9
H index
9
i10 index
402
Citations
Javier Perote : Citation Profile
Universidad de Salamanca | RESEARCH PRODUCTION: 49 Articles 25 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2000 - 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 Javier Perote. | Is cited by:
| Cites to:
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Main data
Where Javier Perote has published?
Recent works citing Javier Perote (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Financial development and public debt. Estimating the role of institutional quality. (2022). Fatima, Sumbal ; Ramzan, Muhammad ; Abbas, Qamar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:5-26. Full description at Econpapers || Download paper |
| 2022 | Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043. Full description at Econpapers || Download paper |
| 2023 | Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438. Full description at Econpapers || Download paper |
| 2023 | Self-nudging is more ethical, but less efficient than social nudging. (2023). Waichman, Israel ; Goeschl, Timo ; Diederich, Johannes. In: Working Papers. RePEc:awi:wpaper:0726. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | ECONOMIC GROWTH AND MILITARY EXPENDITURE IN DEVELOPING COUNTRIES DURING COVID-19 PANDEMIC. (2022). Pratiwi, N A ; Putra, Nengah I ; Sari, Dyah Wulan ; Susilo, A K. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_2. Full description at Econpapers || Download paper |
| 2022 | Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404. Full description at Econpapers || Download paper |
| 2022 | Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622. Full description at Econpapers || Download paper |
| 2022 | Nationalization of private enterprises and default risk: Evidence from mixed-ownership reform in China. (2022). Li, Wanli ; Huang, Qing ; Ran, Maosheng ; Wang, Jinbo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:534-553. Full description at Econpapers || Download paper |
| 2022 | Can low-carbon value bring high returns? Novel quantitative trading from portfolio-of-investment targets in a new-energy market. (2022). Ruan, Yinglin ; Liu, Shan ; Lu, Kai ; Zhu, Qing ; Yang, Sung-Byung ; Wang, Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:755-769. Full description at Econpapers || Download paper |
| 2022 | Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x. Full description at Econpapers || Download paper |
| 2022 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. Full description at Econpapers || Download paper |
| 2022 | Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x. Full description at Econpapers || Download paper |
| 2022 | The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach. (2022). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000787. Full description at Econpapers || Download paper |
| 2022 | Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558. Full description at Econpapers || Download paper |
| 2022 | The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863. Full description at Econpapers || Download paper |
| 2022 | The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229. Full description at Econpapers || Download paper |
| 2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350. Full description at Econpapers || Download paper |
| 2023 | An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145. Full description at Econpapers || Download paper |
| 2023 | From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618. Full description at Econpapers || Download paper |
| 2022 | Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. (2022). Corbet, Shaen ; Oxley, Les ; Lucey, Brian ; Larkin, Charles ; Hu, Yang ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100218x. Full description at Econpapers || Download paper |
| 2022 | Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. (2022). Hakim, Arief ; Suprijanto, Djoko ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004517. Full description at Econpapers || Download paper |
| 2022 | Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878. Full description at Econpapers || Download paper |
| 2022 | Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?. (2022). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003294. Full description at Econpapers || Download paper |
| 2022 | On incentive-compatible estimators. (2022). Spiegler, Ran ; Eliaz, Kfir. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:204-220. Full description at Econpapers || Download paper |
| 2022 | Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x. Full description at Econpapers || Download paper |
| 2022 | The performance of corporate legal insider trading in the Korean market. (2022). Ruh, Benjamin ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321. Full description at Econpapers || Download paper |
| 2023 | Advance disclosure of insider transactions: Empirical evidence from the Vietnamese stock market. (2023). Mazza, Paolo ; Lefebvre, Jeremie. In: International Review of Law and Economics. RePEc:eee:irlaec:v:74:y:2023:i:c:s0144818823000157. Full description at Econpapers || Download paper |
| 2022 | Information defaults in repeated public good provision. (2022). Zizzo, Daniel John ; Sonntag, Axel ; Liu, Jia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:356-369. Full description at Econpapers || Download paper |
| 2022 | CO2 Emission reduction – Real public good provision by large groups in the laboratory. (2022). Keser, Claudia ; Hennig-Schmidt, Heike ; Heinrich, Timo ; Brosig-Koch, Jeannette ; Weimann, Joachim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1076-1089. Full description at Econpapers || Download paper |
