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Number of items: 16.

McAleer, Michael and Jimenez-Martin, Juan-Angel and Pérez Amaral, Teodosio (2009) A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2009, ] (Unpublished)

Chang, Chia-Lin and González Serrano, Lydia and Jimenez-Martin, Juan-Angel (2012) Currency Hedging Strategies Using Dynamic Multivariate GARCH. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 07, 2012, ] (Unpublished)

Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and González Serrano, Lydia (2013) Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 36, 2013, ] (Unpublished)

McAleer, Michael and Jimenez-Martin, Juan-Angel and Pérez Amaral, Teodosio (2010) GFC-Robust Risk Management Strategies under the Basel Accord. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 01, 2010, ] (Unpublished)

Santos, Paulo Araújo and Jimenez-Martin, Juan-Angel and McAleer, Michael and Pérez Amaral, Teodosio (2011) GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 27, 2011, ] (Unpublished)

McAleer, Michael and Jimenez-Martin, Juan-Angel and Pérez Amaral, Teodosio (2009) Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 18, 2009, ] (Unpublished)

Robles Fernández, María Dolores and Fernández Casillas, M. Esther and Jimenez-Martin, Juan-Angel and Pérez Sánchez, Rafaela M. and Ruiz Andújar, Jesús (2016) La coevaluación y la evaluación por pares como herramienta de aprendizaje en el estudio de la Economía. [Proyecto de Innovación Docente]

Jimenez-Martin, Juan-Angel and Peruga Urrea, Rodrigo (2003) La transición al euro y la prima de riesgo en el mercado de divisas. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 06, 2003, ]

McAleer, Michael and Jimenez-Martin, Juan-Angel and Pérez Amaral, Teodosio (2009) Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 20, 2009, ] (Unpublished)

Casarin, Roberto and Chang, Chia-Lin and Jimenez-Martin, Juan-Angel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 32, 2011, ] (Unpublished)

Jimenez-Martin, Juan-Angel and Flores de Frutos, Rafael (2004) Seasonal fluctuations and dynamic equilibrium models of exchange rate. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 13, 2004, ]

Jimenez-Martin, Juan-Angel and Novales Cinca, Alfonso (2009) State-Uncertainty preferences and the Risk Premium in the Exchange rate market. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 17, 2009, ] (Unpublished)

Chang, Chia-Lin and Jimenez-Martin, Juan-Angel and McAleer, Michael and Pérez Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 35, 2011, ] (Unpublished)

Jimenez-Martin, Juan-Angel and McAleer, Michael and Pérez Amaral, Teodosio (2009) The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 12, 2009, ]

Jimenez-Martin, Juan-Angel and Flores de Frutos, Rafael (2004) The fit of dynamic equilibrium models of exchange rate. [ Documentos de trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 11, 2004, ]

McAleer, Michael and Jimenez-Martin, Juan-Angel and Pérez Amaral, Teodosio (2009) What Happened to Risk Management During the 2008-09 Financial Crisis? [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 19, 2009, ] (Unpublished)

This list was generated on Mon Aug 19 08:37:16 2019 CEST.