Publicaciones (8) Publicaciones de María Inés Jiménez Jiménez

2024

  1. Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers

    International Review of Economics and Finance, Vol. 92, pp. 302-315

2023

  1. Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model

    Emerging Markets Review, Vol. 56

2022

  1. Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies

    Risk Management, Vol. 24, Núm. 1, pp. 81-99

  2. Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

    Finance Research Letters, Vol. 49

  3. Semi-nonparametric risk assessment with cryptocurrencies

    Research in International Business and Finance, Vol. 59

2020

  1. Portfolio risk assessment under dynamic (Equi)correlation and semi-nonparametric estimation: An application to cryptocurrencies

    Mathematics, Vol. 8, Núm. 12, pp. 1-24

  2. Risk quantification and validation for Bitcoin

    Operations Research Letters, Vol. 48, Núm. 4, pp. 534-541

2019

  1. The risk of Bitcoin: a semi-nonparametric approach

    Management in a Smart Society: business and technological challenges (Tokio) : XXVIII Congreso Internacional AEDEM = 2019 AEDEM International Conference : Tokio, 3 y 4 de septiempre de 2019