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Details about Juan Angel Jimenez Martin
E-mail: Homepage: http://www.ucm.es/info/ecocuan/jajm Phone: +34 91 394 2355 Postal address: Juan Ángel Jiménez Department of Quantitative Economics Facultad de Ciencias Económicas Universidad Complutense de Madrid Edificio Prefabricado Campus de Somosaguas, 28223, Madrid (Spain) Tlf.: + 34 91 394 23 55 Fax: + 34 91 394 26 13 E_mail: juanangel@ccee.ucm.es Workplace: Departamento de Economía Cuantitativa (Department of Quantitative Economics), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid, (more information at EDIRC )
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Last updated 2009-09-04. Update your information in the RePEc Author Service .
Short-id: pji27
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Journal Articles
Working Papers 2009
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales View citations Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Also in Tinbergen Institute Discussion Papers, Tinbergen Institute Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2009) State-Uncertainty preferences and the Risk Premium in the Exchange rate market
Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Also in Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2009) What Happened to Risk Management During the 2008-09 Financial Crisis?
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
2004
Macroeconomic and policy uncertainty and Exchange rate risk Premium
Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
The Fit of Dynamic Equilibrium Models of Exchange Rate
Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
2003
La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas
Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
Journal Articles 2009
Seasonal fluctuations and equilibrium models of exchange rate
Applied Economics , 2009, 41 , (20), 2635-2652
2006
Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?
Estudios de Economía Aplicada , 2006, 24 , 361-395
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