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Information about:
Juan Angel Jimenez-Martin JAJM

Personal Details | Affiliation | Works
This is information that was supplied by Juan Jimenez-Martin in registering through RePEc. If you are Juan Angel Jimenez-Martin JAJM, you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Juan
Middle Name: Angel
Last Name: Jimenez-Martin
Suffix: JAJM

RePEc Short-ID: pji27

Email:
Homepage: http://www.ucm.es/info/ecocuan/jajm
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 91 394 23 55 Fax: + 34 91 394 26 13 E_mail: juanangel@ccee.ucm.es
Phone: +34 91 394 2355

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Juan Angel Jiménez Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," Documentos del Instituto Complutense de Análisis Económico 0907, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Other versions:

  2. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?," Documentos del Instituto Complutense de Análisis Económico 0918, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Other versions:

  3. Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral, 2009. "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis," Documentos del Instituto Complutense de Análisis Económico 0920, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Other versions:

  4. Juan-Angel Jimenez-Martin & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos del Instituto Complutense de Análisis Económico 0908, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Other versions:

  5. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "What Happened to Risk Management During the 2008-09 Financial Crisis?," CIRJE F-Series CIRJE-F-636, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    Other versions:

  6. Juan Angel Jiménez Martín & Rafael Flores de Frutos, 2004. "Seasonal Fluctuations and Dynamic Equilibrium Models of Exchange Rate," Documentos del Instituto Complutense de Análisis Económico 0413, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  7. Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2004. "Macroeconomic and policy uncertainty and Exchange rate risk Premium," Documentos del Instituto Complutense de Análisis Económico 0412, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  8. Juan Ángel Jiménez Martín & Rafael Flores de Frutos, 2004. "The Fit of Dynamic Equilibrium Models of Exchange Rate," Documentos del Instituto Complutense de Análisis Económico 0411, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

  9. Juan Ángel Jiménez Martín & Rodrigo Peruga Urrea, 2003. "La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas," Documentos del Instituto Complutense de Análisis Económico 0306, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]

Articles

  1. Juan Angel Jimenez-Martin & Rafael Flores de Frutos, 2009. "Seasonal fluctuations and equilibrium models of exchange rate," Applied Economics, Taylor and Francis Journals, vol. 41(20), pages 2635-2652. [Downloadable!] (restricted)

  2. Jiménez Martín, Juan Ángel, 2006. "Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 361-395, Abril. [Downloadable!] (restricted)

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2009-05-23 2009-08-22 2009-08-22
  2. NEP-EEC: European Economics (1) 2003-12-14
  3. NEP-FMK: Financial Markets (7) 2003-12-14 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-09-26 2009-09-26 Author is listed
  4. NEP-FOR: Forecasting (2) 2009-08-22 2009-09-26
  5. NEP-IFN: International Finance (6) 2003-12-14 2005-02-13 2005-02-13 2005-02-13 2009-03-22 2009-05-23 Author is listed
  6. NEP-MAC: Macroeconomics (1) 2005-02-13
  7. NEP-PKE: Post Keynesian Economics (3) 2009-09-26 2009-09-26 2009-09-26
  8. NEP-REG: Regulation (5) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 Author is listed
  9. NEP-RMG: Risk Management (7) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-09-26 2009-09-26 Author is listed
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2009-03-22 2009-05-23
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This page was last updated on 2009-11-30.

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