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 1 188 0 1 7 571
Assessing the risk-return trade-off in loans portfolios 1 2 4 120 1 2 15 673
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 0 0 0 50
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 0 0 0 75
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 0 1 85
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 0 2 116
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 0 0 2 116 1 1 44 221
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 2 4 156 0 2 6 431
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 2 2 436
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 2 28
Macroprudential policy: objectives, instruments and indicators 0 1 3 137 0 2 5 169
Modeling the distribution of credit losses with observable and latent factors 0 0 1 181 0 1 3 494
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 1 1 1 101
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 0 3 202
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 0 0 235
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 2 2 3 255
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 0 3 296
Testing non-linear dependence in the hedge fund industry 0 0 0 55 0 0 1 86
Valuation of VIX Derivatives 0 0 0 102 0 0 1 294
Valuation of VIX Derivatives 0 0 0 26 1 1 5 171
Valuation of vix derivatives 0 0 2 25 0 1 8 172
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 0 0 41
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 0 1 3 42
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 0 7 132
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 0 0 0 84
Total Working Papers 1 5 17 1,719 6 17 122 5,460

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 1 1 1 64 1 2 3 220
Assessing the risk-return trade-off in loan portfolios 0 0 3 55 0 1 13 376
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 2 2 133
Modelling the distribution of credit losses with observable and latent factors 0 0 1 94 0 0 4 281
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 1 2 3 228
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 0 0 1 38
Valuation of VIX derivatives 1 1 7 111 1 4 21 378
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 0 0 11
Total Journal Articles 2 2 12 418 3 11 47 1,684

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Statistics updated 2025-08-05