Departamentos

JIMENEZ-MARTIN, JUAN-ANGEL

 

   

   

 

Pedriza-Madrid

 

Current Position

Associate Professor.

ICAE and Department of Economic Analysis.

Facultad de Económicas y Empresariales (School of Economics and Business)

Campus de Somosaguas, Pozuelo de Alarcón

Madrid, 28223, Spain

E-mail: juanangel@ccee.ucm.es

 

 

 

 

 

 

 

 

 

 

 

Biography

 

Juan-Angel Jimenez-Martin (PhD) is Associate Professor of Econometrics, Financial Econometrics, and Risk Management at the Universidad Complutense de Madrid, Spain. He performed as a visiting scholar in the Department of Economics of prestigious universities: George Washington Univ. (2005, 2006); National Yokohama Univ. (2008); National Chung Hsing Univ. (2009); U. of California, Riverside (2011); Univ. of Padua (2018). That has allowed him to build lasting bonds with international researchers such as M. Caporin, R. Casarin, C. Chang, E. Maasoumi or M. McAleer.

 

He has published in international refereed journals such as Journal of Econometrics, Mathematics and Computers in Simulation, International Review of Economics and Finance, The North American Journal of Economics and Finance, Journal of Economic Surveys, Journal of Forecasting and Economic Modelling, among others. Professor Jimenez-Martin holds a PhD in Economics from the Complutense University with an emphasis in Econometrics and International Finance.

 

He is currently a member of the Editorial Board of Advances in Decision Sciences and Annals of Financial Economics. He has taught numerous undergraduate and Master courses including Econometrics, Risk Management, Risk Measurement, Intenational Finance and Advanced Econometrics.

 

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Education

 

2003 PhD in Economics. Universidad Complutense de Madrid.

1993 BA in Economics. Universidad Complutense de Madrid.

 

Research in progress

Publications

Journal Articles

 Documentos de Trabajo/Working Papers

Libros/Books

  • (2010). Toolbox for Econometrics I and II (Caja de Herramientas de Econometría I y II), Cersa Publishers, Madrid, Spain. ISBN: 978-84-693-4414-9.

  • (2004). Stochastic Equilibrium Models of Exchange Rate (Los Modelos de Equilibrio General Estocástico y el Tipo de Cambio), dissertation supervised by Professor Rafael Flores de Frutos,Complutense University Press, ISBN: 84-669-2261-X

Traducción de Libros/Books Translation

  • (2006) Introducción a la Microeconomía, chapters 1-4. ISBN 84-291-2631-7 (With S. Benito, E. Fernández, R. Pérez, and J. Ruiz). English version: Microeconomics (2006), P. Krugman and R. Wells, Worth Publishers, New York and Basingstoke. ISBN:0716752298

Trabajo en Proceso/Work in Progress

  • "The European Spirit and Macroeconomic uncertainty and exchange rate risk premium"

  • "Public Investment, Economic Performance and Budgetary Consolidation: Evidence for the Latino American Countries" (with Alfredo M. Pereira)

Proyectos de Investigación/Research Projects

  • Fiscal and Monetary Policy: i) theoretical analysis and ii) effects on financial markets, project DGICYT SEJ2006-14354/ECON Financed by DGICYT, Spanish Minister of Education and Science.Project director: Alfonso Novales Cinca, 2007-2010.

  • Labor Panorama 2005-2008, Financed by Community of Madrid. Project director: Victoriano Martín.

  • Risk Analysis in Bond Markets: Empirical Evidence and Theoretical Characterization, project: BEC2003-03965 (Análisis Del Riesgo en Mercados de Renta Fija: Evidencia Empírica Y Caracterización Teórica), Financed by DGICYT, Spanish Minister of Education and Science. Project director: Alfonso Novales Cinca.

  • Risk Analysis in Bond Markets: Empirical Evidence, Project PR1 / 03, financed by Complutense University of Madrid. Project director: Alfonso Novales Cinca, 2003

 

Áreas de Interés/Research Interests

International Finance.

Macro-Econometrics

Time Series

 

Asignaturas Impartidas/Teaching

Econometrics

Risk measurement

International Capital Markets

 

 

 

Información Adicional/ Additional Information

We are raising funds for OXFAM-Intermón. Supporters are welcome.

I used to live in "Pasarilla del Rebollar", (Avila)