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 1 1 189 1 2 6 573
Assessing the risk-return trade-off in loans portfolios 0 2 5 122 0 3 11 676
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 1 1 76
Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 0 0 0 9 2 2 3 87
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 1 2 117 0 2 43 223
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 0 3 7 434
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 2 3 5 439
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 1 28
Macroprudential policy: objectives, instruments and indicators 0 0 2 137 1 1 5 170
Modeling the distribution of credit losses with observable and latent factors 1 1 2 182 3 3 6 497
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 1 2 3 103
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 2 3 5 205
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 3 255
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 1 3 4 299
Testing non-linear dependence in the hedge fund industry 0 0 0 55 0 0 0 86
Valuation of VIX Derivatives 0 0 0 102 3 5 5 299
Valuation of VIX Derivatives 0 0 0 26 1 2 5 173
Valuation of vix derivatives 0 0 1 25 2 3 7 175
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 3 42
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 36 0 1 2 133
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 1 1 1 85
Total Working Papers 1 5 15 1,724 20 40 128 5,500

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 0 2 220
Assessing the risk-return trade-off in loan portfolios 0 0 0 55 0 3 7 379
Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations 0 0 0 26 0 0 2 133
Modelling the distribution of credit losses with observable and latent factors 0 0 1 94 2 3 6 284
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 0 4 7 232
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 7 112 6 9 25 387
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 1 2 2 13
Total Journal Articles 0 1 9 419 9 21 52 1,705

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Statistics updated 2025-11-08