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 67 1 4 7 259
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 0 121
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 2 2 7 155
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 1 2 4 184
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 40 2 4 15 180
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 3 6 14 118
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 39 1 8 26 138
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 3 12 187
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 1 6 13 162
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 60 0 0 0 102
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 32 0 0 7 208
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 54 0 0 1 231
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 30 0 0 0 98
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 0 2 53
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 28 1 2 9 189
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 16 0 0 0 167
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 3 3 12 189
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 0 2 287
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 1 5 6 201
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 2 11 18 163
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 5 22 168
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 2 5 267
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 1 2 91
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 1 1 2 63 2 3 4 106
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 0 0 140
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 3 12 23 198
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 1 13 35 174
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 0 0 285
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 2 8 13 149
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 9 6 12 18 131
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 1 4 561
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 11 1 5 19 157
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 148 0 0 0 296
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 0 0 565
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 2 5 13 446
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 0 3 7 143
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 51 0 2 6 153
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 0 0 3 208
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 1 4 5 180
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 0 1 388
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 0 0 397
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 0 0 0 69
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 8 12 254
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 8 22 151
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 80 1 2 6 204
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 2 7 22 437
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 5 15 32 213
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 0 2 163
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 71 1 4 10 281
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 0 2 9 155
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 17 0 0 1 154
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 2 5 13 246
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 126 1 1 2 230
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 1 1 1 85 4 7 22 164
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 58 0 0 0 200
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 0 117
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 0 0 198
The Rise and Fall of S&P500 Variance Futures 0 0 0 18 0 0 4 107
The Rise and Fall of S&P500 Variance Futures 0 0 0 17 1 2 3 137
The Rise and Fall of S&P500 Variance Futures 0 0 0 67 0 0 1 318
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 0 170
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 2 17 41 243
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 81 0 3 8 224
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 2 5 12 196
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 1 3 364
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 2 5 8 105
Total Working Papers 2 2 8 3,658 60 224 568 13,695

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 6 1 4 9 138
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 1 2 5 0 4 11 71
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 1 12 0 1 2 81
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 15 0 0 1 85
GFC-robust risk management strategies under the Basel Accord 0 0 0 9 0 5 9 197
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 1 5 83
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 14 0 0 2 124
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 0 3 84
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 0 1 0 3 10 18
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 17 0 0 0 102
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 0 2 6 94
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 31 0 0 2 139
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 0 50
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 0 0 116
The rise and fall of S&P500 variance futures 0 0 0 6 0 0 0 79
TrAffic LIght system for systemic Stress: TALIS3 2 2 3 4 7 9 16 26
Total Journal Articles 2 3 9 147 8 29 76 1,487
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Statistics updated 2023-05-07