Access Statistics for Juan Carlos Arismendi Zambrano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Asset Option Approximation for General Stochastic Processes 0 0 0 18 0 0 8 64
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 15 1 1 9 57
Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery 0 0 0 27 0 0 16 58
Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach 0 0 0 30 1 4 28 152
Implicit Entropic Market Risk-Premium from Interest Rate Derivatives 0 0 0 12 0 1 11 110
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 24 0 0 6 44
Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations 0 1 1 25 1 2 16 96
Multivariate Elliptical Truncated Moments 0 0 0 13 0 1 16 47
On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ 0 0 0 20 0 0 12 97
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 1 1 1 43 1 2 10 100
The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing 0 0 1 37 0 2 27 135
Total Working Papers 1 2 3 264 4 13 159 960

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A moment-based analytic approximation of the risk-neutral density of American options 0 0 0 3 0 3 17 41
Equity Risk Premium Predictability from Cross-Sectoral Downturns 0 0 2 11 0 3 24 48
Multivariate truncated moments 0 0 1 35 0 0 15 135
On quadratic forms in multivariate generalized hyperbolic random vectors 0 0 0 1 0 0 8 15
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 1 1 1 16 1 3 18 115
Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network 0 1 1 20 1 2 23 159
The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing 0 0 0 7 0 1 21 45
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 0 28 0 1 17 156
Validation of default probability models: A stress testing approach 0 0 1 30 1 1 15 105
Total Journal Articles 1 2 6 151 3 14 158 819

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Higher-Order Tail Moments in Asset-Pricing Theory 0 0 0 4 0 1 7 23
Total Chapters 0 0 0 4 0 1 7 23

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Statistics updated 2026-10-11