Juncal Cuñado
(Juncal Cunado)
Personal Details
First Name: | Juncal |
Middle Name: | |
Last Name: | Cunado |
Suffix: | |
RePEc Short-ID: | pcu62 |
| |
Affiliation
Facultad de Ciencias Económicas y Empresariales
Universidad de Navarra
Pamplona, Spainhttp://www.unav.edu/web/facultad-de-ciencias-economicas-y-empresariales
RePEc:edi:fcnaves (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020.
"Stock Markets and Exchange Rate Behaviour of the BRICS,"
Working Papers
202086, University of Pretoria, Department of Economics.
- Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers 202064, University of Pretoria, Department of Economics.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019.
"Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains,"
Working Papers
201965, University of Pretoria, Department of Economics.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021. "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, vol. 61(6), pages 2963-2983, December.
- Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019.
"Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States,"
Working Papers
201952, University of Pretoria, Department of Economics.
- Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2020. "Testing the white noise hypothesis in high-frequency housing returns of the United States," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 178-188.
- Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2018.
"Time-Varying Impact of Geopolitical Risks on Oil Prices,"
Working Papers
201841, University of Pretoria, Department of Economics.
- Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020. "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, vol. 31(6), pages 692-706, August.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
BAFES Working Papers
BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016.
"Is Inflation Persistence Different in Reality?,"
Working Papers
201663, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016.
"Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013,"
Working Papers
201607, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019. "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 117-131, January.
- Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016.
"Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model,"
Working Papers
201661, University of Pretoria, Department of Economics.
- Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017. "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016.
"Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area,"
Working Papers
201616, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016.
"The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis,"
Working Papers
201619, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2015.
"Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data,"
Working Papers
201566, University of Pretoria, Department of Economics.
- Mulatu F. Zerihun & Juncal Cunado & Rangan Gupta, 2017. "Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(2), pages 527-542, March.
- Juncal Cunado & Soojin Jo & Fernando Perez de Gracia, 2015. "Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies," Staff Working Papers 15-23, Bank of Canada.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015. "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper 72085, University Library of Munich, Germany.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015.
"Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates,"
Working Papers
201574, University of Pretoria, Department of Economics.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017. "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(1), pages 393-405, March.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015.
"The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis,"
Discussion Papers of DIW Berlin
1486, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018. "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, vol. 55(3), pages 913-935, November.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015. "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series 5407, CESifo.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015. "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers 201532, University of Pretoria, Department of Economics.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data," Working Papers 201553, University of Pretoria, Department of Economics.
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko, 2012.
"Life Satisfaction and Air Quality in Europe,"
IZA Discussion Papers
6732, Institute of Labor Economics (IZA).
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko & Ningal, Tine F., 2013. "Life satisfaction and air quality in Europe," Ecological Economics, Elsevier, vol. 88(C), pages 1-10.
- Akay, Alpaslan & Brereton, Finbarr & Cunado, Juncal & Ferreira, Susana & Martinsson, Peter & Moro, Mirko & Ningal, Tine F, 2013. "Life Satisfaction and Air Quality in Europe," Stirling Economics Discussion Papers 2013-02, University of Stirling, Division of Economics.
- Cunado, Juncal & Ferreira, Susana, 2011. "The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 103721, Agricultural and Applied Economics Association.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009.
"AK growth models: new evidence based on fractional integration and breaking trends,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2009021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009. "AK growth models: new evidence based on fractional integration and breaking trends," Recherches économiques de Louvain, De Boeck Université, vol. 75(2), pages 131-149.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008.
"Modelling Long-Run Trends and Cycles in Financial Time Series Data,"
CESifo Working Paper Series
2330, CESifo.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007.
"Real convergence in some emerging countries : a fractionally integrated approach,"
Discussion Papers (REL - Recherches Economiques de Louvain)
2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007. "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series 1989, CESifo.
- Juncal Cuñado & Luis A. Gil-Alaña, 2007.
"Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models,"
Faculty Working Papers
02/07, School of Economics and Business Administration, University of Navarra.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008. "Tourism in the Canary Islands: forecasting using several seasonal time series models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
- Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra.
- Juncal Cunado & Fernando Pérez de Gracia, 2004.
"Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries,"
Faculty Working Papers
06/04, School of Economics and Business Administration, University of Navarra.
- Cunado, J. & Perez de Gracia, F., 2005. "Oil prices, economic activity and inflation: evidence for some Asian countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 65-83, February.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Faculty Working Papers
01/03, School of Economics and Business Administration, University of Navarra.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 67-91, April.
- Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003.
"Structural Changes in Volatility and Stock Market Development: Evidence for Spain,"
Faculty Working Papers
06/03, School of Economics and Business Administration, University of Navarra.
- Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004. "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
- Javier Gómez Biscarri & Fernando Pérez de Gracia, 2002.
"Stock Market Cycles and Stock Market Development in Spain,"
Faculty Working Papers
03/02, School of Economics and Business Administration, University of Navarra.
- Javier Biscarri & Fernando Gracia, 2004. "Stock market cycles and stock market development in Spain," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(2), pages 127-151, July.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2002. "Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach," Faculty Working Papers 02/02, School of Economics and Business Administration, University of Navarra.
- Cuñado, Juncal & Sanchez-Robles, Blanca, 2000. "Regional Disparities And Asymmetric Shocks: The Case Of The Spanish Regions," ERSA conference papers ersa00p32, European Regional Science Association.
- Juncal Cunado, "undated". "Convergencia real o acercamiento cíclico? Espana y la Unión Europea," Studies on the Spanish Economy 57, FEDEA.
- Fernando Pérez de Gracía & Juncal Cunado, "undated". "Inflación y rendimientos bursátiles en el caso espanol, 1941-1999," Studies on the Spanish Economy 65, FEDEA.
- Fernando Pérez de Gracia & Juncal Cuñado, "undated".
"Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries,"
Working Papers on International Economics and Finance
01-05, FEDEA.
- Fernando Perez de Gracia & Juncal Cuñado, 2001. "Intertemporal Current Account And Productivity Shocks: Evidence For Some European Countries," Working Papers 01-05, Asociación Española de Economía y Finanzas Internacionales.
- Juncal Cuñado & Fernando Pérez de Gracia, "undated".
"Do Oil Price Shocks Matter? Evidence For Some Europesan Countries,"
Working Papers on International Economics and Finance
01-02, FEDEA.
- Cunado, Juncal & Perez de Gracia, Fernando, 2003. "Do oil price shocks matter? Evidence for some European countries," Energy Economics, Elsevier, vol. 25(2), pages 137-154, March.
- Juncal Cuñado & Fernando Pérez de Gracia, 2001. "Do oil price shocks matter? Evidence for some European countries," Working Papers 01-02, Asociación Española de Economía y Finanzas Internacionales.
- Juncal Cunado Eizaguirre & Fernando Pérez de Gracía Hidalgo, "undated". "Tasa de sacrificio en la UEM: Un análisis empírico," Studies on the Spanish Economy 70, FEDEA.
Articles
- Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan, 2020.
"Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Qiang Ji & Bing-Yue Liu & Juncal Cunado & Rangan Gupta, 2017. "Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data," Working Papers 201759, University of Pretoria, Department of Economics.
- Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019.
"Persistence in trends and cycles of gold and silver prices: Evidence from historical data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 345-354.
- Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018. "Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data," Working Papers 201816, University of Pretoria, Department of Economics.
- Tiwari Aviral Kumar & Cunado Juncal & Gupta Rangan & Wohar Mark E., 2019.
"Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-17, June.
- Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers 201735, University of Pretoria, Department of Economics.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018.
"The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis,"
Empirical Economics, Springer, vol. 55(3), pages 913-935, November.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015. "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series 5407, CESifo.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil - Alana & Rangan Gupta, 2015. "The Relationship between Healthcare expenditures and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Working Papers 201532, University of Pretoria, Department of Economics.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015. "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," Discussion Papers of DIW Berlin 1486, DIW Berlin, German Institute for Economic Research.
- Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018.
"The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test,"
Journal of Multinational Financial Management, Elsevier, vol. 45(C), pages 52-71.
- Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017. "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201725, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018.
"Oil volatility, oil and gas firms and portfolio diversification,"
Energy Economics, Elsevier, vol. 70(C), pages 499-515.
- Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
- Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018.
"The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis,"
Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
- Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017.
"Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
- Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017. "Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 67(4), pages 869-883, August.
- Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017. "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, vol. 53(C), pages 147-163.
- Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017. "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, vol. 39(5), pages 775-789.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017.
"Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(1), pages 393-405, March.
- Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2015. "Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates," Working Papers 201574, University of Pretoria, Department of Economics.
- Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016.
"Is inflation persistence different in reality?,"
Economics Letters, Elsevier, vol. 148(C), pages 55-58.
- Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.
- Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016. "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2675-2696, June.
- Cunado, Juncal & Jo, Soojin & Perez de Gracia, Fernando, 2015. "Macroeconomic impacts of oil price shocks in Asian economies," Energy Policy, Elsevier, vol. 86(C), pages 867-879.
- Cunado, Juncal & Perez de Gracia, Fernando, 2014. "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, vol. 42(C), pages 365-377.
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko & Ningal, Tine F., 2013.
"Life satisfaction and air quality in Europe,"
Ecological Economics, Elsevier, vol. 88(C), pages 1-10.
- Ferreira, Susana & Akay, Alpaslan & Brereton, Finbarr & Cuñado, Juncal & Martinsson, Peter & Moro, Mirko, 2012. "Life Satisfaction and Air Quality in Europe," IZA Discussion Papers 6732, Institute of Labor Economics (IZA).
- Akay, Alpaslan & Brereton, Finbarr & Cunado, Juncal & Ferreira, Susana & Martinsson, Peter & Moro, Mirko & Ningal, Tine F, 2013. "Life Satisfaction and Air Quality in Europe," Stirling Economics Discussion Papers 2013-02, University of Stirling, Division of Economics.
- Gil-Alana, Luis A. & Cunado, Juncal & de Gracia, Fernando Perez, 2013. "Salient features of dependence in daily US stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(15), pages 3198-3212.
- Juncal Cuñado & Fernando Gracia, 2013. "Environment and Happiness: New Evidence for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 112(3), pages 549-567, July.
- Astrid Ayala & Juncal Cunado & Luis Alberiko Gil-Alana, 2013. "Real convergence: empirical evidence for Latin America," Applied Economics, Taylor & Francis Journals, vol. 45(22), pages 3220-3229, August.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013.
"Modelling long-run trends and cycles in financial time series data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- Juncal Cuñado & Fernando Gracia, 2012. "Does Education Affect Happiness? Evidence for Spain," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 108(1), pages 185-196, August.
- Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012.
"Unemployment hysteresis: empirical evidence for Latin America,"
Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 213-233, November.
- Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana, 2012. "Unemployment Hysteresis: Empirical Evidence for Latin America," Journal of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 213-233, November.
- Juncal Cuñado & Fernando P�rez de Gracia, 2012. "Does Media Consumption Make Us Happy? Evidence for Spain," Journal of Media Economics, Taylor & Francis Journals, vol. 25(1), pages 8-34, February.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Pérez de Gracia, 2012. "Persistence, Long Memory, and Unit Roots in Commodity Prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 60(4), pages 451-468, December.
- Cuñado, J. & Gil-Alana, L.A. & Perez de Gracia, F., 2012. "Testing for persistent deviations of stock prices to dividends in the Nasdaq index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4675-4685.
- Juncal Cuñado & Marta Gómez-Puig, 2011. "La diversificación del riesgo en los mercados de deuda pública de la zona euro," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(94), pages 1-8, Enero-Abr.
- Juncal Cunado, 2011. "Structural breaks and real convergence in OPEC countries," Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 101-117, May.
