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 2 6 7 129
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 2 3 3 161
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 3 4 6 273
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 3 6 6 192
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 2 41 4 6 10 155
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 1 2 4 194
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 3 6 6 132
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 4 7 8 203
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 1 1 1 63 5 9 14 185
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 5 12 15 120
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 55 8 15 22 256
Currency Hedging Strategies Using Dynamic Multivariate GARCH 1 1 2 35 12 24 25 236
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 3 6 8 110
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 2 5 10 65
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 3 7 8 296
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 17 7 10 12 180
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 5 10 10 205
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 3 10 11 204
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 2 3 4 179
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 4 6 8 180
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 5 8 10 219
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 6 9 277
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 4 4 5 97
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 1 2 2 114
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 19 19 24 166
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 6 12 13 172
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 4 4 4 187
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 2 8 212
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 1 2 2 287
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 1 1 11 5 8 9 152
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 150 4 7 12 311
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 6 6 6 165
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 2 8 10 577
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 3 4 6 567
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 3 4 6 458
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 1 39 3 4 6 152
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 3 4 4 187
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 2 6 6 216
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 2 3 7 167
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 6 10 10 400
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 2 5 8 406
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 2 4 4 75
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 3 7 168
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 4 5 6 217
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 4 4 6 268
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 3 4 4 454
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 7 9 10 238
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 12 18 20 181
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 3 6 9 173
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 12 16 310
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 10 11 14 245
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 3 9 12 265
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 4 93 4 8 16 194
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 19 2 4 7 163
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 59 5 8 8 209
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 8 10 11 128
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 2 3 4 203
The Rise and Fall of S&P500 Variance Futures 0 0 1 20 3 5 6 116
The Rise and Fall of S&P500 Variance Futures 0 1 4 22 11 24 38 185
The Rise and Fall of S&P500 Variance Futures 0 0 1 70 10 15 17 346
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 2 5 7 178
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 4 5 6 264
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 10 11 13 240
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 1 4 5 205
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 1 366
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 5 9 10 116
Total Working Papers 2 5 23 3,711 285 481 621 14,651

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 1 9 7 11 17 165
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 10 4 7 13 94
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 7 8 12 95
Currency hedging strategies using dynamic multivariate GARCH 1 1 1 17 5 11 14 106
ESG risk exposure: a tale of two tails 0 2 3 3 2 9 12 16
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 4 7 8 208
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 5 9 10 96
Has the Basel Accord improved risk management during the global financial crisis? 0 1 1 15 2 5 12 143
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 3 7 7 92
Measuring Climate Transition Risk Spillovers 1 6 20 51 8 24 54 107
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 1 1 5 4 7 7 33
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 4 6 9 112
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 4 5 6 14
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 1 1 6 4 10 14 113
Seasonal fluctuations and equilibrium models of exchange rate 1 1 2 34 4 4 11 153
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 1 7 11 61
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 2 4 6 125
The rise and fall of S&P500 variance futures 0 1 1 7 2 6 8 90
TrAffic LIght system for systemic Stress: TALIS3 0 1 1 6 6 11 15 57
Total Journal Articles 3 15 34 227 78 158 246 1,880
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Statistics updated 2026-02-12