MARIA DE LA O GONZALEZ PEREZ

Profesora Titular de Universidad

Universidad de Castilla-La Mancha - Campus de Albacete

Spain

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Maria de la O Gonzalez Perez is a Profesora Titular de Universidad at Universidad de Castilla-La Mancha - Campus de Albacete, Spain. Her research focuses on the financial dynamics and interdependencies of cryptocurrency and commodity markets, particularly in the context of the COVID-19 pandemic. Recent publications examine topics such as interest rate sensitivity, media coverage effects, and the application of advanced econometric models in analyzing market connectivity.

Articles (11)

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2025

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2022

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2021

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2021

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2021

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2020

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2020

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2020

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2020

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2020

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2020

Collaborators (3)

Raquel López

Lecturer

Universidad de Castilla-La Mancha - Campus de Albacete

SPAIN

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Frank Skinner

Professor of Financial Management

University of Surrey

UNITED KINGDOM

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Marta Tolentino

Profesora Titular de Universidad

University of Castilla-La Mancha

SPAIN

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MARIA DE LA O GONZALEZ PEREZ

Research Interests

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Articles (11)

Interest rate sensitivity of traditional, green, and stable cryptocurrencies: A comparative study across market conditions

Asymmetric interdependencies between cryptocurrency and commodity markets: the COVID-19 pandemic impact

Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic

Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns

Nonlinear autoregressive distributed lag approach: An application on the connectedness between bitcoin returns and the other ten most relevant cryptocurrency returns

Interest rate exposure of European insurers

Analysis of the Spanish IBEX-35 Companies’ Returns Using Extensions of the Fama and French Factor Models

Hedge fund strategies: A non-parametric analysis

Hedge Fund Strategies: A Non-Parametric Analysis

Collaborators (3)

Raquel López

Frank Skinner

Marta Tolentino

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