Juan Angel Jimenez Martin
Names
| first: |
Juan |
| middle: |
Angel |
| last: |
Jimenez-Martin |
Identifer
Contact
| homepage: |
https://www.ucm.es/fundamentos-analisis-economico2/jajm |
|
| phone: |
+34 91 394 2355 |
| postal address: |
Juan Ángel Jiménez
Department of Quantitative Economics
Facultad de Ciencias Económicas
Universidad Complutense de Madrid
Edificio Prefabricado
Campus de Somosaguas, 28223, Madrid (Spain)
Tlf.: + 34 |
Affiliations
-
Universidad Complutense de Madrid
/ Facultad de Ciencias Económicas y Empresariales
/ Departamento de Análisis Económico y Economía Cuantitativa (weight: 50%)
-
Universidad Complutense de Madrid
/ Facultad de Ciencias Económicas y Empresariales
/ Instituto Complutense de Analisis Economico (ICAE) (weight: 50%)
Research profile
author of:
- The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord (RePEc:bla:jecsur:v:23:y:2009:i:5:p:850-855)
by Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral - GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:cbt:econwp:10/63)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:cbt:econwp:11/05)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/12)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/26)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:cbt:econwp:11/28)
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - The Rise and Fall of S&P500 Variance Futures (RePEc:cbt:econwp:11/32)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Has the Basel Accord Improved Risk Management During the Global Financial Crisis (RePEc:cbt:econwp:13/08)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:cfi:fseres:cf155)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:cfi:fseres:cf158)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:cfi:fseres:cf159)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:cfi:fseres:cf171)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - State-uncertainty preferences and the risk premium in the exchange rate market (RePEc:eee:ecmode:v:27:y:2010:i:5:p:1043-1053)
by Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales - The rise and fall of S&P500 variance futures (RePEc:eee:ecofin:v:25:y:2013:i:c:p:151-167)
by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez - Has the Basel Accord improved risk management during the global financial crisis? (RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265)
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio - TrAffic LIght system for systemic Stress: TALIS3 (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772)
by Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel - A stochastic dominance approach to financial risk management strategies (RePEc:eee:econom:v:187:y:2015:i:2:p:472-485)
by Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio - Measuring systemic risk during the COVID-19 period: A TALIS3 approach (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003366)
by Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel - Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises (RePEc:eee:intfin:v:31:y:2014:i:c:p:159-177)
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia - Currency hedging strategies using dynamic multivariate GARCH (RePEc:eee:matcom:v:94:y:2013:i:c:p:164-182)
by Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel - Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures (RePEc:eee:matcom:v:94:y:2013:i:c:p:183-204)
by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio - GFC-robust risk management under the Basel Accord using extreme value methodologies (RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237)
by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo - GFC-robust risk management strategies under the Basel Accord (RePEc:eee:reveco:v:27:y:2013:i:c:p:97-111)
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio - Choosing expected shortfall over VaR in Basel III using stochastic dominance (RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113)
by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio - Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:1088-1106 (article)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (RePEc:ems:eureir:13986)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:ems:eureir:16512)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:ems:eureir:20964)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord (RePEc:ems:eureir:22237)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:22807)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:ems:eureir:25610)
by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:25614)
by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - The Rise and Fall of S&P500 Variance Futures (RePEc:ems:eureir:26880)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ems:eureir:37622)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ems:eureir:38690)
by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T. - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ems:eureir:78155)
by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T. - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance (RePEc:ems:eureir:79539)
by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J. - PPP: Delusion or Reality? Evidence from a Nonlinear Analysis (RePEc:kap:openec:v:21:y:2010:i:5:p:679-704)
by Juan Jiménez-Martin & M. Robles-Fernandez - GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:kyo:wpaper:727)
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:kyo:wpaper:757)
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:761)
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:kyo:wpaper:767)
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:kyo:wpaper:782)
by Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez Amaral - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:784)
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - The Rise and Fall of S&P500 Variance Futures (RePEc:kyo:wpaper:795)
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:kyo:wpaper:832)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - Unknown item RePEc:lrk:eeaart:24_1_12 (article)
- Measuring Climate Transition Risk Spillovers (RePEc:oup:revfin:v:28:y:2024:i:2:p:447-481.)
by Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin - Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:pra:mprapa:20975)
by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio - Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises (RePEc:pra:mprapa:50940)
by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia - Seasonal fluctuations and equilibrium models of exchange rate (RePEc:taf:applec:v:41:y:2009:i:20:p:2635-2652)
by Juan Angel Jimenez-Martin & Rafael Flores de Frutos - Revisiting the guns vs butter dilemma. Was Spain different in the implementation of public policies? Defence, growth and education (RePEc:taf:cposxx:v:40:y:2019:i:2:p:150-172)
by José Jurado-Sánchez & Juan-Angel Jiménez-Martín - ESG risk exposure: a tale of two tails (RePEc:taf:quantf:v:24:y:2024:i:6:p:827-849)
by Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin - Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? (RePEc:tin:wpaper:20090039)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral - Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:tin:wpaper:20130010)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies (RePEc:tin:wpaper:20130070)
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:tin:wpaper:20150056)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance (RePEc:tin:wpaper:20150133)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral - What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:tky:fseres:2009cf636)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:tky:fseres:2009cf643)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:tky:fseres:2009cf644)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:tky:fseres:2009cf667)
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas (RePEc:ucm:doicae:0306)
by Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea - The Fit of Dynamic Equilibrium Models of Exchange Rate (RePEc:ucm:doicae:0411)
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos - Macroeconomic and policy uncertainty and Exchange rate risk Premium (RePEc:ucm:doicae:0412)
by Juan-Ángel Jiménez-Martín & Rodrigo Peruga Urrea - Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate (RePEc:ucm:doicae:0413)
by Juan-Ángel Jiménez-Martín & Rafael Flores de Frutos - Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations (RePEc:ucm:doicae:0508)
by Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández - A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:ucm:doicae:0907)
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord (RePEc:ucm:doicae:0912)
by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral - State-Uncertainty preferences and the Risk Premium in the Exchange rate market (RePEc:ucm:doicae:0917)
by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca - Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:ucm:doicae:0918)
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:ucm:doicae:0919)
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:ucm:doicae:0920)
by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:ucm:doicae:1001)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:ucm:doicae:1101)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1102)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:ucm:doicae:1127)
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1132)
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - Currency Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ucm:doicae:1133)
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - The Rise and Fall of S&P500 Variance Futures (RePEc:ucm:doicae:1135)
by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral - Currency Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ucm:doicae:1207)
by Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín - Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ucm:doicae:1226)
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral - Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises (RePEc:ucm:doicae:1336)
by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano - A Stochastic Dominance Approach to Financial Risk Management Strategies (RePEc:ucm:doicae:1408)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral - Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different? (RePEc:ucm:doicae:1414)
by José Jurado Sánchez & Juan Ángel Jiménez Martín - A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ucm:doicae:1516)
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral - International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord (RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288)
by Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral