10
H index
10
i10 index
435
Citations
Universidad de Salamanca | 10 H index 10 i10 index 435 Citations RESEARCH PRODUCTION: 61 Articles 25 Papers 3 Chapters RESEARCH ACTIVITY: 24 years (2000 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe277 |
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: |
Year | Title of citing document |
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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 |
2023 | Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis. (2020). Smyth, Russell ; Nepal, Rabindra ; Do, Hung. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:450-469. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Financial Contagion and Duration: Evidence from International Financial Markets. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-1. Full description at Econpapers || Download paper |
2023 | Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36. Full description at Econpapers || Download paper |
2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper |
2023 | Government intervention, linkages and financial fragility. (2023). Samartin, Margarita ; Hasman, Augusto. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002419. Full description at Econpapers || Download paper |
2023 | Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857. Full description at Econpapers || Download paper |
2023 | Robust inference in first-price auctions: Overbidding as an identifying restriction. (2023). Zhu, YU ; Grundl, Serafin. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:484-506. Full description at Econpapers || Download paper |
2023 | Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584. Full description at Econpapers || Download paper |
2024 | Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223. Full description at Econpapers || Download paper |
2024 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. 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 |
2023 | Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168. Full description at Econpapers || Download paper |
2023 | Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106. Full description at Econpapers || Download paper |
2023 | Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313. Full description at Econpapers || Download paper |
2024 | A Bayesian approach for the determinants of bitcoin returns. (2024). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005549. Full description at Econpapers || Download paper |
2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper |
2024 | Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333. Full description at Econpapers || Download paper |
2024 | Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Hakim, Arief ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001703. Full description at Econpapers || Download paper |
2024 | No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246. Full description at Econpapers || Download paper |
2023 | The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. 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 |
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 |
2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper |
2023 | Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320. Full description at Econpapers || Download paper |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
2023 | Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972. 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 |
2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers || Download paper |
2023 | Study of impacts of blockchain technology on renewable energy resource findings. (2023). Sun, Yunpeng ; Ma, Xinyuan ; Mao, Qian. In: Renewable Energy. RePEc:eee:renene:v:211:y:2023:i:c:p:802-808. 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 |
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 |
2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper |
2024 | Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453. Full description at Econpapers || Download paper |
2024 | Heterogeneous productivity stabilizes public good contributions under certainty, uncertainty and ambiguity. (2024). Hassan, Gazi M ; Tucker, Steven ; Dorner, Zack. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000466. Full description at Econpapers || Download paper |
2024 | Do ICT firms manage R&D differently? Firm-level and macroeconomic effects on corporate R&D investment: Empirical evidence from a multi-countries context. (2024). Mazas-Perez, Cristina ; Alexeeva-Alexeev, Inna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006558. Full description at Econpapers || Download paper |
2023 | Using Milestones as a Source of Feedback in Teamwork: Insights from a Dynamic Voluntary Contribution Mechanism. (2023). Koh, Boon Han ; Lam, Nguyen ; Erkal, Nisvan. In: Discussion Papers. RePEc:exe:wpaper:2310. 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . 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 |
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 |
2024 | Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH. (2024). Sharif, Arshian ; Abosedra, Salah ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09696-9. Full description at Econpapers || Download paper |
2023 | A Bayesian approach for the determinants of bitcoin returns. (2023). Stengos, Thanasis ; Panagiotidis, Theodore ; Papapanagiotou, Georgios. In: Discussion Paper Series. RePEc:mcd:mcddps:2023_05. 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 |
2023 | The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47. 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 |
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 |
2023 | Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925. Full description at Econpapers || Download paper |
2023 | Option pricing with overnight and intraday volatility. (2023). Du, Lingshan ; Liang, Fang ; Huang, Zhuo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1576-1614. Full description at Econpapers || Download paper |
2024 | The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. (2024). Lin, Boqiang ; Yildirim, Hakan ; Kose, Nezir ; Unal, Emre. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:673-695. Full description at Econpapers || Download paper |
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Year | Title | Type | Cited |
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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 | 10 |
2016 | Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 5 |
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 nother 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 nother version. Agregated cites: 4 | article | |
2010 | Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 1 | paper | |
2022 | Moral hazard index for credit risk to SMEs In: International Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Moral hazard index for credit risk to SMEs.(2022) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2016 | The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo de Valor Público. [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 nother version. Agregated cites: 2 | article | |
2017 | Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo de Valor Público. [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 nother version. Agregated cites: 5 | article | |
2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 0 |
2019 | Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 0 |
2019 | Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo de Valor Público. [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 nother version. Agregated cites: 4 | article | |
2019 | Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 0 |
2020 | Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo de Valor Público. [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 nother version. Agregated cites: 1 | article | |
2020 | Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo de Valor Público. [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 nother version. Agregated cites: 0 | article | |
2021 | Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions In: Documentos de Trabajo de Valor Público. [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 |
2022 | Financial contagion drivers during recent global crises In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
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 |
2022 | The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
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 | 24 |
2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 0 |
2019 | The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 36 |
2020 | Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
2018 | Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2022 | Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2023 | How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2024 | Beneath the surface: The asymmetric effects of unconventional monetary policy on corporate investment In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2012 | Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2024 | Basel III countercyclical bank capital buffer estimation and its relation to monetary policy In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
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 | 131 |
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 nother version. Agregated cites: 131 | 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 nother version. Agregated cites: 131 | 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 | 29 |
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 | 3 |
2024 | Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
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 | 8 |
2024 | Real Options Volatility Surface for Valuing Renewable Energy Projects In: Energies. [Full Text][Citation analysis] | article | 0 |
In: . [Full Text][Citation analysis] | article | 1 | |
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 | 20 |
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 | 4 |
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 | 8 |
2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
2009 | Gram-Charlier densities: a multivariate approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
2022 | Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns In: The Engineering Economist. [Full Text][Citation analysis] | article | 0 |
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 |
2024 | Predicting carbon and oil price returns using hybrid models based on machine and deep learning In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 0 |
2005 | Within-Team Competition in the Minimum Effort Coordination Game In: Experimental. [Full Text][Citation analysis] | paper | 3 |
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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