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 5 6 452
Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions 0 0 0 15 1 9 17 34
Firm size and concentration inequality: A flexible extension of Gibrat’s law 0 0 1 38 0 3 9 60
Firm size and economic concentration: An analysis from lognormal expansion 0 0 0 9 3 14 19 54
Forecasting the density of asset returns 0 0 0 1 1 12 17 48
Forecasting the density of asset returns 0 0 0 5 3 5 12 53
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 1 11 28 228
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 2 6 11 97
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 0 25 0 2 6 78
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 3 12 14 66
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts 0 0 1 13 1 7 15 39
Modeling the electricity spot price with switching regime semi-nonparametric distributions 0 0 0 8 1 7 10 34
Multivariate Gram-Charlier Densities 0 0 1 42 2 5 20 169
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 3 11 65
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 4 8 76
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 0 163 0 7 11 638
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 0 1 104 1 2 9 474
Strategic behavior in regressions: an experimental 0 0 0 39 1 1 4 56
Strategy-Proof Estimators for Simple Regression 0 1 1 9 0 5 9 37
Strategy-Proof Estimators for Simple Regression 0 0 0 136 0 2 5 769
THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS 0 0 1 186 0 12 20 1,027
The Impossibility of Strategy-Proof Clustering 0 0 0 63 0 4 7 295
The productivity of top researchers: A semi-nonparametric approach 0 0 0 18 1 3 7 49
Uncertainty in Electricity Markets from a seminonparametric Approach 0 0 0 13 2 5 10 34
Within-Team Competition in the Minimum Effort Coordination Game 0 0 0 228 0 4 7 1,156
Total Working Papers 0 1 9 1,347 23 150 292 6,088

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 0 2 5 23
An investigation of insider trading profits in the Spanish stock market 0 0 2 126 1 11 20 366
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 2 7 24 71
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy 0 1 4 6 5 10 24 35
Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment 0 0 0 0 0 3 7 11
Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback 0 0 0 24 2 6 10 167
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 3 5 1 7 15 25
Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic 0 1 3 35 0 5 15 129
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 0 3 7 24
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 0 0 1 1 4 9 14 14
ESG Portfolio Optimization: The Relevance of Higher Order Moments 0 2 2 2 1 9 11 11
Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management 0 0 0 18 0 7 11 108
Efficiency and Sustainability in Teamwork: The Role of Entry Costs 0 0 0 6 1 2 5 90
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 1 6 10 352
Financial contagion drivers during recent global crises 1 1 2 9 2 11 19 43
Firm size and economic concentration: An analysis from a lognormal expansion 0 0 0 2 1 11 12 25
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 5 21
Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions 0 0 0 16 1 8 12 71
Gram-Charlier densities: a multivariate approach 0 0 0 49 1 8 9 119
Gram–Charlier densities: Maximum likelihood versus the method of moments 0 0 0 49 1 2 8 148
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 1 3 2 8 13 23
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 4 15 25
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 1 8 14 41
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 1 6 12 40
Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience 0 0 0 9 0 6 10 46
Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts 0 0 0 0 0 1 6 21
Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach 0 1 5 5 4 12 25 25
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 2 9 12 19
Moments expansion densities for quantifying financial risk 0 0 0 3 0 5 8 33
Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty 0 0 1 15 2 8 23 85
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 1 5 11 114
Moral hazard index for credit risk to SMEs 0 0 0 5 0 5 8 23
Moral hazard index for credit risk to SMEs 0 0 1 7 1 2 7 19
Multivariate approximations to portfolio return distribution 0 0 0 1 1 3 5 31
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 1 1 4 0 4 14 28
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 2 0 5 12 38
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 1 7 12 126
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 2 0 7 10 35
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 2 5 7 112
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 4 6 12
Positive Definiteness of Multivariate Densities Based on Hermite Polynomials 0 0 0 1 0 1 1 7
Predicting carbon and oil price returns using hybrid models based on machine and deep learning 0 1 2 3 4 10 14 17
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy 0 0 0 2 5 8 14 22
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 3 4 0 5 12 15
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 2 11 0 3 9 33
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 0 1 14 2 12 19 81
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments 0 1 1 72 0 8 12 235
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 1 7 12 59
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 1 8 12 39
Strategic behavior in regressions: an experimental study 0 0 0 1 0 4 8 38
Strategy-proof estimators for simple regression 0 0 0 27 0 2 12 156
Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t 0 0 0 70 0 6 8 279
The Lazarillo’s game: Sharing resources with asymmetric conditions 0 0 0 0 0 4 6 17
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 1 2 23
The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate 0 0 2 6 0 3 9 20
The drivers of Bitcoin demand: A short and long-run analysis 0 1 2 103 3 11 28 286
The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach 0 1 2 10 1 13 16 44
The impossibility of strategy-proof clustering 0 0 1 11 1 6 9 85
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 1 9 14 75
The multivariate Edgeworth-Sargan density 0 0 0 50 0 2 6 197
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 2 11 20 69
Uncertainty in electricity markets from a semi-nonparametric approach 1 1 1 4 1 5 12 46
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 0 15 0 3 6 72
Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic 1 1 2 3 1 4 11 13
WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME 0 0 0 53 1 4 6 345
What Enhances Insider Trading Profitability? 0 0 0 59 0 2 4 224
Total Journal Articles 3 13 51 1,167 66 393 757 5,265

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 3 6 12
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 0 3 6 21
Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect 0 0 0 0 2 10 11 27
Total Chapters 0 0 0 1 2 16 23 60

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Statistics updated 2026-04-09