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JUAN-ANGEL JIMENEZ-MARTIN
JUAN-ANGEL JIMENEZ-MARTIN
ICAE & Dpt. Economic Analysis, Universidad Complutense de Madrid
Verified email at ccee.ucm.es - Homepage
Title
Cited by
Cited by
Year
A decision rule to minimize daily capital charges in forecasting value‐at‐risk
M McAleer, JA Jimenez‐Martin, T Pérez‐Amaral
Journal of Forecasting 29 (7), 617-634, 2010
692010
The ten commandments for managing value at risk under the basel ii accord
JÁ Jiménez‐Martín, M McAleer, T Pérez‐Amaral
Journal of Economic Surveys 23 (5), 850-855, 2009
592009
Has the Basel Accord improved risk management during the global financial crisis?
M McAleer, JÁ Jiménez-Martín, T Pérez-Amaral
The North American Journal of Economics and Finance 26, 250-265, 2013
582013
Has the Basel II Accord encouraged risk management during the 2008-09 financial crisis?
M McAleer, JA Jimenez-Martin, T Perez Amaral
Available at SSRN 1397239, 2010
472010
Currency hedging strategies using dynamic multivariate GARCH
CL Chang, L González-Serrano, JA Jimenez-Martin
Mathematics and Computers in Simulation 94, 164-182, 2013
402013
Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures
C Chang, JÁ Jiménez‐Martín, M McAleer, T Pérez‐Amaral
Managerial Finance 37 (11), 1088-1106, 2011
372011
GFC-robust risk management strategies under the Basel Accord
M McAleer, JA Jimenez-Martin, T Perez-Amaral
International Review of Economics & Finance 27, 97-111, 2013
362013
International evidence on GFC‐Robust forecasts for risk management under the Basel Accord
M McAleer, JÁ Jiménez‐Martín, T Pérez‐Amaral
Journal of Forecasting 32 (3), 267-288, 2013
312013
Choosing expected shortfall over VaR in Basel III using stochastic dominance
CL Chang, JÁ Jiménez-Martín, E Maasoumi, M McAleer, T Pérez-Amaral
International Review of Economics & Finance 60, 95-113, 2019
282019
The rise and fall of S&P500 variance futures
CL Chang, JA Jimenez-Martin, M McAleer, TP Amaral
The North American Journal of Economics and Finance 25, 151-167, 2013
282013
What happened to risk management during the 2008-09 financial crisis?
M McAleer, JA Jimenez-Martin, T Perez Amaral
Available at SSRN 1442034, 2009
272009
Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises
M Caporin, JA Jimenez-Martin, L Gonzalez-Serrano
Journal of International Financial Markets, Institutions and Money 31, 159-177, 2014
192014
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
R Casarin, CL Chang, JA Jimenez-Martin, M McAleer, T Pérez-Amaral
Mathematics and Computers in Simulation 94, 183-204, 2013
192013
A stochastic dominance approach to financial risk management strategies
CL Chang, JÁ Jiménez-Martín, E Maasoumi, T Pérez-Amaral
Journal of Econometrics 187 (2), 472-485, 2015
122015
International evidence on GFC-robust forecasts for risk management under the Basel Accord
M McAleer, JÁ Jiménez-Martín, T Perez Amaral
Available at SSRN 1741565, 2011
122011
Optimal risk management before, during and after the 2008-09 financial crisis
M McAleer, JA Jimenez-Martin, T Perez Amaral
During and after the 9, 2008
112008
Currency hedging strategies using dynamic multivariate GARCH
CL Chang, L González Serrano, JÁ Jiménez-Martín
Available at SSRN 1952205, 2012
102012
Seasonal fluctuations and equilibrium models of exchange rate
JA Jimenez-Martin, RF Frutos
Applied Economics 41 (20), 2635-2652, 2009
102009
Strategic alliances as a mechanism for wealth creation in the biopharmaceutical industry: an empirical analysis of the spanish case
EGM Vázquez, JAJ Martín, J Mascareńas
Journal of Commercial Biotechnology 12, 229-236, 2006
102006
PPP: Delusion or Reality? Evidence from a Nonlinear Analysis
JA Jiménez-Martin, MD Robles-Fernandez
Open Economies Review 21, 679-704, 2010
72010
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Articles 1–20