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Details about Javier Ojea Ferreiro

E-mail:
Homepage:https://sites.google.com/site/javierojeaferreiro/home
Workplace:Bank of Canada, (more information at EDIRC)

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

  1. Understanding the Systemic Implications of Climate Transition Risk: Applying a Framework Using Canadian Financial System Data
    Discussion Papers, Bank of Canada Downloads View citations (1)

2022

  1. 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 Downloads
  2. 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 Downloads View citations (2)

2021

  1. 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 Downloads
  2. Deconstructing systemic risk: A reverse stress testing approach
    CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department Downloads
    See also Chapter Deconstructing Systemic Risk: A Reverse Stress Testing Approach, Springer Books, Springer (2021) (2021)
  3. Exchange rates and the global transmission of equity market shocks
    JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission Downloads View citations (1)

2019

  1. 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 Downloads
  2. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
    Working Paper Series, European Central Bank Downloads
    See also Journal Article Disentangling the role of the exchange rate in oil-related scenarios for the European stock market, Energy Economics, Elsevier (2020) Downloads View citations (5) (2020)
  3. 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 Downloads

2018

  1. 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 Downloads View citations (3)

Journal Articles

2022

  1. Do green bonds de-risk investment in low-carbon stocks?
    Economic Modelling, 2022, 108, (C) Downloads View citations (21)

2020

  1. Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
    Energy Economics, 2020, 89, (C) Downloads 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) Downloads (2019)

2019

  1. Structural change in the link between oil and the European stock market: implications for risk management
    Dependence Modeling, 2019, 7, (1), 53-125 Downloads View citations (7)

Chapters

2021

  1. 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) Downloads (2021)
 
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