Ana Escribano Lopez (ORCID: 0000-0003-1416-3401)

Ana Escribano Lopez (ORCID: 0000-0003-1416-3401)

Universidad de Castilla-La Mancha

H-index: 10

Europe-Spain

About Ana Escribano Lopez (ORCID: 0000-0003-1416-3401)

Ana Escribano Lopez (ORCID: 0000-0003-1416-3401), With an exceptional h-index of 10 and a recent h-index of 10 (since 2020), a distinguished researcher at Universidad de Castilla-La Mancha, specializes in the field of Liquidity, credit rating changes, fixed income markets, contagion effects, connectedness.

His recent articles reflect a diverse array of research interests and contributions to the field:

Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness

Sustainable risk preferences on asset allocation: a higher order optimal portfolio study

Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis

The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

To What Extent Did the Ftx Collapse Destabilize the Crypto Market? A High Frequency Volatility Study

Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse

Study of the leading European construction companies using risk factor models

Shock transmission between crude oil prices and stock markets

Ana Escribano Lopez (ORCID: 0000-0003-1416-3401) Information

University

Position

___

Citations(all)

482

Citations(since 2020)

475

Cited By

61

hIndex(all)

10

hIndex(since 2020)

10

i10Index(all)

12

i10Index(since 2020)

12

Email

University Profile Page

Universidad de Castilla-La Mancha

Google Scholar

View Google Scholar Profile

Ana Escribano Lopez (ORCID: 0000-0003-1416-3401) Skills & Research Interests

Liquidity

credit rating changes

fixed income markets

contagion effects

connectedness

Top articles of Ana Escribano Lopez (ORCID: 0000-0003-1416-3401)

Title

Journal

Author(s)

Publication Date

Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness

International Review of Financial Analysis

Carlos Esparcia

Ana Escribano

Francisco Jareño

2024/7/1

Sustainable risk preferences on asset allocation: a higher order optimal portfolio study

Journal of Behavioral and Experimental Finance

Antonio Díaz

Ana Escribano

Carlos Esparcia

2024/3/1

Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis

Studies in Economics and Finance

Zaghum Umar

Francisco Jareño

Ana Escribano

2023/2/20

The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure

Humanities and Social Sciences Communications

Francisco Jareño

Ana Escribano

Zaghum Umar

2023/1/3

To What Extent Did the Ftx Collapse Destabilize the Crypto Market? A High Frequency Volatility Study

A High Frequency Volatility Study

Carlos Esparcia

Ana Escribano

Francisco Jareño

2023

Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse

Journal of International Financial Markets, Institutions and Money

Carlos Esparcia

Ana Escribano

Francisco Jareño

2023/12/1

Study of the leading European construction companies using risk factor models

International Journal of Finance & Economics

Ana Escribano

Francisco Jareño

Jose Ángel Cano

2023/7

Shock transmission between crude oil prices and stock markets

Resources Policy

Ana Escribano

Monika W Koczar

Francisco Jareño

Carlos Esparcia

2023/6/1

Liquidity dimensions in the US corporate bond market

International Review of Economics & Finance

Antonio Díaz

Ana Escribano

2022/7/1

Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era

Applied Economics

Zaghum Umar

Francisco Jareño

Ana Escribano

2022/2/19

Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty

Pacific-Basin Finance Journal

Zaghum Umar

Khaled Mokni

Ana Escribano

2022/10/1

Analysis of stock returns of main European service and tourism companies

Tourism Economics

Francisco Jareño

Ana Escribano

M Pilar Torres

2022/8

Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis

The European Journal of Finance

Zaghum Umar

Francisco Jareño

Ana Escribano

2021/6/13

Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints

Journal of Corporate Finance

Pilar Abad

Antonio Díaz

Ana Escribano

M-Dolores Robles

2021/4/1

Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness

Resources Policy

Zaghum Umar

Francisco Jareño

Ana Escribano

2021/10/1

Sustainability premium in energy bonds

Energy Economics

Antonio Díaz

Ana Escribano

2021/3/1

Oil price shocks and the return and volatility spillover between industrial and precious metals

Energy Economics

Zaghum Umar

Francisco Jareño

Ana Escribano

2021/7/1

Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case

Mathematics

Francisco Jareño

Ana Escribano

Monika W Koczar

2020/12/22

The contagion phenomena of the Brexit process on main stock markets

International Journal of Finance & Economics

Ana Escribano

Cristina Íñiguez

2021/7

Measuring the multi-faceted dimension of liquidity in financial markets: A literature review

Antonio Díaz

Ana Escribano

2020/1/1

See List of Professors in Ana Escribano Lopez (ORCID: 0000-0003-1416-3401) University(Universidad de Castilla-La Mancha)

Co-Authors

H-index: 40
Zaghum Umar

Zaghum Umar

Zayed University

H-index: 27
Fran Jareño (ORCID: 0000-0001-9778-7345)

Fran Jareño (ORCID: 0000-0001-9778-7345)

Universidad de Castilla-La Mancha

H-index: 11
M. DOLORES ROBLES FERNANDEZ

M. DOLORES ROBLES FERNANDEZ

Universidad Complutense de Madrid

H-index: 11
Mario Maggi

Mario Maggi

Università degli Studi di Pavia

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