10
H index
10
i10 index
214
Citations
Juan Angel Jimenez Martin : Citation Profile
Universidad Complutense de Madrid (50% share) | RESEARCH PRODUCTION: 17 Articles 66 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2006 - 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 Angel Jimenez Martin. | Is cited by:
| Cites to:
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Main data
Where Juan Angel Jimenez Martin has published?
| Journals with more than one article published | # docs |
|---|---|
| The North American Journal of Economics and Finance | 3 |
| Mathematics and Computers in Simulation (MATCOM) | 3 |
| International Review of Economics & Finance | 2 |
Recent works citing Juan Angel Jimenez Martin (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper |
| 2023 | Systemic risk indicator based on implied and realized volatility. (2023). Åšlepaczuk, Robert ; Sieradzki, Rafal ; Sakowski, Pawel. In: Papers. RePEc:arx:papers:2307.05719. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2023 | A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization. (2023). Cifuentes, Arturo ; Rahimian, Hamed ; Ramirez, Domingo ; Pagnoncelli, Bernardo K. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10274-2. Full description at Econpapers || Download paper |
| 2023 | Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). (2023). Navarro, Angeles M ; Lopez-Martin, Carmen ; Benito, Sonia. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00106-w. Full description at Econpapers || Download paper |
| 2023 | The Role of Contagion and Integration in Risk Management Measures. (2023). Matos, Paulo ; de Jesus, Jaime ; Fonseca, Ronald. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:1111-1128. Full description at Econpapers || Download paper |
| 2023 | The systemic risk approach based on implied and realized volatility. (2023). Lepaczuk, Robert ; Sieradzki, Rafa ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2023-07. Full description at Econpapers || Download paper |
Works by Juan Angel Jimenez Martin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 14 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | ||
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 2013 | GFC-robust risk management strategies under the Basel Accord.(2013) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | ||
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | ||
| 2013 | International Evidence on GFC?Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 2013 | Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | ||
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 2011 | The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2013 | The rise and fall of S&P500 variance futures.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | ||
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2013 | Has the Basel Accord improved risk management during the global financial crisis?.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | ||
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 3 |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 20 |
| 2011 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | ||
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series. [Full Text][Citation analysis] | paper | 22 |
| 2008 | A decision rule to minimize daily capital charges in forecasting value-at-risk.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | ||
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 2010 | State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 2021 | TrAffic LIght system for systemic Stress: TALIS3 In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | A stochastic dominance approach to financial risk management strategies In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | ||
| 2022 | Measuring systemic risk during the COVID-19 period: A TALIS3 approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2013 | Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 2013 | Currency hedging strategies using dynamic multivariate GARCH In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | ||
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | ||
| 2019 | Choosing expected shortfall over VaR in Basel III using stochastic dominance In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2010 | PPP: Delusion or Reality? Evidence from a Nonlinear Analysis In: Open Economies Review. [Full Text][Citation analysis] | article | 3 |
| 2006 | Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?. In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 2009 | Seasonal fluctuations and equilibrium models of exchange rate In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
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