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 1 122
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 0 7 266
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 0 1 156
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 0 1 185
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 0 0 8 188
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 1 8 126
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 39 0 0 5 143
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 0 8 195
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 60 0 0 1 103
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 0 0 9 171
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 54 0 1 1 232
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 32 0 0 2 210
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 1 31 0 0 3 101
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 0 2 55
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 3 31 0 0 5 194
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 4 193
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 0 1 8 171
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 0 4 205
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 0 7 175
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 1 268
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 1 1 92
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 63 0 2 4 110
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 1 10 0 0 12 143
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 0 6 204
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 0 0 10 159
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 11 0 0 9 183
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 1 1 1 149 2 2 2 298
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 1 1 12 0 1 1 158
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 0 1 566
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 0 104 0 0 6 452
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 0 0 3 146
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 1 52 0 1 5 158
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 0 0 1 181
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 0 1 1 209
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 0 1 389
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 0 1 398
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 92 0 0 12 449
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 80 0 0 5 209
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 8 159
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 8 262
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 72 0 1 12 293
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 14 227
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: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 0 1 5 160
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 3 88 1 2 11 175
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 1 18 0 2 2 156
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 126 0 0 0 230
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 0 0 6 252
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 17 0 0 6 143
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 1 171
The Rise and Fall of S&P500 Variance Futures 0 2 2 69 0 2 2 320
The Rise and Fall of S&P500 Variance Futures 0 0 0 18 0 1 2 109
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 14 257
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 0 1 106
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 1 82 0 0 3 227
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 1 365
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 0 0 4 200
Total Working Papers 1 5 17 3,675 3 20 268 13,963


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 0 1 6 144
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 7 0 0 7 78
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 0 1 2 83
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 16 0 3 5 90
GFC-robust risk management strategies under the Basel Accord 0 0 0 9 0 0 2 199
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 1 2 85
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 14 0 1 3 127
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 0 1 85
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 1 1 2 3 1 1 4 22
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 1 5 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 0 0 0 116
The rise and fall of S&P500 variance futures 0 0 0 6 0 1 2 81
TrAffic LIght system for systemic Stress: TALIS3 1 1 1 5 1 2 8 34
Total Journal Articles 2 2 8 155 2 12 49 1,536
2 registered items for which data could not be found


Statistics updated 2024-05-04