Publikationen in Zusammenarbeit mit Forschern von Universidad de Los Andes (4)

2021

  1. Corporate management and insider trading. The concentration of property as a moderating variable for controlling roles on boards

    Cuadernos de Administracion, Vol. 34

2020

  1. Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall

    International Review of Financial Analysis, Vol. 70

2019

  1. Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications

    European Journal of Finance, Vol. 25, Núm. 17, pp. 1746-1764

2017

  1. The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

    Emerging Markets Review, Vol. 31, pp. 96-115