Juncal Cunado Eizaguirre

Juncal Cunado Eizaguirre

Universidad de Navarra

H-index: 35

Europe-Spain

About Juncal Cunado Eizaguirre

Juncal Cunado Eizaguirre, With an exceptional h-index of 35 and a recent h-index of 26 (since 2020), a distinguished researcher at Universidad de Navarra,

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

On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

Commodity price shocks, supply chain disruptions and US inflation

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

Incorporando las metas del desarrollo sostenible en la formación de empresa

Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

Geopolitical risks and historical exchange rate volatility of the BRICS

Stock markets and exchange rate behavior of the BRICS

Juncal Cunado Eizaguirre Information

University

Position

Professor of Economics

Citations(all)

6354

Citations(since 2020)

3642

Cited By

4090

hIndex(all)

35

hIndex(since 2020)

26

i10Index(all)

76

i10Index(since 2020)

56

Email

University Profile Page

Universidad de Navarra

Google Scholar

View Google Scholar Profile

Top articles of Juncal Cunado Eizaguirre

Title

Journal

Author(s)

Publication Date

On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data

Applied Economics

Juncal Cunado

David Gabauer

Rangan Gupta

Chien-Chiang Lee

2024/2/3

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

Financial Innovation

Juncal Cunado

David Gabauer

Rangan Gupta

2024/1/8

Commodity price shocks, supply chain disruptions and US inflation

Finance Research Letters

Elena Maria Diaz

Juncal Cunado

Fernando Perez de Gracia

2023/12/1

Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures

Journal of Commodity Markets

Juncal Cunado

Ioannis Chatziantoniou

David Gabauer

Fernando Perez de Gracia

Marfatia Hardik

2023/6/1

Incorporando las metas del desarrollo sostenible en la formación de empresa

Isabel Rodríguez-Tejedo

Stella Maris Salvatierra

Juncal Cuñado

José Luis Álvarez-Arce

Dulce Redin-Goñi

...

2023

Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

International Review of Economics & Finance

Nikolaos Antonakakis

Juncal Cunado

George Filis

David Gabauer

Fernando Perez de Gracia

2023/1/1

Geopolitical risks and historical exchange rate volatility of the BRICS

International Review of Economics & Finance

Afees A Salisu

Juncal Cuñado

Rangan Gupta

2022/1/1

Stock markets and exchange rate behavior of the BRICS

Journal of Forecasting

Afees A Salisu

Juncal Cuñado

Kazeem Isah

Rangan Gupta

2021/12

Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time-and frequency-domains

Empirical Economics

Besma Hkiri

Juncal Cunado

Mehmet Balcilar

Rangan Gupta

2021/12

Oil price and exchange rate behaviour of the BRICS

Emerging Markets Finance and Trade

Afees A Salisu

Juncal Cuñado

Kazeem Isah

Rangan Gupta

2021/5/28

Time-varying impact of geopolitical risks on oil prices

Defence and Peace Economics

Juncal Cunado

Rangan Gupta

Chi Keung Marco Lau

Xin Sheng

2020/8/17

Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data

Journal of Applied Statistics

Hossein Hassani

Mohammad Reza Yeganegi

Juncal Cuñado

Rangan Gupta

2020/4/25

Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data

Physica A: Statistical Mechanics and its Applications

Heni Boubaker

Juncal Cunado

Luis A Gil-Alana

Rangan Gupta

2020/2/15

Testing the white noise hypothesis in high-frequency housing returns of the United States

Aviral Kumar-Tiwari

Rangan Gupta

Juncal Cuñado

Xin Sheng

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

Qiang Ji

Bing-Yue Liu

Juncal Cunado

Rangan Gupta

2020/1/1

Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

Energy Economics

Nikolaos Antonakakis

Juncal Cunado

George Filis

David Gabauer

Fernando Perez de Gracia

2020/9/1

See List of Professors in Juncal Cunado Eizaguirre University(Universidad de Navarra)