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 34 0 0 0 156
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 0 122
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 0 0 266
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 0 0 185
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 39 0 1 1 144
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 0 1 126
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 1 1 2 42 1 2 6 190
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 0 1 195
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 0 0 1 171
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 1 1 1 61 1 1 2 104
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 54 0 0 1 232
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 33 0 1 3 211
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 1 31 0 0 2 101
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 0 0 55
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 0 0 1 194
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 0 0 287
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 0 0 0 193
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 0 0 1 171
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 0 268
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 0 0 175
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 1 1 206
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 0 1 92
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 63 0 0 3 110
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 11 0 0 0 183
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 10 0 0 3 143
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 0 0 0 159
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 0 1 204
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 0 0 561
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 149 0 0 2 298
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 0 0 566
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 12 0 0 1 158
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 0 0 0 452
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 0 0 0 146
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 1 1 2 183
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 0 0 1 158
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 0 0 1 209
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 1 1 390
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 0 0 398
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 80 0 0 0 209
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 1 160
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 0 262
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 0 0 449
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 0 0 5 160
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 0 5 294
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 0 3 227
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 1 164
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 1 1 1 127 1 1 1 231
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 2 88 0 0 9 176
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 18 0 0 2 156
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 0 1 1 253
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 1 199
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 0 171
The Rise and Fall of S&P500 Variance Futures 0 0 2 69 1 6 8 326
The Rise and Fall of S&P500 Variance Futures 1 1 1 18 1 1 3 144
The Rise and Fall of S&P500 Variance Futures 1 1 1 19 1 1 2 110
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 1 258
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 0 0 0 200
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 0 365
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 0 0 106
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 0 0 0 227
Total Working Papers 5 6 15 3,681 7 18 80 13,987

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 7 1 1 3 145
Choosing expected shortfall over VaR in Basel III using stochastic dominance 1 1 2 8 1 2 7 81
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 0 0 2 83
Currency hedging strategies using dynamic multivariate GARCH 0 0 0 16 0 0 4 91
GFC-robust risk management strategies under the Basel Accord 0 1 1 10 0 1 1 200
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 0 1 85
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 14 0 1 4 130
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 0 1 85
Measuring Climate Transition Risk Spillovers 2 6 11 11 2 11 19 19
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 1 1 3 4 1 1 5 24
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 1 1 18 0 1 1 103
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 1 0 0 4 7
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 0 0 2 99
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 32 0 0 2 141
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 1 1 3 119
The rise and fall of S&P500 variance futures 0 0 0 6 0 0 3 82
TrAffic LIght system for systemic Stress: TALIS3 0 0 1 5 2 4 11 38
Total Journal Articles 4 10 21 171 8 23 73 1,582
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Statistics updated 2024-09-04