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 4 7 13 136
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 4 6 12 279
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 4 5 8 166
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 8 14 20 206
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 4 7 11 201
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 2 4 10 136
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 4 9 17 164
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 2 4 12 207
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 63 5 10 24 195
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 4 7 21 127
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 55 3 10 32 266
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 2 35 7 7 32 243
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 2 2 11 67
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 2 5 12 115
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 17 1 1 12 181
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 4 4 14 209
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 1 8 297
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 2 2 13 206
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 2 5 8 184
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 1 10 220
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 0 5 13 185
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 2 10 279
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 6 11 103
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 1 5 7 119
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 2 3 24 169
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 4 6 10 193
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 4 12 156
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 5 11 217
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 3 5 7 292
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 3 5 18 177
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 1 3 13 580
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 150 5 5 14 316
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 4 4 10 169
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 2 2 7 569
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 1 4 10 462
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 39 2 5 9 157
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 1 2 8 218
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 2 2 6 189
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 4 5 10 172
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 1 10 20 410
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 1 8 407
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 2 3 7 78
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 3 9 171
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 3 6 10 460
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 1 2 8 270
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 2 5 10 222
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 3 11 31 192
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 2 3 11 176
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 4 18 314
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 9 11 21 249
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 4 93 5 7 22 201
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 1 8 19 253
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 2 2 8 165
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 2 8 20 273
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 59 1 2 10 211
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 2 10 20 138
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 1 1 5 204
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 3 4 10 182
The Rise and Fall of S&P500 Variance Futures 0 0 3 22 11 22 59 207
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 4 7 22 353
The Rise and Fall of S&P500 Variance Futures 0 0 0 20 5 5 10 121
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 4 6 11 270
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 1 3 13 119
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 1 10 23 250
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 2 6 11 211
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 2 5 6 371
Total Working Papers 0 0 14 3,711 177 354 932 15,005

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 5 9 24 174
Choosing expected shortfall over VaR in Basel III using stochastic dominance 1 1 3 11 5 7 18 101
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 5 9 21 104
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 17 2 3 16 109
ESG risk exposure: a tale of two tails 0 0 2 3 3 5 16 21
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 1 1 8 209
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 2 3 13 99
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 15 2 5 17 148
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 2 3 10 95
Measuring Climate Transition Risk Spillovers 1 4 19 55 6 12 56 119
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 1 5 1 2 9 35
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 1 3 12 115
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 3 4 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 3 5 16 118
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 34 2 2 9 155
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 1 2 13 63
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 4 4 10 129
The rise and fall of S&P500 variance futures 0 0 1 7 5 7 14 97
TrAffic LIght system for systemic Stress: TALIS3 0 0 1 6 3 4 18 61
Total Journal Articles 2 5 31 232 56 90 310 1,970
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Statistics updated 2026-05-06