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 29 33 36 605
Assessing the risk-return trade-off in loans portfolios 0 0 5 122 3 4 14 680
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 1 1 1 51
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 0 0 1 76
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 2 6 7 91
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 3 5 7 121
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 2 3 5 120 5 6 48 229
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 1 3 10 437
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 11 15 18 452
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 3 3 4 31
Macroprudential policy: objectives, instruments and indicators 0 0 2 137 0 2 6 171
Modeling the distribution of credit losses with observable and latent factors 0 1 2 182 1 4 7 498
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 5 7 9 109
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 1 5 7 208
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 1 1 1 236
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 3 7 10 262
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 1 7 10 305
Testing non-linear dependence in the hedge fund industry 0 0 0 55 3 3 3 89
Valuation of VIX Derivatives 0 0 0 102 2 7 9 303
Valuation of VIX Derivatives 0 0 0 26 1 2 6 174
Valuation of vix derivatives 0 0 0 25 1 4 7 177
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 1 1 1 42
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 0 3 5 45
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 2 4 135
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 1 4 4 88
Total Working Papers 2 4 17 1,727 79 135 235 5,615

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 3 5 223
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 2 3 10 382
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 2 4 6 137
Modelling the distribution of credit losses with observable and latent factors 1 1 2 95 2 4 8 286
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 10 12 18 244
Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF 0 0 0 2 0 0 0 19
Testing Nonlinear Dependence in the Hedge Fund Industry 0 0 0 8 2 2 3 40
Valuation of VIX derivatives 0 1 5 113 2 12 25 393
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 7 9 10 21
Total Journal Articles 1 2 8 421 29 49 85 1,745

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Statistics updated 2026-01-09