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 34 0 0 2 158
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 1 123
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 0 3 269
A Stochastic Dominance Approach to Financial Risk Management Strategies 0 0 0 83 0 0 0 186
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 0 0 2 192
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 1 1 1 127
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 2 41 1 2 6 150
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 3 4 4 199
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 2 5 7 178
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 7 8 11 115
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 34 2 3 3 214
Currency Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 55 2 6 11 243
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 31 1 2 3 105
Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises 0 0 0 6 1 3 6 61
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 2 2 3 291
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 6 7 7 200
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 17 3 4 6 173
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 4 4 4 199
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 1 2 3 175
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 3 4 8 214
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 50 1 1 4 272
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 0 1 93
Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? 0 0 0 64 1 1 2 113
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 1 7 147
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 2 6 210
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 64 2 3 3 162
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? 1 1 1 11 3 3 4 147
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 1 2 563
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 4 4 7 573
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 0 1 150 3 5 9 307
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 0 0 2 454
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 1 39 1 1 3 149
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 1 1 1 184
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 1 74 1 1 2 211
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 0 1 6 164
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas 0 0 0 66 1 1 1 391
Macroeconomic and policy uncertainty and Exchange rate risk Premium 0 0 0 118 0 2 3 401
Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations 0 0 0 12 1 1 3 72
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 2 6 166
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 1 1 1 451
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 2 2 264
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 1 81 0 0 3 212
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 3 230
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 4 4 6 167
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 2 2 5 169
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 6 7 10 304
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 3 92 2 4 11 188
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 4 5 7 260
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 19 1 3 4 160
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 1 1 4 235
Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate 0 0 1 59 2 2 3 203
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 1 1 2 201
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 2 3 4 175
The Rise and Fall of S&P500 Variance Futures 0 0 1 70 2 2 4 333
The Rise and Fall of S&P500 Variance Futures 1 2 4 22 8 13 24 169
The Rise and Fall of S&P500 Variance Futures 0 0 1 20 0 0 1 111
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 9 0 1 1 107
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 0 1 2 229
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 1 366
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 0 1 1 201
Total Working Papers 2 4 23 3,708 96 142 266 14,266

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 4 5 12 158
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 1 2 10 1 3 7 88
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises 0 0 0 12 0 0 4 87
Currency hedging strategies using dynamic multivariate GARCH 0 0 0 16 3 3 6 98
ESG risk exposure: a tale of two tails 1 1 2 2 2 2 6 9
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 3 3 4 204
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 2 3 4 89
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 14 0 3 7 138
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 3 3 3 88
Measuring Climate Transition Risk Spillovers 3 5 19 48 9 14 49 92
Measuring systemic risk during the COVID-19 period: A TALIS3 approach 1 1 1 5 3 3 3 29
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis 0 0 0 18 0 2 3 106
Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education 0 0 0 2 1 2 2 10
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 4 4 8 107
Seasonal fluctuations and equilibrium models of exchange rate 0 0 1 33 0 0 7 149
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 2 4 54
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 2 2 4 123
The rise and fall of S&P500 variance futures 1 1 1 7 3 4 5 87
TrAffic LIght system for systemic Stress: TALIS3 0 0 0 5 1 4 7 47
Total Journal Articles 6 9 27 218 41 62 145 1,763
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Statistics updated 2025-12-06