Access Statistics for Juan Angel Jimenez Martin

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 Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 13 136
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 3 14 282
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 1 9 167
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 0 20 206
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 2 12 138
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 0 1 10 202
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 41 0 1 17 165
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 1 13 208
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 1 3 23 130
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 63 1 8 31 203
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 2 35 0 1 33 244
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 56 0 1 30 267
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 0 3 15 118
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 1 10 68
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 1 1 9 298
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 1 1 15 210
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 1 1 14 207
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 17 0 0 12 181
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 1 9 185
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 10 279
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 1 11 221
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 0 1 13 186
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 1 11 104
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 0 7 14 126
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 0 24 169
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 0 12 156
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 0 1 19 178
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 0 7 292
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 0 0 10 193
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 1 10 218
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 1 8 570
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 1 13 581
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 1 1 11 170
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 150 0 1 15 317
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 0 2 10 464
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 39 0 2 11 159
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 0 2 10 220
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 0 1 10 173
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 13 38 44 227
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 0 20 410
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 4 12 411
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 0 1 8 79
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 10 222
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 0 10 460
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 1 9 271
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 9 171
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 1 18 315
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 0 2 12 178
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 1 21 250
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 0 1 30 193
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 2 93 1 1 20 202
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 0 8 165
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 0 1 19 274
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 0 2 21 255
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 59 0 0 10 211
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 1 21 139
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 0 5 204
The Rise and Fall of S&P500 Variance Futures 0 1 3 23 3 11 65 218
The Rise and Fall of S&P500 Variance Futures 0 0 0 20 0 1 11 122
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 0 5 27 358
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 1 4 14 186
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 11 270
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 1 2 13 213
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 1 6 372
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 0 1 23 251
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 0 13 119
Total Working Papers 0 2 10 3,713 25 132 1,028 15,137

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A stochastic dominance approach to financial risk management strategies 0 0 0 9 0 3 24 177
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 11 0 2 18 103
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 0 1 18 105
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 17 2 2 17 111
ESG risk exposure: a tale of two tails 0 0 2 3 0 0 15 21
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 0 1 9 210
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 1 1 14 100
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 15 0 0 13 148
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 1 11 96
Measuring Climate Transition Risk Spillovers 0 2 14 57 4 12 55 131
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 1 5 0 0 9 35
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 0 2 13 117
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 0 0 10 18
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 0 0 15 118
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 34 0 0 6 155
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 12 63
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 0 8 129
Tail sensitivity of stocks to carbon risk: a sectoral analysis 0 1 4 6 0 7 16 30
The non-linear ESG premium 0 0 2 2 0 5 21 22
The rise and fall of S&P500 variance futures 0 0 1 7 1 2 16 99
TrAffic LIght system for systemic Stress: TALIS3 0 0 1 6 0 1 19 62
Total Journal Articles 0 3 31 242 8 40 339 2,050
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Statistics updated 2026-08-07