Carlos Esparcia

The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis

Antonio Díaz, Carlos Esparcia, Raquel López · Economic Analysis and Policy · 2022 · 57 citations · Full text

Financial Risk Management, Asset Allocation, Portfolio Management +18

Tail connectedness between lending/borrowing tokens and commercial bank stocks

Imran Yousaf, Francisco Jareño, Carlos Esparcia · International Review of Financial Analysis · 2022 · 57 citations

Financial System, Financial Economics, Tail Connectedness +6

Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios

Antonio Díaz, Carlos Esparcia, Diego Huélamo · The North American Journal of Economics and Finance · 2022 · 53 citations · Full text

Empirical Finance, Downside Risk, Portfolio Management +16

Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic

Carlos Esparcia, Francisco Jareño, Zaghum Umar · The North American Journal of Economics and Finance · 2022 · 51 citations · Full text

Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition

María Caridad Sevillano, Francisco Jareño, Raquel López et al. · Energy Economics · 2024 · 36 citations · Full text

Volatility Modeling, Us Sector Returns, Economic Fluctuation +20