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 8 275
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 1 7 8 130
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 3 3 161
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 5 11 11 197
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 1 3 5 195
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 4 9 12 159
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 5 6 132
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 2 6 10 205
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 2 7 16 122
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 1 1 63 0 7 14 185
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 1 2 35 0 22 25 236
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 55 5 18 27 261
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 1 6 8 111
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 4 10 65
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 17 0 7 12 180
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 0 6 10 205
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 1 6 8 297
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 0 4 11 204
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 5 8 277
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 5 9 219
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 2 7 10 182
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 3 6 7 182
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 4 8 9 101
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 0 1 2 114
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 1 20 23 167
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 2 6 6 189
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 2 12 15 174
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 3 8 11 155
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 3 5 9 215
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 1 3 3 288
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 150 0 4 11 311
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 0 6 6 165
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 1 5 11 578
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 4 6 567
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 2 6 8 460
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 1 39 2 5 7 154
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 1 6 7 217
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 0 3 4 187
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 1 4 7 168
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 5 14 15 405
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 1 6 8 407
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 1 4 5 76
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 2 7 7 219
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 1 4 5 455
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 2 4 9 170
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 4 6 268
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 1 5 9 174
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 8 10 238
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 0 6 15 310
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 5 19 25 186
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 5 15 17 250
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 4 93 2 8 18 196
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 3 6 163
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 4 9 16 269
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 59 1 7 9 210
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 5 15 16 133
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 2 4 203
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 3 6 178
The Rise and Fall of S&P500 Variance Futures 0 0 1 20 0 5 6 116
The Rise and Fall of S&P500 Variance Futures 0 0 4 22 7 23 45 192
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 2 15 18 348
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 2 7 7 266
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 3 7 8 208
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 2 11 12 118
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 6 17 19 246
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 3 3 4 369
Total Working Papers 0 3 19 3,711 112 497 708 14,763


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 9 3 10 20 168
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 10 0 6 12 94
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 2 10 14 97
Currency hedging strategies using dynamic multivariate GARCH 0 1 1 17 1 9 15 107
ESG risk exposure: a tale of two tails 0 1 2 3 1 8 12 17
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 0 4 7 208
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 1 8 11 97
Has the Basel Accord improved risk management during the global financial crisis? 0 1 1 15 2 7 14 145
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 1 5 8 93
Measuring Climate Transition Risk Spillovers 0 3 19 51 0 15 53 107
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 0 0 1 5 0 4 7 33
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 2 8 11 114
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 1 5 7 15
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 1 1 6 1 7 12 114
Seasonal fluctuations and equilibrium models of exchange rate 0 1 2 34 0 4 10 153
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 1 8 12 62
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 2 6 125
The rise and fall of S&P500 variance futures 0 0 1 7 2 5 9 92
TrAffic LIght system for systemic Stress: TALIS3 0 1 1 6 0 10 15 57
Total Journal Articles 0 9 32 227 18 135 255 1,898
2 registered items for which data could not be found


Statistics updated 2026-03-04