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 4 5 6 451
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 4 11 12 29
Firm size and concentration inequality: A flexible extension of Gibrat’s law 0 1 1 38 3 6 10 60
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 9 13 14 49
Forecasting the density of asset returns 0 0 0 5 2 6 10 50
Forecasting the density of asset returns 0 0 0 1 10 12 15 46
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 8 21 25 225
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 1 1 22 3 7 8 94
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 0 25 2 4 6 78
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 3 4 5 57
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 0 1 13 6 10 15 38
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 4 6 7 31
Multivariate Gram-Charlier Densities 0 0 1 42 1 8 17 165
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 3 10 12 65
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 11 3 7 7 75
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 5 7 10 636
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 1 1 104 0 3 11 472
Strategic behavior in regressions: an experimental 0 0 0 39 0 2 3 55
Strategy-Proof Estimators for Simple Regression 0 0 0 8 4 8 8 36
Strategy-Proof Estimators for Simple Regression 0 0 0 136 1 2 5 768
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 1 1 186 12 19 20 1,027
The Impossibility of Strategy-Proof Clustering 0 0 0 63 3 5 7 294
The productivity of top researchers: A semi-nonparametric approach 0 0 1 18 1 3 6 47
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 3 5 8 32
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 228 3 5 6 1,155
Total Working Papers 0 5 9 1,346 97 189 253 6,035

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 2 4 5 23
An investigation of insider trading profits in the Spanish stock market 0 0 2 126 10 13 19 365
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 3 14 25 67
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 1 3 4 6 2 11 17 27
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 0 0 0 2 5 7 10
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 0 24 4 7 9 165
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 1 3 5 5 7 16 23
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 1 2 3 35 5 8 18 129
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 2 3 7 23
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 0 1 1 1 5 10 10 10
ESG Portfolio Optimization: The Relevance of Higher Order Moments 2 2 2 2 7 9 9 9
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 0 18 6 7 10 107
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 1 6 1 3 5 89
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications 0 0 0 3 0 0 2 19
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 0 0 97 3 6 9 349
Financial contagion drivers during recent global crises 0 0 1 8 7 9 15 39
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 0 2 8 9 9 22
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 2 5 21
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 5 6 9 68
Gram-Charlier densities: a multivariate approach 0 0 0 49 6 6 7 117
Gram–Charlier densities: Maximum likelihood versus the method of moments 0 0 0 49 1 2 8 147
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 1 3 2 5 7 17
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 3 7 16 24
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 3 6 11 36
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 3 8 9 37
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 0 9 6 9 10 46
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 0 1 7 20
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach 1 2 5 5 7 13 20 20
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 3 5 6 13
Moments expansion densities for quantifying financial risk 0 0 0 3 4 6 9 32
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 0 1 15 6 10 22 83
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 2 4 9 111
Moral hazard index for credit risk to SMEs 0 0 1 7 1 3 6 18
Moral hazard index for credit risk to SMEs 0 0 0 5 5 7 9 23
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 6 30
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 0 3 2 4 13 26
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 1 2 4 11 12 37
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 6 9 9 34
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 5 7 10 124
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 3 3 6 110
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 4 5 6 12
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 1 1 1 7
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 1 1 2 3 6 8 10 13
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 0 0 1 2 3 6 11 17
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 3 4 3 4 10 13
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 1 2 11 3 5 9 33
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 1 3 14 8 12 20 77
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 71 5 7 9 232
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 6 9 11 58
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 5 6 10 36
Strategic behavior in regressions: an experimental study 0 0 0 1 4 5 8 38
Strategy-proof estimators for simple regression 0 0 0 27 2 10 13 156
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 5 7 8 278
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 3 4 5 16
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 1 1 22
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 0 0 2 6 2 4 8 19
The drivers of Bitcoin demand: A short and long-run analysis 1 1 4 103 5 15 25 280
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 1 2 3 10 10 12 16 41
The impossibility of strategy-proof clustering 0 0 2 11 2 2 7 81
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 7 9 13 73
The multivariate Edgeworth-Sargan density 0 0 2 50 0 4 7 195
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 8 10 18 66
Uncertainty in electricity markets from a semi-nonparametric approach 0 0 0 3 2 8 10 43
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 15 2 3 6 71
Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic 0 0 2 2 3 7 12 12
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 0 53 1 3 3 342
What Enhances Insider Trading Profitability? 0 0 0 59 1 3 3 223
Total Journal Articles 8 17 59 1,162 252 432 678 5,124

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 2 4 9
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 2 4 6 20
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 5 6 7 22
Total Chapters 0 0 0 1 7 12 17 51

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Statistics updated 2026-02-12