| 2023 | Coordination and free-riding problems in the provision of multiple public goods. (2023). Seki, Erika ; Takeuchi, AI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:206:y:2023:i:c:p:95-121. Full description at Econpapers || Download paper |
| 2022 | Hedging UK stock portfolios with gold and oil: The impact of Brexit. (2022). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004438. Full description at Econpapers || Download paper |
| 2022 | Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk. (2022). Arbi, Lukman ; Muchtadi-Alamsyah, Intan ; Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005542. Full description at Econpapers || Download paper |
| 2023 | Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937. Full description at Econpapers || Download paper |
| 2022 | On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers || Download paper |
| 2023 | Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450. Full description at Econpapers || Download paper |
| 2022 | The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318. Full description at Econpapers || Download paper |
| 2022 | Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228. Full description at Econpapers || Download paper |
| 2022 | Monetary policy shocks and Bitcoin prices. (2022). Deng, Liurui ; Hsiao, Shisong ; Tian, Yonggang ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200099x. Full description at Econpapers || Download paper |
| 2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
| 2023 | Energy Transition and the Economy: A Review Article. (2023). Kosempel, Stephen ; Genc, Talat S. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:2965-:d:1106226. Full description at Econpapers || Download paper |
| 2022 | System Design for Detecting Real Estate Speculation Abusing Inside Information: For the Fair Reallocation of Land. (2022). Kim, Jeongmin ; Sim, Yeon-Jin ; Huh, Jun-Ho ; Choi, Jaehyeon. In: Land. RePEc:gam:jlands:v:11:y:2022:i:4:p:565-:d:791504. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2022 | How Impactful Are Public Policies on Environmental Sustainability? Debating the Portuguese Case of PO SEUR 2014–2020. (2022). Gonalves, Vasco ; Valente, Bernardo ; Medeiros, Eduardo ; Castro, Paula. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7917-:d:851365. Full description at Econpapers || Download paper |
| 2022 | COVID-19, Economic Policies and Public Debt Sustainability in Italy. (2022). Signorelli, Marcello ; Marelli, Enrico ; della Posta, Pompeo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4691-:d:793660. Full description at Econpapers || Download paper |
| 2023 | Effect of Chinese Currency Appreciation on Investments in Renewable Energy Projects in Countries along the Belt and Road. (2023). Zai, Wenjiao ; Ergu, Daji ; Wang, Huazhang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1784-:d:1038820. Full description at Econpapers || Download paper |
| 2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2023-02. Full description at Econpapers || Download paper |
| 2022 | Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Laaribi, Sana ; Klein, Jules ; Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-02901988. Full description at Econpapers || Download paper |
| 2023 | RISK-ADJUSTED PERFORMANCE AND SEMI-MOMENTS OF NON-GAUSSIAN PORTFOLIO RETURNS DISTRIBUTIONS. (2023). Kamdem, Jules Sadefo. In: Working Papers. RePEc:hal:wpaper:hal-04134833. Full description at Econpapers || Download paper |
| 2022 | The Role of Non-Binding Pledges in Social Dilemmas with Mitigation and Adaptation. (2022). Blanco, Esther ; Haller, Tobias ; McEvoy, David M. In: Environmental & Resource Economics. RePEc:kap:enreec:v:81:y:2022:i:4:d:10.1007_s10640-021-00645-y. Full description at Econpapers || Download paper |
| 2023 | The Material basis of Cooperation: how Scarcity Reduces Trusting Behaviour. (2023). Selejio, Onesmo ; Joel, Exaud ; Falco, Paolo ; Agneman, Gustav. In: The Economic Journal. RePEc:oup:econjl:v:133:y:2023:i:652:p:1265-1285.. Full description at Econpapers || Download paper |
| 2022 | Public Debt Sustainability in E.U.. (2022). Scarlat, Corina-Florentina. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:2:p:429-439. Full description at Econpapers || Download paper |
| 2022 | Oil tail-risk forecasts: from financial crisis to COVID-19. (2022). Kuang, Wei. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00100-2. Full description at Econpapers || Download paper |
| 2022 | Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Ghosh, Taniya ; Adil, Masudul Hasan ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:111762. Full description at Econpapers || Download paper |
| 2022 | Determinants of public debt in South Africa: A Regime-Switching Approach. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: MPRA Paper. RePEc:pra:mprapa:113203. Full description at Econpapers || Download paper |
| 2022 | Inefficient Cooperation Under Stochastic and Strategic Uncertainty. (2022). Orland, Andreas ; Nithammer, Juri ; Gth, Werner ; Bruttel, Lisa. In: Journal of Conflict Resolution. RePEc:sae:jocore:v:66:y:2022:i:4-5:p:755-782. Full description at Econpapers || Download paper |
| 2022 | A meta-measure of performance related to both investors and investments characteristics. (2022). Billio, Monica ; Pelizzon, Loriana ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03771-w. Full description at Econpapers || Download paper |
