Advanced Search
MyIDEAS: Login

Juan Angel Jimenez-Martin

Contents:

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

Personal Details

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

RePEc Short-ID: pji27

Email:
Homepage: https://www.ucm.es/fundamentos-analisis-economico2/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

(50%) Departamento de Fundamentos del Análisis Económico II (Economía Cuantitativa)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Location: Madrid, Spain
Homepage: https://www.ucm.es/quantitative-economics/departamento
Email:
Phone: 91 394 2383
Fax: 91 394 2591
Postal: Campus de Somosaguas, 28223 MADRID
Handle: RePEc:edi:dcucmes (more details at EDIRC)
(50%) Instituto Complutense de Analisis Economico (ICAE)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Location: Madrid, Spain
Homepage: http://www.ucm.es/icae/
Email:
Phone: 91 394 2611
Fax: 91 394 2613
Postal: Campus de Somosaguas, 28223 MADRID
Handle: RePEc:edi:icucmes (more details at EDIRC)

Works

as in new window

Working papers

  1. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral, 2014. "A Stochastic Dominance Approach to Financial Risk Management Strategies," Documentos del Instituto Complutense de Análisis Económico 2014-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, revised Apr 2014.
  2. Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
  3. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2012. "Has the Basel Accord Improved Risk Management During the Global Financial Crisis?," KIER Working Papers 832, Kyoto University, Institute of Economic Research.
  4. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord," KIER Working Papers 757, Kyoto University, Institute of Economic Research.
  5. Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," KIER Working Papers 784, Kyoto University, Institute of Economic Research.
  6. Chia-Lin Chang & Lydia González-Serrano & Juan-Ángel Jiménez-Martín, 2011. "Currency Hedging Strategies Using Dynamic Multivariate GARCH," Documentos del Instituto Complutense de Análisis Económico 2011-33, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  7. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "The Rise and Fall of S&P500 Variance Futures," KIER Working Papers 795, Kyoto University, Institute of Economic Research.
  8. Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos del Instituto Complutense de Análisis Económico 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  9. Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos del Instituto Complutense de Análisis Económico 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  10. Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral, 2010. "GFC-Robust Risk Management Strategies under the Basel Accord," KIER Working Papers 727, Kyoto University, Institute of Economic Research.
  11. Juan-Ángel Jiménez-Martín & 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.
  12. Juan-Ángel Jiménez-Martín & 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.
  13. 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.
  14. Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral, 2009. "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk," CIRJE F-Series CIRJE-F-644, CIRJE, Faculty of Economics, University of Tokyo.
  15. 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.
  16. Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández, 2005. "Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations," Documentos del Instituto Complutense de Análisis Económico 0508, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  17. 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.
  18. 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.
  19. Juan-Ángel 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.
  20. 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.
    RePEc:ucm:doicae:1336 is not listed on IDEAS

Articles

  1. Chang, Chia-Lin & González-Serrano, Lydia & Jimenez-Martin, Juan-Angel, 2013. "Currency hedging strategies using dynamic multivariate GARCH," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 164-182.
  2. Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio, 2013. "Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 183-204.
  3. Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013. "GFC-robust risk management under the Basel Accord using extreme value methodologies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
  4. Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez, 2013. "The rise and fall of S&P500 variance futures," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 151-167.
  5. McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "GFC-robust risk management strategies under the Basel Accord," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 97-111.
  6. McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio, 2013. "Has the Basel Accord improved risk management during the global financial crisis?," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 250-265.
  7. Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral, 2013. "International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 267-288, 04.
  8. Chia-lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures," Managerial Finance, Emerald Group Publishing, vol. 37(11), pages 1088-1106, October.
  9. Juan Jiménez-Martin & M. Robles-Fernandez, 2010. "PPP: Delusion or Reality? Evidence from a Nonlinear Analysis," Open Economies Review, Springer, vol. 21(5), pages 679-704, November.
  10. Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010. "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, vol. 27(5), pages 1043-1053, September.
  11. Juan Angel Jimenez-Martin & Rafael Flores de Frutos, 2009. "Seasonal fluctuations and equilibrium models of exchange rate," Applied Economics, Taylor & Francis Journals, vol. 41(20), pages 2635-2652.
  12. Juan-�ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2009. "The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 850-855, December.
  13. 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.

NEP Fields

41 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (18) 2010-03-20 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2014-05-09. Author is listed
  2. NEP-BEC: Business Economics (1) 2011-01-23
  3. NEP-CBA: Central Banking (16) 2009-05-23 2009-08-22 2009-08-22 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2014-05-09. Author is listed
  4. NEP-CFN: Corporate Finance (8) 2010-10-23 2011-01-23 2011-02-12 2011-03-12 2011-07-21 2011-07-27 2013-01-26 2014-05-09. Author is listed
  5. NEP-EEC: European Economics (1) 2003-12-14
  6. NEP-FMK: Financial Markets (20) 2003-12-14 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-09-26 2009-09-26 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-27 2011-08-02 2011-11-14 2011-11-28 2012-11-11 2013-01-19. Author is listed
  7. NEP-FOR: Forecasting (21) 2009-08-22 2009-09-26 2010-03-20 2010-10-23 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2012-11-11 2013-01-19 2013-01-26 2013-06-16. Author is listed
  8. NEP-IFN: International Finance (6) 2003-12-14 2005-02-27 2005-02-27 2005-02-27 2009-03-22 2009-05-23. Author is listed
  9. NEP-MAC: Macroeconomics (1) 2005-02-15
  10. NEP-ORE: Operations Research (1) 2014-05-09
  11. NEP-REG: Regulation (6) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2010-03-20. Author is listed
  12. NEP-RMG: Risk Management (30) 2009-03-22 2009-05-23 2009-08-22 2009-08-22 2009-08-22 2009-09-26 2009-09-26 2010-03-20 2010-10-23 2011-01-23 2011-01-30 2011-02-12 2011-03-12 2011-03-26 2011-04-09 2011-04-23 2011-07-21 2011-07-27 2011-07-27 2011-08-02 2011-08-02 2011-11-14 2011-11-28 2011-11-28 2012-11-11 2013-01-19 2013-01-26 2013-06-16 2013-11-02 2014-05-09. Author is listed
  13. NEP-UPT: Utility Models & Prospect Theory (2) 2009-03-22 2009-05-23

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Juan Jimenez-Martin should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.