Access Statistics for Javier Mencia

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 systematic approach to multi-period stress testing of portfolio credit risk 0 0 1 189 0 20 55 625
Assessing the risk-return trade-off in loans portfolios 0 0 5 122 1 9 21 689
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 0 0 1 51
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 0 2 3 78
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 5 11 96
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 3 8 124
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 0 0 4 120 2 4 36 233
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 2 4 12 441
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 7 25 459
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 1 5 8 36
Macroprudential policy: objectives, instruments and indicators 1 1 2 138 1 3 8 174
Modeling the distribution of credit losses with observable and latent factors 0 0 1 182 3 7 12 505
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 6 15 115
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 2 7 13 215
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 6 7 242
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 7 16 269
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 6 15 311
Testing non-linear dependence in the hedge fund industry 0 0 0 55 2 5 8 94
Valuation of VIX Derivatives 0 0 0 26 1 6 10 180
Valuation of VIX Derivatives 0 0 0 102 1 12 21 315
Valuation of vix derivatives 0 0 0 25 1 5 11 182
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 2 3 44
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 5 9 50
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 1 7 10 142
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 1 10 14 98
Total Working Papers 1 1 15 1,728 21 153 352 5,768

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A systematic approach to multi-period stress testing of portfolio credit risk 0 0 1 64 2 4 9 227
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 1 3 13 385
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 1 9 15 146
Modelling the distribution of credit losses with observable and latent factors 0 0 2 95 1 3 9 289
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 4 13 31 257
Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF 0 0 0 2 0 3 3 22
Testing Nonlinear Dependence in the Hedge Fund Industry 0 0 0 8 0 3 5 43
Valuation of VIX derivatives 0 0 3 113 2 4 24 397
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 13 23 34
Total Journal Articles 0 0 6 421 11 55 132 1,800

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Statistics updated 2026-04-09