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 1 2 56 627
Assessing the risk-return trade-off in loans portfolios 0 0 3 122 1 5 21 693
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 1 2 3 53
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 0 0 3 78
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 1 12 97
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 1 9 125
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 0 0 4 120 0 6 17 237
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 2 6 16 445
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 2 25 460
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 2 9 37
Macroprudential policy: objectives, instruments and indicators 0 1 1 138 1 3 8 176
Modeling the distribution of credit losses with observable and latent factors 0 0 1 182 1 8 16 510
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 1 1 16 116
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 3 14 216
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 1 3 10 245
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 1 2 18 271
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 1 16 312
Testing non-linear dependence in the hedge fund industry 0 0 0 55 0 4 10 96
Valuation of VIX Derivatives 0 0 0 102 1 5 25 319
Valuation of VIX Derivatives 0 0 0 26 0 4 13 183
Valuation of vix derivatives 0 0 0 25 1 7 17 188
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 1 2 5 46
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 3 11 52
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 4 13 145
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 1 3 16 100
Total Working Papers 0 1 12 1,728 15 80 379 5,827

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 0 3 10 228
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 0 3 11 387
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 5 18 150
Modelling the distribution of credit losses with observable and latent factors 0 0 1 95 1 10 17 298
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 5 31 258
Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF 0 0 0 2 0 2 5 24
Testing Nonlinear Dependence in the Hedge Fund Industry 0 0 0 8 1 5 10 48
Valuation of VIX derivatives 1 1 4 114 1 6 26 401
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 1 4 27 38
Total Journal Articles 1 1 6 422 4 43 155 1,832

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Statistics updated 2026-06-04