Publicaciones en las que colabora con Javier Perote Peña (24)

2024

  1. Managerial capture of sustainability assurance. Empirical evidence and capital market reactions

    Sustainability Accounting, Management and Policy Journal, Vol. 15, Núm. 2, pp. 520-546

2023

  1. How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis

    Finance Research Letters, Vol. 53

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

2018

  1. Efficiency and sustainability in teamwork: The role of entry costs

    Sustainability (Switzerland), Vol. 10, Núm. 7

  2. Insider Trading and Corporate Governance in the Banking Sector. New Lessons on the Entrenchment Effect

    CSR, Sustainability, Ethics and Governance (Springer Nature), pp. 219-233

  3. Insider Trading of Corporate Governance in the Banking Sector: new Lessons on the Entrenchment Effect

    Corporate Governance in Banking and Investor Protection: from Theory to Practice (Springer Suiza), pp. 219-233

2017

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

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

2016

  1. Classroom Experiments: A Useful Tool for Learning about Economic and Entrepreneurial Decisions

    Innovation, Technology and Knowledge Management (Springer), pp. 1-14

  2. Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management

    Economia Politica, Vol. 33, Núm. 3, pp. 379-402

2014

  1. Insider trading, earnings and stock based compensation: A view to speculation

    Advances in Intelligent Systems and Computing

  2. Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

    Physica A: Statistical Mechanics and its Applications, Vol. 401, pp. 330-343

  3. VaR performance during the subprime and sovereign debt crises: An application to emerging markets

    Emerging Markets Review, Vol. 20, pp. 23-41

2012

  1. Estimating semi-nonparametric densities by the method of moments

    Studies in Fuzziness and Soft Computing

  2. Gram-Charlier densities: Maximum likelihood versus the method of moments

    Insurance: Mathematics and Economics, Vol. 51, Núm. 3, pp. 531-537

2011

  1. Multivariate semi-nonparametric distributions with dynamic conditional correlations

    International Journal of Forecasting, Vol. 27, Núm. 2, pp. 347-364

2010

  1. The snp-dcc model: a new methodology for risk management and forecasting

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2009

  1. Gram-charlier densities: A multivariate approach

    Quantitative Finance, Vol. 9, Núm. 7, pp. 855-868

2008

  1. Forecasting market crashes: Does density specification matter?

    Applied econometrics and international development, Vol. 8, Núm. 1, pp. 53-58

  2. Multivariate gram-charlier densities

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]