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 1 1 123
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 0 1 267
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 0 2 158
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 0 1 186
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 42 1 2 4 192
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 0 0 126
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 1 1 2 41 1 1 5 148
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 0 0 195
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 1 1 2 62 1 1 4 107
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 0 1 1 172
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 54 1 2 4 236
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 33 0 0 0 211
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 1 2 3 58
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 0 0 2 103
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 0 0 1 195
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 0 2 289
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 17 0 0 2 169
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 1 20 0 0 1 172
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 0 5 210
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 1 269
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 0 1 176
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 0 0 92
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 1 64 0 0 2 112
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 1 5 145
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 11 0 0 0 183
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 10 0 0 1 144
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 2 4 208
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 1 1 562
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 0 0 1 159
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 1 1 150 0 1 4 302
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 1 2 568
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 1 1 1 453
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 1 39 0 0 2 148
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 0 0 1 183
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 0 1 4 162
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 1 74 0 0 1 210
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 0 0 0 390
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 0 1 399
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 0 0 2 71
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 0 1 450
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 1 81 0 0 3 212
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 2 162
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 0 262
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 1 1 2 229
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 1 2 3 297
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 39 0 0 1 161
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 1 1 2 166
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 2 90 0 2 4 180
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 127 0 0 4 234
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 19 0 0 1 157
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 1 1 1 254
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 1 59 0 0 1 201
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 1 118
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 0 0 199
The Rise and Fall of S&P500 Variance Futures 0 1 2 20 0 1 2 111
The Rise and Fall of S&P500 Variance Futures 1 2 3 20 2 5 9 152
The Rise and Fall of S&P500 Variance Futures 0 0 1 70 0 0 10 331
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 1 172
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 1 259
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 1 1 1 228
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 1 1 1 366
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 64 0 0 0 200
Total Working Papers 3 7 25 3,701 16 33 124 14,097

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 1 2 9 0 2 6 150
Choosing expected shortfall over VaR in Basel III using stochastic dominance 1 1 2 9 1 1 4 84
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 2 3 3 86
Currency hedging strategies using dynamic multivariate GARCH 0 0 0 16 0 1 3 94
ESG risk exposure: a tale of two tails 0 0 1 1 0 0 5 5
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 0 0 1 201
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 0 1 86
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 14 0 3 5 134
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 0 0 85
Measuring Climate Transition Risk Spillovers 1 3 33 39 3 7 56 69
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 1 4 0 0 3 26
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 1 1 1 104
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 1 2 0 0 1 8
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 1 1 4 103
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 33 0 1 5 146
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 1 119
The rise and fall of S&P500 variance futures 0 0 0 6 0 0 1 83
TrAffic LIght system for systemic Stress: TALIS3 0 0 0 5 0 0 7 43
Total Journal Articles 2 5 41 205 8 20 107 1,676
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Statistics updated 2025-07-04