| 2022 | Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0. Full description at Econpapers || Download paper |
| 2022 | Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Cui, Jinxin ; Maghyereh, Aktham. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers || Download paper |
| 2022 | Interpolation of non-random missing values in financial statements’ big data using CatBoost. (2022). Ishikawa, Atushi ; Mizuno, Takayuki ; Fujimoto, Shouji. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:5:y:2022:i:2:d:10.1007_s42001-022-00165-9. Full description at Econpapers || Download paper |
| 2022 | Sustainability of renewable energy investment motivations during a feed-in-tariff scheme transition: evidence from a laboratory experiment. (2022). Shimada, Koji ; Takeuchi, AI ; Maekawa, Jun. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:1:d:10.1007_s42973-021-00093-9. Full description at Econpapers || Download paper |
| 2022 | Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3. Full description at Econpapers || Download paper |
| 2023 | Corporate Investment in Bank-Dependent Companies in Crisis Time. (2023). Ilona, Skibiska-Fabrowska ; Elbieta, Bukalska. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:1-22:n:1. Full description at Econpapers || Download paper |
Works by Javier Perote:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2003 | Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 16 |
| 2012 | Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2006 | WITHIN?TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review. [Full Text][Citation analysis] | article | 15 |
| 2005 | Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2003 | The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 1 |
| 2003 | The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2003 | A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2010 | Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Forecasting the density of asset returns In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 2 |
| 2016 | The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2019 | Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Firm size and economic concentration: An analysis from a lognormal expansion.(2021) In: PLOS ONE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2020 | Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts.(2021) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo CIEF. [Full Text][Citation analysis] | paper | 0 |
| 2008 | FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2017 | Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
| 2017 | The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 19 |
| 2019 | The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
| 2020 | Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2018 | Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2012 | Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 128 |
| 2005 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2007 | Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 128 | paper | |
| 2014 | Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2020 | Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2002 | An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
| 2021 | Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Strategic behavior in regressions: an experimental In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies. [Full Text][Citation analysis] | article | 6 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2018 | Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2020 | Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability. [Full Text][Citation analysis] | article | 13 |
| 2007 | What Enhances Insider Trading Profitability? In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2008 | Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics. [Full Text][Citation analysis] | article | 19 |
| 2006 | Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Strategic behavior in regressions: an experimental study In: Theory and Decision. [Full Text][Citation analysis] | article | 2 |
| 2013 | Higher-order moments in the theory of diversification and portfolio composition In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2022 | Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2017 | The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE. [Full Text][Citation analysis] | article | 3 |
| 2008 | Multivariate Gram-Charlier Densities In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 0 |
| 2018 | Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect In: CSR, Sustainability, Ethics & Governance. [Citation analysis] | chapter | 0 |
| 2016 | Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions In: Innovation, Technology, and Knowledge Management. [Citation analysis] | chapter | 0 |
| 2004 | The multivariate Edgeworth-Sargan density In: Spanish Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2021 | Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books. [Citation analysis] | chapter | 0 |
| 2020 | The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2019 | Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2000 | Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t In: The European Journal of Finance. [Full Text][Citation analysis] | article | 9 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | Gram-Charlier densities: a multivariate approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2021 | Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental. [Full Text][Citation analysis] | paper | 0 |
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