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 3 49 55 625
Assessing the risk-return trade-off in loans portfolios 0 0 5 122 5 11 21 688
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 0 1 1 51
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 1 2 3 78
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 7 11 96
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 1 6 8 124
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 0 2 4 120 0 7 35 231
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 1 3 10 439
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 17 24 458
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 1 7 7 35
Macroprudential policy: objectives, instruments and indicators 0 0 1 137 1 2 7 173
Modeling the distribution of credit losses with observable and latent factors 0 0 1 182 2 5 9 502
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 11 15 115
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 2 6 11 213
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 2 7 7 242
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 2 10 16 269
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 7 15 311
Testing non-linear dependence in the hedge fund industry 0 0 0 55 1 6 6 92
Valuation of VIX Derivatives 0 0 0 26 1 6 9 179
Valuation of VIX Derivatives 0 0 0 102 4 13 20 314
Valuation of vix derivatives 0 0 0 25 1 5 10 181
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 3 3 44
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 4 8 49
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 7 10 13 97
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 6 9 141
Total Working Papers 0 2 14 1,727 37 211 333 5,747

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 4 7 225
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 1 4 12 384
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 5 10 14 145
Modelling the distribution of credit losses with observable and latent factors 0 1 2 95 0 4 8 288
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 3 19 27 253
Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF 0 0 0 2 1 3 3 22
Testing Nonlinear Dependence in the Hedge Fund Industry 0 0 0 8 1 5 5 43
Valuation of VIX derivatives 0 0 4 113 0 4 25 395
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 3 20 23 34
Total Journal Articles 0 1 7 421 14 73 124 1,789

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04