| A decision rule to minimize daily capital charges in forecasting value‐at‐risk M McAleer, JA Jimenez‐Martin, T Pérez‐Amaral Journal of Forecasting 29 (7), 617-634, 2010 | 68 | 2010 |
| Has the Basel Accord improved risk management during the global financial crisis? M McAleer, JÁ Jiménez-Martín, T Pérez-Amaral The North American Journal of Economics and Finance 26, 250-265, 2013 | 66 | 2013 |
| The ten commandments for managing value at risk under the basel ii accord JÁ Jiménez‐Martín, M McAleer, T Pérez‐Amaral Journal of Economic Surveys 23 (5), 850-855, 2009 | 64 | 2009 |
| Currency hedging strategies using dynamic multivariate GARCH CL Chang, L González-Serrano, JA Jimenez-Martin Mathematics and Computers in Simulation 94, 164-182, 2013 | 49 | 2013 |
| Has the Basel II Accord encouraged risk management during the 2008-09 financial crisis? M McAleer, JA Jimenez-Martin, T Pérez-Amaral KIER Discussion Paper 767, 2011 | 47 | 2011 |
| GFC-robust risk management strategies under the Basel Accord M McAleer, JA Jimenez-Martin, T Perez-Amaral International Review of Economics & Finance 27, 97-111, 2013 | 40 | 2013 |
| Choosing expected shortfall over VaR in Basel III using stochastic dominance CL Chang, JÁ Jiménez-Martín, E Maasoumi, M McAleer, T Pérez-Amaral International Review of Economics & Finance 60, 95-113, 2019 | 39 | 2019 |
| Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures C Chang, JÁ Jiménez‐Martín, M McAleer, T Pérez‐Amaral Managerial Finance 37 (11), 1088-1106, 2011 | 38 | 2011 |
| International evidence on GFC‐Robust forecasts for risk management under the Basel Accord M McAleer, JÁ Jiménez‐Martín, T Pérez‐Amaral Journal of Forecasting 32 (3), 267-288, 2013 | 35 | 2013 |
| The rise and fall of S&P500 variance futures CL Chang, JA Jimenez-Martin, M McAleer, TP Amaral The North American Journal of Economics and Finance 25, 151-167, 2013 | 33 | 2013 |
| What happened to risk management during the 2008-09 financial crisis? M McAleer, JA Jimenez-Martin, T Pérez-Amaral Report/Econometric Institute, Erasmus University Rotterdam, 1-13, 2009 | 24 | 2009 |
| A stochastic dominance approach to financial risk management strategies CL Chang, JÁ Jiménez-Martín, E Maasoumi, T Pérez-Amaral Journal of Econometrics 187 (2), 472-485, 2015 | 23 | 2015 |
| Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises M Caporin, JA Jimenez-Martin, L Gonzalez-Serrano Journal of International Financial Markets, Institutions and Money 31, 159-177, 2014 | 22 | 2014 |
| Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures R Casarin, CL Chang, JÁ Jiménez-Martín, M McAleer, T Pérez-Amaral Mathematics and Computers in Simulation 94, 183-204, 2013 | 22 | 2013 |
| Measuring climate transition risk spillovers R Yang, M Caporin, JA Jiménez-Martin Review of Finance 28 (2), 447-481, 2024 | 16 | 2024 |
| International evidence on GFC-robust forecasts for risk management under the Basel Accord M McAleer, JÁ Jiménez-Martín, T Perez Amaral Available at SSRN 1741565, 2011 | 12 | 2011 |
| Currency hedging strategies using dynamic multivariate GARCH CL Chang, L González Serrano, JÁ Jiménez-Martín Available at SSRN 1952205, 2012 | 11 | 2012 |
| Seasonal fluctuations and equilibrium models of exchange rate JA Jimenez-Martin, RF Frutos Applied Economics 41 (20), 2635-2652, 2009 | 11 | 2009 |
| Optimal risk management before, during and after the 2008-09 financial crisis M McAleer, JA Jimenez-Martin, T Perez Amaral During and after the 9, 2008 | 10 | 2008 |
| Measuring systemic risk during the COVID-19 period: A TALIS3 approach M Caporin, L Garcia-Jorcano, JA Jimenez-Martin Finance Research Letters 46, 102304, 2022 | 9 | 2022 |
Teodosio Pérez AmaralProfesor de economiaVerified email at ccee.ucm.es