- Juncal Cunado & Luis A. Gil‐Alana & Fernando Perez de Gracia, 2010. "Persistence in some energy futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(5), pages 490-507, May.
- Juncal Cunado & Luis A Gil-Alana & Fernando Pérez de Gracia, 2010. "European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 36(2), pages 177-187, Spring.
- Cunado, J. & Gil-Alana, L.A. & Gracia, Fernando Perez de, 2010. "Mean reversion in stock market prices: New evidence based on bull and bear markets," Research in International Business and Finance, Elsevier, vol. 24(2), pages 113-122, June.
- Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia, 2009.
"New evidence on long-run monetary neutrality,"
Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 229-248, November.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Gracia, 2009. "New Evidence on Long-Run Monetary Neutrality," Journal of Applied Economics, Taylor & Francis Journals, vol. 12(2), pages 229-248, November.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2009.
"AK growth models: new evidence based on fractional integration and breaking trends,"
Recherches économiques de Louvain, De Boeck Université, vol. 75(2), pages 131-149.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Perez de Garcia, 2009. "AK growth models: new evidence based on fractional integration and breaking trends," Discussion Papers (REL - Recherches Economiques de Louvain) 2009021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Luis Gil-Alana & Juncal Cunado & Fernando Perez De Gracia, 2008. "Stochastic volatility in the Spanish stock market: a long memory model with a structural break," The European Journal of Finance, Taylor & Francis Journals, vol. 14(1), pages 23-31.
- J. Cunado & L.A. Gil-Alana & F. Perez de Gracia, 2008. "Persistence in International Monthly Arrivals in the Canary Islands," Tourism Economics, , vol. 14(1), pages 123-129, March.
- Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2008. "New Evidence on US Current Account Sustainability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 7(1), pages 1-21, April.
- Luis A. Gil‐Alana & Natalia Luqui & Juncal Cunado, 2008. "Trade Balance and Exchange Rate: Unit Roots, Co‐integration and Long Memory in the US and the UK," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 59-74, February.
- Luis A. Gil-Alana & Juncal Cunado & Fernando Perez de Gracia, 2008.
"Tourism in the Canary Islands: forecasting using several seasonal time series models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(7), pages 621-636.
- Juncal Cuñado & Luis A. Gil-Alaña, 2007. "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra.
- Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007.
"Real convergence in some emerging countries: a fractionally integrated approach,"
Recherches économiques de Louvain, De Boeck Université, vol. 73(3), pages 293-310.
- J. Cunado & L.A. Gil-Alana & F. Perez De Gracia, 2007. "Real convergence in some emerging countries : a fractionally integrated approach," Discussion Papers (REL - Recherches Economiques de Louvain) 2007034, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Juncal Cunado & Fernando Perez de Gracia, 2006. "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2433-2441.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 67-91, April.
- Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers 01/03, School of Economics and Business Administration, University of Navarra.
- Cunado, Juncal & Gomez Biscarri, Javier & Perez de Gracia, Fernando, 2006. "Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization," Emerging Markets Review, Elsevier, vol. 7(3), pages 261-278, September.
- Cunado, J. & Perez de Gracia, F., 2006. "Real convergence in Africa in the second-half of the 20th century," Journal of Economics and Business, Elsevier, vol. 58(2), pages 153-167.
- Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
- Cunado, Juncal & Gracia, Fernando Perez de, 2005. "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 75-89, February.
- Cunado, J. & Perez de Gracia, F., 2005.
"Oil prices, economic activity and inflation: evidence for some Asian countries,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 65-83, February.
- Juncal Cunado & Fernando Pérez de Gracia, 2004. "Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries," Faculty Working Papers 06/04, School of Economics and Business Administration, University of Navarra.
- Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004.
"Structural changes in volatility and stock market development: Evidence for Spain,"
Journal of Banking & Finance, Elsevier, vol. 28(7), pages 1745-1773, July.
- Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003. "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers 06/03, School of Economics and Business Administration, University of Navarra.
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Is the US fiscal deficit sustainable?: A fractionally integrated approach," Journal of Economics and Business, Elsevier, vol. 56(6), pages 501-526.
- Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June.
- J. Cunado & L. A. Gil-Alana & F. PErez de Gracia, 2003. "Empirical evidence on real convergence in some OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 173-176.
- Cunado, Juncal & Perez de Gracia, Fernando, 2003.
"Do oil price shocks matter? Evidence for some European countries,"
Energy Economics, Elsevier, vol. 25(2), pages 137-154, March.
- Juncal Cuñado & Fernando Pérez de Gracia, "undated". "Do Oil Price Shocks Matter? Evidence For Some Europesan Countries," Working Papers on International Economics and Finance 01-02, FEDEA.
- Juncal Cuñado & Fernando Pérez de Gracia, 2001. "Do oil price shocks matter? Evidence for some European countries," Working Papers 01-02, Asociación Española de Economía y Finanzas Internacionales.
- Juncal Cuñado & Blanca Sanchez-Robles, 2000.
"Sectoral structure and real convergence among Spanish regions,"
International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(2), pages 259-270, May.
RePEc:taf:apfiec:v:17:y:2007:i:16:p:1313-1321 is not listed on IDEAS
RePEc:taf:apfiec:v:22:y:2012:i:20:p:1713-1717 is not listed on IDEAS
RePEc:lrk:eeaart:29_3_3 is not listed on IDEAS
RePEc:taf:apfiec:v:19:y:2009:i:10:p:809-823 is not listed on IDEAS
Chapters
- Juncal Cuñado & Fernando Pérez de Gracia, 2010. "Education and happiness in Spain," Investigaciones de Economía de la Educación volume 5, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim (ed.), Investigaciones de Economía de la Educación 5, edition 1, volume 5, chapter 10, pages 206-222, Asociación de Economía de la Educación.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (7) 2012-07-29 2013-03-02 2016-07-02 2018-04-09 2018-08-13 2019-09-02 2020-08-24. Author is listed
- NEP-MAC: Macroeconomics (5) 2011-05-24 2015-07-25 2016-03-06 2016-05-08 2016-08-28. Author is listed
- NEP-ENV: Environmental Economics (3) 2011-05-24 2012-07-29 2013-03-02
- NEP-HEA: Health Economics (3) 2015-06-13 2015-09-26 2015-10-17
- NEP-CIS: Confederation of Independent States (2) 2020-08-24 2020-10-12
- NEP-EUR: Microeconomic European Issues (2) 2012-07-29 2013-03-02
- NEP-FMK: Financial Markets (2) 2006-02-05 2020-10-12
- NEP-FOR: Forecasting (2) 2007-02-24 2020-08-24
- NEP-LTV: Unemployment, Inequality and Poverty (2) 2012-07-29 2013-03-02
- NEP-ORE: Operations Research (2) 2020-08-24 2020-10-12
- NEP-RES: Resource Economics (2) 2012-07-29 2013-03-02
- NEP-RMG: Risk Management (2) 2018-04-09 2019-09-02
- NEP-CBA: Central Banking (1) 2016-08-28
- NEP-ECM: Econometrics (1) 2007-02-24
- NEP-EEC: European Economics (1) 2016-05-08
- NEP-ETS: Econometric Time Series (1) 2018-08-13
- NEP-FIN: Finance (1) 2006-02-05
- NEP-GRO: Economic Growth (1) 2016-07-02
- NEP-HAP: Economics of Happiness (1) 2012-07-29
- NEP-HIS: Business, Economic and Financial History (1) 2020-08-24
- NEP-ISF: Islamic Finance (1) 2020-10-12
- NEP-MON: Monetary Economics (1) 2016-08-28
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-09-02
- NEP-PBE: Public Economics (1) 2015-06-13
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
- NEP-SEA: South East Asia (1) 2016-03-06
- NEP-TUR: Tourism Economics (1) 2007-02-24
- NEP-URE: Urban and Real Estate Economics (1) 2019-07-08
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Juncal Cunado
(Juncal Cunado) should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.