| |
|
|
|
|
Benito Muela, Sonia, López Martín, Carmen y Arguedas-Sanz, Raquel . (2017) An application of extreme value theory in estimating liquidity risk.
|
4.05 |
49 |
8 |
|
|
|
|
González‑Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2022) Market and model risks: a feasible joint estimate methodology.
|
4.05 |
73 |
21 |
|
|
|
|
Ramos-García, Daniel, López-Martín, Carmen y Arguedas-Sanz, Raquel . (2023) Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index.
|
3.97 |
88 |
30 |
|
|
|
|
González-Sánchez, Mariano . (2022) Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets.
|
3.91 |
46 |
11 |
|
|
|
|
González-Sánchez, Mariano, Nave, Juan y Rubio, Gonzalo . (2020) Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity.
|
3.91 |
55 |
12 |
|
|
|
|
Benito Muela, Sonia, López Martin, Carmen y Arguedas-Sanz, Raquel . (2023) A comparison of market risk measures from a twofold perspective: accurate and loss function.
|
3.89 |
92 |
32 |
|
|
|
|
López Martín, Carmen. Measuring market risk though value at risk : the the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison . 2015. Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias Económicas y Empresariales. Departamento de Economía Aplicada y Gestión Pública
|
3.85 |
779 |
3501 |
|
|
|
|
Navarro Cervantes, María Ángeles. Quantification of market risk in the context of conditional extreme value theory . 2023. Universidad Nacional de Educación a Distancia (España). Escuela Internacional de Doctorado. Programa de Doctorado en Economía y Empresa
|
3.79 |
146 |
27 |
|
|
|
|
Schädler, Tobias. Dynamic Instabilities Induced by Irrational Behavior in Financial Markets: Causes and Consequences for Risk Assessment . 2021. Universidad Nacional de Educación a Distancia (España). Escuela Internacional de Doctorado. Programa de Doctorado en Economía y Empresa
|
3.79 |
341 |
305 |
|
|
|
|
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.
|
3.73 |
50 |
20 |
|
|
|
|
Cuesta-González, Marta de la y Morales-García, Manuel . (2022) Does finance as usual work for circular economy transition? A financiers and SMEs qualitative approach.
|
3.69 |
44 |
51 |
|
|
|
|
Manya Orellana, Marlon Vicente y González Rabanal, Miryam de la Concepción . (2023) Application of IFRS 9 Financial Instruments and the Exposure to Credit Risk (Case Study in Ecuador).
|
3.65 |
42 |
10 |
|
|
|
|
Fernández-Olit, Beatriz, Paredes-Gázquez, Juan Diego y Cuesta-González, Marta de la . (2018) Are social and financial exclusion two sides of the same coin? An analysis of the financial integration of vulnerable people.
|
3.60 |
56 |
27 |
|
|
|
|
González-Sánchez, Mariano . (2022) Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor.
|
3.59 |
46 |
26 |
|
|
|
|
Infante Infante, Juan. Risk-return research of hedge funds vs NEWCITS= Estudio de la rentabilidad-riesgo hedge funds vs NEWCITS . 2015. Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias Económicas y Empresariales. Departamento de Economía Aplicada
|
3.58 |
543 |
1071 |
|
|
|
|
López-Martín, Carmen, Arguedas-Sanz, Raquel y Benito Muela, Sonia . (2022) A cryptocurrency empirical study focused on evaluating their distribution functions.
|
3.54 |
82 |
28 |
|
|
|
|
Gonzalez-Sanchez, Mariano y Rodriguez-Sanchez, Sonia . (2021) Comparative analysis of interest rate term structures in the Solvency II environment.
|
3.54 |
33 |
6 |
|
|
|
|
Galán Gutiérrez, Juan Antonio y Martín García, Rodrigo . (2021) Cointegration between the structure of copper futures prices and Brexit.
|
3.49 |
378 |
158 |
|
|
|
|
Galán Gutiérrez, Juan Antonio y Martín-García, Rodrigo . (2021) Cointegration between the structure of copper futures prices and Brexit.
|
3.49 |
26 |
2 |
|
|
|
|
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.
|
3.46 |
23 |
6 |
|
|
|
|
Rico-Peña, Juan Jesús, Arguedas-Sanz, Raquel y López-Martín, Carmen . (2023) Models used to characterise blockchain features. A systematic literature review and bibliometric analysis.
|
3.46 |
111 |
25 |
|
|
|
|
González-Sánchez, Mariano y Morales de Vega, M. Encina . (2021) Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector.
|
3.46 |
28 |
6 |
|
|
|
|
Pardo-Hernández, A., Navarro-Royo, C., Arguedas-Sanz, Raquel, Albeniz-Lizarraga, C. y Morón-Merchante, J. . (2014) Barreras y retos de las unidades funcionales de gestión de riesgos sanitarios en los hospitales del Servicio Madrileño de Salud.
|
3.46 |
43 |
7 |
|
|
|
|
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Market and Liquidity Risks Using Transaction-by-Transaction Information.
|
2.78 |
62 |
9 |
|
|
|