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~person:"Jiménez-Martín, Juan-Ángel"
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Jiménez-Martín, Juan-Ángel
Bordo, Michael D.
124
Eichengreen, Barry
100
Komlos, John
65
McAleer, Michael
50
Taylor, Alan M.
50
Ongena, Steven
45
Flandreau, Marc
42
Ojo D Delaney PhD, Marianne
42
Eichhorst, Werner
38
Wolff, Edward N.
35
Grubb, Farley Ward
34
Shubik, Martin
34
Duranton, Gilles
33
Jokivuolle, Esa
33
Pérez Amaral, Teodosio
33
Ravallion, Martin
33
Schulte-Mattler, Hermann
31
Baur, Dirk G.
29
Glaeser, Edward L.
29
Kilger, Wolfgang
29
Mitchener, Kris
29
Repullo, Rafael
29
Calomiris, Charles W.
28
Hasan, Iftekhar
28
Demirgüç-Kunt, Asli
27
Ebert, Udo
27
Steckel, Richard H.
27
Stevenson, Betsey
27
Wall, Larry D.
27
Weidenmier, Marc D.
27
Wolfers, Justin
27
Zacharias, Ajit
27
Kane, Edward J.
26
Klasen, Stephan
26
Menkveld, Albert J.
26
Redish, Angela
26
Wooden, Mark
26
Detragiache, Enrica
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25
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ECONIS (ZBW)
23
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1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
tails of non-
standard
distributions and low probability outcomes, an assessment of relative merits of estimated ES and …
Persistent link: https://www.econbiz.de/10011431395
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
means and
standard
deviations suggested that VaR and ES were very similar in most practical cases, while ES could be less …
Persistent link: https://www.econbiz.de/10010532611
Saved in:
4
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
5
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
6
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
7
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
8
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
9
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
10
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
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