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Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model. (2008). Jareño, Francisco ; Jareno, Francisco .
In: Applied Economics.
RePEc:taf:applec:v:40:y:2008:i:24:p:3159-3171.

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  3. Extension of the Fama and French model: A study of the largest European financial institutions. (2020). Jareño, Francisco ; De, Maria ; Jareo, Francisco ; Escolastico, Alba M.
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  4. Testing extensions of Fama & French models: A quantile regression approach. (2019). Jareño, Francisco ; De, Maria ; Jareo, Francisco.
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  6. THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013. (2018). Jareño, Francisco ; Tolentino, Marta ; De, Maria ; Jareo, Francisco.
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  7. THE FINANCIAL CRISIS IMPACT: AN INDUSTRY LEVEL ANALYSIS OF THE US STOCK MARKET GONZÁLEZ. (2017). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Lareo, Francisco Francisco.
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  9. Interest Rate Sensitivity of Spanish Industries: A Quantile Regression Approach. (2017). Jareño, Francisco ; Ferrer, Roman ; Ferrando, Laura ; Jareo, Francisco.
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  10. Interest Rate Risk Analysis with Multifactor Model: The US case. (2016). Jareño, Francisco ; Campos, Natalia ; Tolentino, Marta ; Jareo, Francisco.
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  11. Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?. (2016). Jiranyakul, Komain.
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  12. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo ; Escribano-Sotos, Francisco.
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  13. Inflation news and stock returns: market direction and flow-through ability. (2013). Jareño, Francisco ; Jareo, Francisco ; Diaz, Antonio.
    In: Empirical Economics.
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  14. Stock interest rate risk and inflation shocks. (2010). Jareño, Francisco ; Jareo, Francisco ; Navarro, Eliseo.
    In: European Journal of Operational Research.
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  15. Determinants of interest rate exposure of Spanish banking industry. (2009). Soto, Gloria M. ; Ferrer, Roman ; Ballester, Laura ; Gloria M. Soto Pacheco, ; Gonzalez, Cristobal.
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  16. Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case. (2009). Jareño, Francisco ; Jareo, Francisco ; Diaz, Antonio.
    In: Research in International Business and Finance.
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  32. Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model. (2008). Jareño, Francisco ; Jareno, Francisco .
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:24:p:3159-3171.

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  33. Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. (2008). Laakkonen, Helinä ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:8296.

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  34. How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

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  35. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

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  36. Stock Return Autocorrelation is Not Spurious. (2007). Hahn, Sang Buhm ; Anderson, Robert M ; Eom, Kyong Shik ; Park, Jong-Ho.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt2k7414sv.

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  37. Trading around macroeconomic announcements: Are all traders created equal?. (2006). Kurov, Alexander ; Erenburg, Grigori ; Lasser, Dennis J..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:4:p:470-493.

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  38. .

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