipòlit Torró
• “European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” (RePEc:ira:wpaper:201325)
  by Pilar Abad & Helena Chuliá
• “European government bond market integration in turbulent times” (RePEc:ira:wpaper:201424)
  by Pilar Abad & Helena Chuliá
• “Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” (RePEc:ira:wpaper:201431)
  by Nàtalia Valls & Helena Chulià
• “Measuaring Uncertainty in the Stock Market” (RePEc:ira:wpaper:201524)
  by Helena Chuliá & Montserrat Guillén & Jorge M. Uribe
• “Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis” (RePEc:ira:wpaper:201525)
  by Helena Chuliá & Montserrat Guillén & Jorge M. Uribe
• “Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” (RePEc:ira:wpaper:201809)
  by Helena Chulià & Jorge M. Uribe
• “Uncovering the time-varying relationship between commonality in liquidity and volatility” (RePEc:ira:wpaper:201916)
  by Helena Chuliá & Christoph Koser & Jorge M. Uribe
• “Expected, Unexpected, Good and Bad Uncertainty" (RePEc:ira:wpaper:201919)
  by Helena Chuliá & Jorge M. Uribe
• "Vulnerable Funding in the Global Economy" (RePEc:ira:wpaper:202106)
  by Helena Chuliá & Ignacio Garrón & Jorge M. Uribe
• "Daily Growth at Risk: financial or real drivers? The answer is not always the same" (RePEc:ira:wpaper:202208)
  by Helena Chuliá & Ignacio Garrón & Jorge M. Uribe
• "Monitoring daily unemployment at risk" (RePEc:ira:wpaper:202211)
  by Helena Chuliá & Ignacio Garrón & Jorge M. Uribe
• "Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities" (RePEc:ira:wpaper:202216)
  by Helena Chuliá & Jorge A. Muñoz-Mendoza & Jorge M. Uribe
• Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI (RePEc:ira:wpaper:202402)
  by Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe
• Volatility Transmission Patterns And Terrorist Attacks (RePEc:ivi:wpasec:2007-09)
  by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró
• Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach (RePEc:pre:wpaper:201656)
  by Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar
• Volatility Spillovers in Energy Markets (RePEc:sae:enejou:v:40:y:2019:i:3:p:173-198)
  by Helena Chuliá & Dolores Furió & Jorge M. Uribe
• Trends in the Quantiles of the Life Table Survivorship Function (RePEc:spr:eurpop:v:34:y:2018:i:5:d:10.1007_s10680-017-9460-2)
  by Jorge M. Uribe & Helena Chuliá & Montserrat Guillen
• Asymmetric volatility spillovers and consumption risk-sharing (RePEc:taf:applec:v:53:y:2021:i:35:p:4100-4117)
  by Jorge M. Uribe & Helena Chuliá
• Firm size and volatility analysis in the Spanish stock market (RePEc:taf:eurjfi:v:17:y:2011:i:8:p:695-715)
  by Helena Chulia & Hipolit Torro
• Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis (RePEc:taf:glecrv:v:41:y:2012:i:2:p:111-129)
  by Natàlia Valls & Helena Chuliá
• Risk Synchronization in International Stock Markets (RePEc:taf:glecrv:v:47:y:2018:i:2:p:135-150)
  by Helena Chuliá & Andrés D. Pinchao & Jorge M. Uribe
• Volatility transmission patterns and terrorist attacks (RePEc:taf:quantf:v:9:y:2009:i:5:p:607-619)
  by Helena Chulia & Francisco Climent & Pilar Soriano & Hipolit Torro
• The economic value of volatility transmission between the stock and bond markets (RePEc:wly:jfutmk:v:28:y:2008:i:11:p:1066-1094)
  by Helena Chuliá & Hipòlit Torró