Carlos Esparcia
Names
| first: |
Carlos |
| last: |
Esparcia |
Identifer
Contact
Affiliations
-
Universidad de Castilla La Mancha
/ Facultad de Ciencias Económicas y Empresariales
Research profile
author of:
- Dynamic optimal portfolio choice under time-varying risk aversion (RePEc:cii:cepiie:2021-q2-166-1)
by Antonio Díaz & Carlos Esparcia - The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis (RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60)
by Díaz, Antonio & Esparcia, Carlos & López, Raquel - The impact of COVID-19 induced panic on stock market returns: A two-year experience (RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1075-1097)
by Cervantes, Paula & Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego - Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic (RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328)
by Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum - Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios (RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735)
by Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego - The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature (RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432)
by Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco - Spillovers between sovereign yield curve components and oil price shocks (RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396)
by Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa - How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study (RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722)
by Esparcia, Carlos & Diaz, Antonio & Alonso, Daniel - Tail connectedness between lending/borrowing tokens and commercial bank stocks (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003672)
by Yousaf, Imran & Jareño, Francisco & Esparcia, Carlos - Unveiling the diversification capabilities of carbon markets in NFT portfolios (RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010048)
by Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego - Dynamic optimal portfolio choice under time-varying risk aversion (RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22)
by Díaz, Antonio & Esparcia, Carlos - Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse (RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191)
by Esparcia, Carlos & Escribano, Ana & Jareño, Francisco - Shock transmission between crude oil prices and stock markets (RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658)
by Escribano, Ana & Koczar, Monika W. & Jareño, Francisco & Esparcia, Carlos - Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective (RePEc:eee:reveco:v:71:y:2021:i:c:p:32-54)
by López, Raquel & Esparcia, Carlos - Volatility Timing: Pricing Barrier Options on DAX XETRA Index (RePEc:gam:jmathe:v:8:y:2020:i:5:p:722-:d:353947)
by Carlos Esparcia & Elena Ibañez & Francisco Jareño