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 1 2 2 446
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 0 1 1 17
Firm size and concentration inequality: A flexible extension of Gibrat’s law 0 0 0 37 0 0 2 50
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 0 1 4 35
Forecasting the density of asset returns 0 0 0 5 1 2 2 41
Forecasting the density of asset returns 0 0 0 1 0 1 2 31
Higher-order moments in the theory of diversification and portfolio composition 0 0 0 53 0 1 2 200
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 0 21 0 0 0 86
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 1 25 0 0 5 72
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 1 2 52
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 0 0 12 1 2 3 24
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 0 1 2 24
Multivariate Gram-Charlier Densities 0 0 1 41 1 1 3 149
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 1 3 6 54
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 0 1 4 68
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 103 3 4 5 464
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 1 4 4 627
Strategic behavior in regressions: an experimental 0 0 0 39 0 1 2 52
Strategy-Proof Estimators for Simple Regression 0 0 0 136 1 1 1 764
Strategy-Proof Estimators for Simple Regression 0 0 0 8 0 0 2 28
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 0 0 185 0 1 2 1,007
The Impossibility of Strategy-Proof Clustering 0 0 0 63 1 2 3 288
The productivity of top researchers: A semi-nonparametric approach 1 1 1 18 1 2 2 42
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 0 0 0 24
Within-Team Competition in the Minimum Effort Coordination Game 0 0 1 228 0 3 5 1,149
Total Working Papers 1 1 5 1,338 12 35 66 5,794

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 1 2 0 0 1 18
An investigation of insider trading profits in the Spanish stock market 0 0 2 124 0 1 7 346
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 2 3 6 44
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 0 0 2 2 1 1 11 11
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 0 0 0 1 1 4 4
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 2 2 24 1 4 5 157
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 2 2 1 4 8 8
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 0 0 3 32 3 6 11 114
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 1 6 1 2 4 17
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 2 2 18 0 3 6 97
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 1 1 1 6 1 1 1 85
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications 0 0 0 3 0 0 0 17
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 0 0 97 1 2 2 341
Financial contagion drivers during recent global crises 0 0 1 7 0 1 7 24
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 1 2 0 0 2 13
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 0 16
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 0 0 0 59
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 0 0 110
Gram–Charlier densities: Maximum likelihood versus the method of moments 0 0 1 49 1 3 4 140
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 1 2 0 5 7 10
How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis 0 0 1 2 2 2 5 10
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 0 3 2 3 6 27
Measuring firm size distribution with semi-nonparametric densities 0 0 1 1 0 1 2 28
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 1 1 9 0 2 4 36
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 2 2 2 15
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 3 3 0 2 6 7
Moments expansion densities for quantifying financial risk 0 0 0 3 2 3 3 25
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 0 0 14 1 1 9 62
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 34 1 4 9 103
Moral hazard index for credit risk to SMEs 0 0 2 5 1 1 5 15
Moral hazard index for credit risk to SMEs 0 0 2 6 0 1 6 12
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 3 26
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 2 3 1 4 9 14
Multivariate moments expansion density: Application of the dynamic equicorrelation model 1 1 1 2 1 2 3 26
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 0 1 1 114
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 0 1 2 25
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 1 2 2 105
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 2 6
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 1 1 6
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 0 0 1 1 0 1 3 3
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 1 1 1 2 2 3 5 8
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 1 1 0 1 3 3
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 1 9 0 0 1 24
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 1 1 3 12 4 4 10 61
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 71 0 2 4 223
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 1 2 47
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 5 1 1 2 27
Strategic behavior in regressions: an experimental study 0 0 0 1 0 0 1 30
Strategy-proof estimators for simple regression 0 0 1 27 1 1 2 144
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 1 1 3 271
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 0 1 2 11
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 2 3 21
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 0 0 1 4 0 0 1 11
The drivers of Bitcoin demand: A short and long-run analysis 1 3 9 100 2 4 18 257
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 1 1 1 8 3 5 8 28
The impossibility of strategy-proof clustering 1 1 2 10 2 3 8 76
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 1 11 1 1 2 61
The multivariate Edgeworth-Sargan density 1 1 2 49 2 2 4 190
The productivity of top researchers: a semi-nonparametric approach 0 0 0 4 0 0 0 48
Uncertainty in electricity markets from a semi-nonparametric approach 0 0 0 3 1 4 6 34
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 14 0 0 4 65
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 1 2 53 0 1 3 339
What Enhances Insider Trading Profitability? 0 0 0 59 0 0 0 220
Total Journal Articles 8 16 64 1,111 49 111 261 4,495

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 1 2 3 6
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 1 1 1 3 6 15
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 0 0 0 15
Total Chapters 0 0 1 1 2 5 9 36

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Statistics updated 2025-03-03