Helena Chuliá

PhD in Quantitative Finance 2007, Universitat de València

hchulia@ub.eduPersonal webpage

Working Papers


Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis

Chuliá, H.; Guillen, M.; Uribe, J.M. (2017)

Emerging Markets Review

Measuring uncertainty in the stock markets

Chuliá, H.; Guillen, M.; Uribe, J.M. (2017)

International Review of Economics & Finance, 48, 18-33

Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach

Chuliá, H.; Gupta, R.; Uribe, J.M; Wohar, M.E. (2017)

Journal Of International Financial Markets Institutions & Money,

Seasonal and Time-Trend Variation by Gender of Alcohol-Impaired Drivers at Preventive Sobriety Checkpoints

Chulia, Helena; Guillen, Montserrat; Llatje, Oscar (2016)

Journal of Studies on Alcohol and Drugs, 77 (3), 413-420

European government bond market contagion in turbulent times

Abad, P.; Chuliá, H. (2016)

Czech Journal of Economics and Finance, 66 (3), 263-276

Time-Varying integration in european government bond markets

Abad P, Chuliá H, Gómez-Puig M (2014)

European Financial Management, 20(2), 270-290

Volatility transmission and correlation analysis between the USA and Asia: The impact of the global financial crisis

Valls N, Chuliá H (2012)

Global Economic Review, 41(2), 111-129

Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain

Furió D, Chuliá H (2012)

Energy Economics, 34(6), 2058-2065

Firm size and volatility analysis in the Spanish stock market

Chuliá H, Torró H (2011)

The European Journal of Finance, 17(8), 695-715

Asymmetric effects of Federal Funds target rate changes on S&P100 stock returns, volatilities and correlations

Chuliá H, Martens M, Van Dijk D (2010)

Journal of Banking and Finance, 34, 834-839

EMU and European government bond market integration

Abad H, Chuliá H, Gómez-Puig M (2010)

Journal of Banking and Finance, 34(12), 2851-2860

Volatility transmission patterns and terrorist attacks

Chuliá H, Climent F. J, Soriano P, Torrò H (2009)

Quantitative Finance, 9, 607-619

PhD Students


Christoph Koser

MSc in Economics at University of Edinburgh

christoph.koser@freenet.de |

Helena Chuliá

Behaviour, Games and RiskFinancial Econometrics


Jorge Mario Uribe

MSc in Economics at European University Institute

mariouribegil@hotmail.com | Personal webpage

Momentum Uncertainties

Helena ChuliáMontserrat Guillen

Behaviour, Games and RiskFinancial EconometricsGrowth, Trade and Spatial EconomicsInternational FinanceJob Market CandidatesMacroeconomicsRisk and Insurance