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 2 57 628
Assessing the risk-return trade-off in loans portfolios 0 0 2 122 1 3 22 695
Conditional Return Asymmetries in the Sovereign-Bank Nexus 0 0 0 10 0 1 3 53
Distributional Linkages between European Sovereign Bond and Bank Asset Returns 0 0 0 18 0 1 4 79
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 0 0 12 97
Distributional tests in multivariate dynamic models with Normal and Student t innovations 0 0 0 28 0 0 9 125
Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe 0 0 4 120 0 0 16 237
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 0 156 0 2 14 445
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 0 24 460
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 9 37
Macroprudential policy: objectives, instruments and indicators 0 0 1 138 0 1 7 176
Modeling the distribution of credit losses with observable and latent factors 0 1 2 183 0 2 17 511
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 1 15 116
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 0 14 216
Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation 0 0 0 58 0 1 10 245
Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation 0 0 0 60 0 1 16 271
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 1 1 17 313
Testing non-linear dependence in the hedge fund industry 0 0 0 55 0 0 10 96
Valuation of VIX Derivatives 0 0 0 102 1 4 28 322
Valuation of VIX Derivatives 0 0 0 26 0 0 12 183
Valuation of vix derivatives 0 0 0 25 0 3 18 190
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 13 0 1 5 46
Volatility-related exchange traded assets: an econometric investigation 0 0 0 53 1 3 12 54
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 1 2 17 101
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 1 1 14 146
Total Working Papers 0 1 10 1,729 6 30 382 5,842

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 65 2 4 12 232
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 1 1 12 388
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 1 1 18 151
Modelling the distribution of credit losses with observable and latent factors 0 0 1 95 0 1 17 298
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 0 30 258
Sovereign bond-backed Securities as European reference safe assets: a review of the proposal by the ESRB-HLTF 0 0 0 2 0 0 5 24
Testing Nonlinear Dependence in the Hedge Fund Industry 0 0 0 8 0 1 10 48
Valuation of VIX derivatives 0 1 3 114 1 3 25 403
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 1 27 38
Total Journal Articles 1 2 5 423 5 12 156 1,840

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Statistics updated 2026-08-07