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 0 2 446
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 1 1 2 18
Firm size and concentration inequality: A flexible extension of Gibrat’s law 0 0 0 37 1 1 4 54
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 1 1 3 36
Forecasting the density of asset returns 0 0 0 1 0 2 3 33
Forecasting the density of asset returns 0 0 0 5 1 1 4 43
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 1 1 4 203
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 0 21 0 0 1 87
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 0 25 0 0 2 73
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 0 2 52
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 0 0 12 0 0 4 25
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 0 0 2 24
Multivariate Gram-Charlier Densities 0 0 0 41 1 2 4 152
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 0 4 54
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 0 0 4 68
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 0 0 5 628
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 103 1 1 8 467
Strategic behavior in regressions: an experimental 0 0 0 39 0 0 2 52
Strategy-Proof Estimators for Simple Regression 0 0 0 8 0 0 0 28
Strategy-Proof Estimators for Simple Regression 0 0 0 136 0 0 1 764
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 0 0 185 1 1 3 1,008
The Impossibility of Strategy-Proof Clustering 0 0 0 63 0 0 3 288
The productivity of top researchers: A semi-nonparametric approach 0 0 1 18 0 1 3 43
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 0 0 1 25
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 228 0 0 4 1,150
Total Working Papers 0 0 3 1,339 8 12 75 5,821

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 1 1 2 19
An investigation of insider trading profits in the Spanish stock market 0 1 3 125 0 1 4 347
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 1 4 13 52
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 0 0 2 3 0 1 10 16
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 0 0 0 0 0 3 5
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 2 24 0 0 6 158
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 1 1 3 4 1 3 15 16
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 0 1 4 33 0 1 11 115
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 1 6 1 2 6 19
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 2 18 0 2 7 100
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 1 6 0 0 1 85
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications 0 0 0 3 0 0 1 18
FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? 0 0 0 97 0 0 4 343
Financial contagion drivers during recent global crises 0 0 1 8 0 1 5 27
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 0 2 0 0 0 13
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 1 1 2 18
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 1 2 2 61
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 0 49 0 0 3 140
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 0 2 1 1 6 11
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 0 2 5 12
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 1 1 4 0 2 7 29
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 0 0 1 28
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 1 9 1 1 4 37
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 0 1 4 17
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach 3 3 3 3 5 5 5 5
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 1 1 1 4 1 1 3 8
Moments expansion densities for quantifying financial risk 0 0 0 3 1 1 4 26
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 1 1 15 1 10 13 72
Moral hazard and default risk of SMEs with collateralized loans 0 2 2 36 1 4 9 107
Moral hazard index for credit risk to SMEs 0 0 1 5 0 0 2 15
Moral hazard index for credit risk to SMEs 0 1 2 7 0 1 5 13
Multivariate approximations to portfolio return distribution 0 0 0 1 0 1 4 27
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 0 3 1 3 10 18
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 1 2 0 0 3 26
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 0 0 1 25
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 0 0 1 114
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 3 106
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 1 2 7
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 0 1 6
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 0 0 1 2 0 0 2 4
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 0 0 1 2 1 1 7 10
Real Options Volatility Surface for Valuing Renewable Energy Projects 1 1 2 3 2 4 6 8
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 1 9 0 1 2 25
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 0 3 13 2 3 10 65
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 71 0 0 4 225
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 0 1 47
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 5 1 2 4 29
Strategic behavior in regressions: an experimental study 0 0 0 1 1 3 3 33
Strategy-proof estimators for simple regression 0 0 0 27 0 1 2 145
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 0 0 3 271
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 0 1 3 12
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 0 3 21
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 1 1 2 5 1 2 3 13
The drivers of Bitcoin demand: A short and long-run analysis 0 0 6 102 0 3 12 263
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 0 0 1 8 0 0 7 28
The impossibility of strategy-proof clustering 0 0 2 11 0 1 6 79
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 0 2 3 63
The multivariate Edgeworth-Sargan density 0 0 3 50 0 0 4 191
The productivity of top researchers: a semi-nonparametric approach 0 1 1 5 1 2 3 51
Uncertainty in electricity markets from a semi-nonparametric approach 0 0 0 3 0 0 4 34
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 15 1 1 3 67
Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic 0 1 2 2 0 1 3 3
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 1 53 0 0 1 339
What Enhances Insider Trading Profitability? 0 0 0 59 0 0 0 220
Total Journal Articles 7 16 61 1,139 28 81 287 4,617

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 2 6
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 0 0 3 15
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 0 0 1 16
Total Chapters 0 0 0 1 0 0 6 37

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Statistics updated 2025-09-05