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 2 6 14 281
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 6 13 136
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 1 6 9 167
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 9 20 206
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 1 7 11 202
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 2 6 12 138
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 0 5 17 164
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 1 3 13 208
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 2 7 23 129
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 63 5 15 28 200
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 2 35 1 8 33 244
Currency Hedging Strategies Using Dynamic Multivariate GARCH 1 1 2 56 1 6 32 267
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 1 5 13 116
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 1 3 11 68
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 0 4 14 209
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 0 8 297
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 0 2 13 206
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 17 0 1 12 181
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 0 3 13 185
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 2 10 279
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 1 2 11 221
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 2 8 184
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 1 3 12 104
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 7 12 14 126
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 2 24 169
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 1 4 19 178
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 2 11 217
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 4 7 292
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 1 12 156
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 0 4 10 193
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 2 7 569
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 1 3 13 581
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 150 0 5 14 316
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 0 4 10 169
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 2 4 12 464
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 39 1 4 10 158
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 8 10 14 197
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 1 2 9 219
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 1 5 11 173
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 5 20 410
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 2 2 10 409
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 1 3 8 79
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 3 10 222
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 1 9 171
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 1 3 9 271
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 5 10 460
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 1 7 32 193
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 1 12 22 250
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 1 5 19 315
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 1 3 12 177
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 2 5 21 255
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 1 5 21 274
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 2 8 165
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 3 93 0 5 21 201
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 59 0 1 10 211
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 5 20 138
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 1 5 204
The Rise and Fall of S&P500 Variance Futures 1 1 4 23 6 21 63 213
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 3 8 25 356
The Rise and Fall of S&P500 Variance Futures 0 0 0 20 1 6 11 122
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 3 7 13 185
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 4 11 270
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 1 13 119
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 0 4 23 250
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 1 4 12 212
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 1 3 7 372
Total Working Papers 2 2 15 3,713 68 310 992 15,073

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 1 7 25 175
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 1 3 11 1 8 19 102
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 1 8 21 105
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 17 0 2 15 109
ESG risk exposure: a tale of two tails 0 0 2 3 0 4 16 21
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 1 2 9 210
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 2 13 99
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 15 0 3 14 148
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 1 3 11 96
Measuring Climate Transition Risk Spillovers 1 5 18 56 4 16 57 123
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 1 5 0 2 9 35
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 1 2 13 116
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 0 3 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 4 16 118
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 34 0 2 9 155
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 1 13 63
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 4 10 129
The rise and fall of S&P500 variance futures 0 0 1 7 1 6 15 98
TrAffic LIght system for systemic Stress: TALIS3 0 0 1 6 1 5 19 62
Total Journal Articles 1 6 30 233 12 84 314 1,982
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Statistics updated 2026-06-04