Publications dans lesquelles il/elle collabore avec CARMEN LOPEZ MARTIN (9)

2023

  1. Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)

    Risk Management, Vol. 25, Núm. 1

  2. Gestion del riesgo de mercado: métodos avanzados para su cuantificación y control

    UNED - Universidad Nacional de Educación a Distancia

2022

  1. A comparison of market risk measures from a twofold perspective: accurate and loss function

    ACRN Journal of Finance and Risk Perspectives, Vol. 11, Núm. 1, pp. 79-104

  2. A cryptocurrency empirical study focused on evaluating their distribution functions

    International Review of Economics and Finance, Vol. 79, pp. 387-407

2021

  1. Efficiency in cryptocurrency markets: new evidence

    Eurasian Economic Review, Vol. 11, Núm. 3, pp. 403-431

2018

  1. A review of the state of the art in quantifying operational risk

    Journal of Operational Risk, Vol. 13, Núm. 4, pp. 89-129

  2. Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)

    Documentos de Trabajo (ICAE)

  3. Role of choice of threshold on the estimation of market risk under the pot method (EVT)

    Contributions to risk analysis: risk 2018 (Fundación MAPFRE), pp. 51-59

2017

  1. An application of extreme value theory in estimating liquidity risk

    European Research on Management and Business Economics, Vol. 23, Núm. 3, pp. 157-164