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 3 4 17 219
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 1 34 1 4 23 127
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 16 0 2 14 110
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 82 0 2 12 159
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 39 1 7 25 124
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 38 2 2 17 88
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 48 1 2 13 70
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 1 36 2 4 21 142
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 60 0 2 19 94
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 2 61 1 4 29 131
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 54 1 2 12 210
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 32 2 4 17 177
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 29 0 0 6 92
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 0 0 3 43
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 2 25 271
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 26 2 2 28 156
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 37 1 3 30 157
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 16 1 2 21 155
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 0 2 25 119
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 1 7 3 8 25 98
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 2 13 227
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 2 3 20 176
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 1 2 16 79
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 60 2 6 13 92
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 3 6 23 131
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 7 1 2 23 101
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 1 2 18 277
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 3 6 18 113
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 3 15 152
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 0 18 116
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 2 21 535
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 4 148 1 4 25 288
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 1 2 21 554
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 10 1 3 21 117
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 1 3 22 412
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 1 2 15 110
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 2 2 12 192
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 2 41 3 4 18 159
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 1 1 1 50 3 4 18 129
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 65 2 3 9 383
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 117 0 0 7 394
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 1 12 1 1 7 65
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 80 2 3 15 186
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 2 17 97
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 1 1 3 81 2 4 19 213
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 1 92 2 3 15 378
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 1 2 18 1 2 14 150
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 71 1 2 20 254
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 1 1 1 12 3 4 16 143
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 1 6 14 121
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 17 0 0 13 145
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 104 1 3 21 208
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 125 2 2 17 220
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 84 2 3 12 122
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 0 58 1 1 6 197
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 1 1 5 115
The Fit of Dynamic Equilibrium Models of Exchange Rate 0 0 0 52 0 1 10 195
The Rise and Fall of S&P500 Variance Futures 0 0 0 17 0 1 6 120
The Rise and Fall of S&P500 Variance Futures 0 0 0 18 1 2 9 97
The Rise and Fall of S&P500 Variance Futures 0 1 1 66 0 1 10 306
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 2 2 9 161
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 9 158
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 8 1 2 13 81
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 2 80 1 3 24 188
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 63 2 3 17 164
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 1 158 1 2 13 338
Total Working Papers 3 5 34 3,633 81 173 1,079 11,901

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 5 2 5 17 98
Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio? 0 0 0 36 0 0 6 250
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 1 2 1 6 28 46
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 2 11 0 1 9 75
Currency hedging strategies using dynamic multivariate GARCH 0 0 1 10 0 3 14 66
GFC-robust risk management strategies under the Basel Accord 0 0 0 9 1 1 26 163
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 3 4 15 49
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 12 1 3 18 108
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 1 2 9 58
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 17 1 3 8 99
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 5 1 2 21 74
Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures 0 0 0 7 2 2 13 76
Seasonal fluctuations and equilibrium models of exchange rate 0 1 2 30 1 2 12 135
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 1 1 6 49
The rise and fall of S&P500 variance futures 0 0 0 6 0 0 3 75
Total Journal Articles 0 1 7 158 15 35 205 1,421

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Statistics updated 2021-01-03