Details about Javier Ojea Ferreiro
Access statistics for papers by Javier Ojea Ferreiro.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: poj23
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Working Papers
2023
- Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data
Discussion Papers, Bank of Canada View citations (1)
2022
- The Hedging Cost of Forgetting the Exchange Rate
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
- The impact of climate transition risks on financial stability. A systemic risk approach
JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (2)
2021
- Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa
CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas
- Deconstructing systemic risk: A reverse stress testing approach
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department 
See also Chapter Deconstructing Systemic Risk: A Reverse Stress Testing Approach, Springer Books, Springer (2021) (2021)
- Exchange rates and the global transmission of equity market shocks
JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
2019
- A proposal for the design of energy-related scenario for stock stress testing
CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department
- Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Working Paper Series, European Central Bank 
See also Journal Article Disentangling the role of the exchange rate in oil-related scenarios for the European stock market, Energy Economics, Elsevier (2020) View citations (5) (2020)
- Una propuesta para el diseño de un test de estrés del mercado de renta variable a un escenario energético
CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas
2018
- Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (3)
Journal Articles
2022
- Do green bonds de-risk investment in low-carbon stocks?
Economic Modelling, 2022, 108, (C) View citations (21)
2020
- Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Energy Economics, 2020, 89, (C) View citations (5)
See also Working Paper Disentangling the role of the exchange rate in oil-related scenarios for the European stock market, Working Paper Series (2019) (2019)
2019
- Structural change in the link between oil and the European stock market: implications for risk management
Dependence Modeling, 2019, 7, (1), 53-125 View citations (7)
Chapters
2021
- Deconstructing Systemic Risk: A Reverse Stress Testing Approach
Springer
See also Working Paper Deconstructing systemic risk: A reverse stress testing approach, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2021) (2021)
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