Concepedia

Vicent Aragó

VA

9

Publications

433

Citations

9

H-Index

2002

Active since

Affiliations

Universitat Jaume I(Current)

Vicent Aragó is an author at Universitat Jaume I specializing in business, financial economics, and asset pricing.

Top concepts

BusinessFinancial EconomicsFinanceAsset PricingVolatility ModelingEconomicsStatisticsEconometricsEmpirical FinanceEngineering

Publications per year

2002–2022

9

Publications

9

Testing for Changes in the Unconditional Variance of Financial Time Series

Andreu Sansó, Vicent Aragó, Josep Lluís Carrion‐i‐Silvestre · RePEc: Research Papers in Economics · 2003 · 221 citations

Empirical Finance, Unconditional Variance, Volatility Modeling +15

Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?

Enrique Salvador, Christos Floros, Vicent Aragó · Journal of Empirical Finance · 2014 · 41 citations · Full text

Economics, Financial Economics, International Finance +11

Heteroskedasticity in the returns of the main world stock exchange indices: volume versus GARCH effects

Vicent Aragó, Luisa Nieto · Journal of International Financial Markets Institutions and Money · 2004 · 37 citations

Empirical Finance, Volatility Modeling, Economics +7

Influence of structural changes in transmission of information between stock markets: A European empirical study

Vicent Aragó, María Ángeles Fernández Izquierdo · Journal of Multinational Financial Management · 2006 · 29 citations

Market Microstructure, Financial Economics, Asset Pricing +10

Measuring Hedging Effectiveness of Index Futures Contracts: Do Dynamic Models Outperform Static Models? A Regime‐Switching Approach

Enrique Salvador, Vicent Aragó · Journal of Futures Markets · 2013 · 26 citations · Full text

Empirical Finance, Volatility Modeling, Engineering +19

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