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 1 1 7 571
Assessing the risk-return trade-off in loans portfolios 1 2 3 119 1 5 14 672
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 1 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 3 116 0 24 44 220
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 154 0 0 4 429
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 1 1 1 435
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 2 28
Macroprudential policy: objectives, instruments and indicators 1 1 3 137 1 2 4 168
Modeling the distribution of credit losses with observable and latent factors 0 0 2 181 1 1 4 494
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 0 0 100
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 0 0 1 253
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 3 86
Valuation of VIX Derivatives 0 0 0 102 0 0 2 294
Valuation of VIX Derivatives 0 0 0 26 0 0 5 170
Valuation of vix derivatives 0 0 2 25 0 0 10 171
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 0 2 41
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 0 9 132
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 0 0 0 84
Total Working Papers 2 3 16 1,716 5 34 122 5,448

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 63 0 0 2 218
Assessing the risk-return trade-off in loan portfolios 0 0 3 55 1 4 14 376
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 1 1 1 132
Modelling the distribution of credit losses with observable and latent factors 0 1 3 94 0 1 7 281
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 1 1 2 227
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 0 1 8 110 1 5 21 375
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 0 0 11
Total Journal Articles 0 2 15 416 4 12 48 1,677

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Statistics updated 2025-06-06