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 2 189 0 1 7 572
Assessing the risk-return trade-off in loans portfolios 2 3 5 122 3 4 13 676
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 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 1 2 117 0 3 44 223
Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations 0 0 2 156 1 3 7 434
Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations 0 0 0 156 0 1 3 437
Estimation and testing of dynamic models with generalised hyperbolic innovations 0 0 0 7 0 0 2 28
Macroprudential policy: objectives, instruments and indicators 0 0 2 137 0 0 4 169
Modeling the distribution of credit losses with observable and latent factors 0 0 1 181 0 0 3 494
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation 0 0 0 11 0 2 2 102
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 57 0 1 4 203
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 2 3 255
Parametric properties of semi-nonparametric distributions, with applications to option valuation 0 0 0 84 0 2 3 298
Testing non-linear dependence in the hedge fund industry 0 0 0 55 0 0 0 86
Valuation of VIX Derivatives 0 0 0 26 0 2 5 172
Valuation of VIX Derivatives 0 0 0 102 1 2 3 296
Valuation of vix derivatives 0 0 2 25 1 1 6 173
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 1 1 4 133
What drives sovereign debt portfolios of banks in a crisis context? 0 0 0 13 0 0 0 84
Total Working Papers 2 5 16 1,723 7 26 120 5,480

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 1 1 64 0 1 3 220
Assessing the risk-return trade-off in loan portfolios 0 0 1 55 3 3 10 379
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 0 1 5 282
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation 0 0 0 58 3 5 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 1 2 8 112 1 4 23 381
Volatility-Related Exchange Traded Assets: An Econometric Investigation 0 0 0 0 0 1 1 12
Total Journal Articles 1 3 11 419 7 15 52 1,696

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Statistics updated 2025-10-06