4
H index
2
i10 index
70
Citations
Juan Carlos Arismendi Zambrano : Citation Profile
University College Dublin (60% share) | RESEARCH PRODUCTION: 9 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). 
Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Arismendi Zambrano. | Is cited by:
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Main data
Where Juan Carlos Arismendi Zambrano has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth | 5 |
| ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading | 5 |
Recent works citing Juan Carlos Arismendi Zambrano (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Variance dynamics and term structure of the natural gas market. (2024). Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu ; Wei, Xinyang. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882. Full description at Econpapers || Download paper |
| 2024 | The financial health of a company and the risk of its default: Back to the future. (2024). Dainelli, Francesco ; Bet, Gianmarco ; Fabrizi, Eugenio. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003818. Full description at Econpapers || Download paper |
| 2024 | Conjugacy properties of multivariate unified skew-elliptical distributions. (2024). Durante, Daniele ; Genton, Marc G ; Karling, Maicon J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:204:y:2024:i:c:s0047259x24000642. Full description at Econpapers || Download paper |
| 2024 | Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811. Full description at Econpapers || Download paper |
| 2024 | Systemic risk assessment using complex networks approach: Evidence from the Brazilian (re)insurance market. (2024). Guimares, Acassio Silva ; de Frana, Joo Vinicius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923001915. Full description at Econpapers || Download paper |
| 2024 | A General Inferential Framework for Singly-Truncated Bivariate Normal Models with Applications in Economics. (2024). Tian, Guo-Liang ; Zhang, Chi ; Qin, Hong ; Liu, Yin. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10525-w. Full description at Econpapers || Download paper |
| 2024 | Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783. Full description at Econpapers || Download paper |
Works by Juan Carlos Arismendi Zambrano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The profitability of moving average trading rules in BRICS and emerging stock markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
| 2016 | Validation of default probability models: A stress testing approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2022 | The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
| 2016 | Seasonal Stochastic Volatility: Implications for the pricing of commodity options In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
| 2013 | Multivariate truncated moments In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 15 |
| 2020 | Federal reserve chair communication sentiments’ heterogeneity, personal characteristics, and their impact on target rate discovery In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗ In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Implicit Entropic Market Risk-Premium from Interest Rate Derivatives In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 | |
| 2020 | Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | On quadratic forms in multivariate generalized hyperbolic random vectors In: Biometrika. [Full Text][Citation analysis] | article | 0 |
| 2022 | Equity Risk Premium Predictability from Cross-Sectoral Downturns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 1 |
| 2014 | A Multi-Asset Option Approximation for General Stochastic Processes In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2014 | An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Monte Carlo Approximate Tensor Moment Simulations In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Multivariate Elliptical Truncated Moments In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 7 |
| 2016 | A moment-based analytic approximation of the risk-neutral density of American options In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Higher-Order Tail Moments in Asset-Pricing Theory In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team