Access Statistics for Javier Perote

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 Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility 0 0 0 90 0 3 10 456
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 1 1 22 39
Firm size and concentration inequality: A flexible extension of Gibrat’s law 0 0 1 38 0 0 13 66
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 0 1 22 57
Forecasting the density of asset returns 0 0 0 1 1 1 17 50
Forecasting the density of asset returns 0 0 0 5 0 1 13 55
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 55 1 2 30 232
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 2 15 102
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 0 25 0 4 14 87
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 3 19 71
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 0 1 13 0 3 21 46
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 0 0 11 35
Multivariate Gram-Charlier Densities 0 0 1 42 0 0 21 172
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 0 14 68
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 0 16 84
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 0 1 14 642
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 104 0 2 11 477
Strategic behavior in regressions: an experimental 0 0 0 39 0 0 4 56
Strategy-Proof Estimators for Simple Regression 0 0 1 9 0 0 10 38
Strategy-Proof Estimators for Simple Regression 0 0 0 136 0 3 12 776
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 1 2 187 0 2 24 1,031
The Impossibility of Strategy-Proof Clustering 0 0 0 63 0 2 11 299
The productivity of top researchers: A semi-nonparametric approach 0 0 0 18 0 0 11 54
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 0 1 10 35
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 228 0 1 7 1,157
Total Working Papers 0 1 10 1,349 4 33 372 6,185

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets 0 0 0 2 1 1 9 27
An investigation of insider trading profits in the Spanish stock market 0 0 1 126 0 1 21 368
Asymmetric effects on asymmetry: The resilience of ESG indices 0 0 0 0 0 1 1 1
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 1 9 0 0 25 76
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 0 0 3 6 0 1 26 42
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 2 2 2 0 4 16 21
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 0 24 1 2 13 171
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 2 5 1 1 17 32
Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting 0 0 0 0 0 0 1 1
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 0 0 2 35 0 1 18 133
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 2 2 12 30
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 0 0 2 2 1 6 31 31
ESG Portfolio Optimization: The Relevance of Higher Order Moments 0 1 3 3 1 7 23 23
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 0 18 0 4 14 114
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 0 6 0 1 9 94
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications 0 0 0 3 0 0 4 22
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 0 0 97 1 2 18 361
Financial contagion drivers during recent global crises 0 0 1 9 0 0 20 47
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 0 2 1 1 15 28
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 4 21
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 0 1 16 76
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 2 14 124
Gram–Charlier densities: Maximum likelihood versus the method of moments 0 0 0 49 1 1 10 150
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 2 4 1 1 18 28
How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis 0 0 0 2 1 3 18 30
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 0 4 0 1 16 45
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 0 1 15 43
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 0 9 1 2 15 51
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 0 0 5 22
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach 0 0 5 5 0 1 30 30
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 0 0 13 20
Moments expansion densities for quantifying financial risk 0 0 0 3 0 1 10 35
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 0 0 15 2 4 22 93
Moral hazard and default risk of SMEs with collateralized loans 0 0 0 36 1 3 12 118
Moral hazard index for credit risk to SMEs 0 0 0 5 1 2 11 26
Moral hazard index for credit risk to SMEs 0 0 0 7 1 3 10 23
Multivariate approximations to portfolio return distribution 0 0 0 1 0 1 7 34
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 1 4 1 1 17 34
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 2 1 2 16 42
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 1 2 15 40
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 0 1 16 130
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 10 116
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 1 3 11 18
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 0 1 7
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 0 0 1 3 0 2 18 22
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 0 0 0 2 0 0 16 25
Real Options Volatility Surface for Valuing Renewable Energy Projects 1 1 3 5 2 3 15 21
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 1 1 3 12 2 4 18 43
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 0 2 15 0 1 23 86
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 72 0 1 14 239
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 0 14 61
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 0 0 12 40
Strategic behavior in regressions: an experimental study 0 0 0 1 0 1 7 39
Strategy-proof estimators for simple regression 1 1 1 28 2 2 13 158
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 0 0 10 281
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 2 2 11 23
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 2 5 26
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 0 0 2 6 0 0 10 22
The drivers of Bitcoin demand: A short and long-run analysis 1 1 2 104 1 4 28 291
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 0 0 2 10 1 1 26 54
The impossibility of strategy-proof clustering 0 0 0 11 0 0 9 88
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 0 3 19 82
The multivariate Edgeworth-Sargan density 0 0 0 50 1 2 8 199
The productivity of top researchers: a semi-nonparametric approach 0 0 0 5 0 0 22 72
Uncertainty in electricity markets from a semi-nonparametric approach 0 0 1 4 0 0 13 47
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 0 15 1 3 11 77
Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic 0 0 1 3 0 1 13 16
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 0 53 0 0 8 347
What Enhances Insider Trading Profitability? 0 0 0 59 0 1 6 226
Total Journal Articles 4 7 46 1,178 35 104 974 5,563

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions 0 0 0 0 0 0 6 12
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 0 8 15 30
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 0 0 11 27
Total Chapters 0 0 0 1 0 8 32 69

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Statistics updated 2026-08-07