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Juan-Angel Jimenez-Martin E-mail: juanangel@ccee.ucm.es Web side last updated: |
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- B. A. in Economics -
- Ph. D. in Economics -
- Dissertation title: Stochastic Equilibrium Models of Exchange Rate. Advisor: Professor Rafael Flores de Frutos (Complutense University). Grade: Distinction Cum Laude.
- Associate Professor (Department of
Economics).
- Adjunct Professor, Faculty of Economics, Chiang Mai University,
- Click here for a PDF version of my CV
- Publications
- Research Projects
- Research Interests
- Teaching
- Contact information
- Visiting Position
- Links
1.
Publications
JOURNALS
ARTICLES
·
(2010).
“What Happened to Risk Management during the 2008-09 Financial Crisis?
Forthcoming in Lessons
from the Financial Crisis: Causes, Consequences, and Our Economic Future,
edited by Robert W. Kolb,
·
(2009).
“Optimal Risk Management Before, During and After the 2008-09 Financial
Crisis”, Medium for Econometric
Applications, 17(3), 20-27 (with M. McAleer and T. Perez-Amaral). http://ssrn.com/abstract=143191
·
(2009).
“A Decision Rule to Minimize Daily Capital Charges in Forecasting Valu-at-Risk”
forthcoming in Journal
of Forecasting (with M. McAleer and T. Perez-Amaral). http://ssrn.com/abstract=1349844
·
(2009).
“The Ten Commandments for Managing Value-at-Risk Under the
·
(2009).
“Seasonal
fluctuations and equilibrium models of exchange rate”, Applied Economics, 41 (20), 2635-2652, (with R. Flores)
·
(2009).
“PPP:
Delusion or Reality? Evidence from a Nonlinear Analysis”, Open Economies Review, (with D. Robles)
.I first DOI 10.1007/s11079-009-9113-0. http://ssrn.com/abstract=1356809
· (2008). “Los mercados financieros y los desequilibrios globales: sostenibilidad y ajuste”, Papeles de Economía Española, 116, 19-34 (with M. José Moral-Rincon).
·
(2007).
"The
Effects of Macroeconomics and Policy Uncertainty on Exchange Rate Risk Premium",
International Business & Economic Research Journal, 6, 3, 29-48 .
(with R. Peruga)- Tables and figures of this paper
·
(2006).
"Strategic
Alliances as a mechanism for wealth creation in the biopharmaceutical industry:
An Empirical Analysis of the Spanish Case", Journal of Commercial
Biotechnology, 12, 229-236. (with E. Gutiérrez de Mesa y J.Mascareñas)
· (2006). "¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?", Estudios de Economía aplicada, 24-1, 361-395. ISSN 1133-3197. On-line, ISSN: 1697-573
· (2004). "Los modelos de equilibrio general y el tipo de cambio", Estudios de Economía aplicada, Res 22328, Vol. 22-3. , ISSN: 1697-5731
BOOKS
· (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
·
BOOK TRANSLATION
Microeconomics (2006) de P. Krugman y R. Wells, Worth Publishers, jointly with
S. Benito, E. Fernández, R. Pérez, and J. Ruiz. ISBN 84-291-2631-7
WORKING PAPERS
·
(2009)
“Optimal Risk Management Before, During and After the 2008-09 Financial Crisis?
ü
(2009)
Center for Advanced Research
in Finance, CARF Working Paper Series, The
ü
(2009)
Center for International
Research on the Japanese Economy, CIRJE Discussion Papers,
ü
(2009)
Instituto Complutense de Análisis
Económico, Complutense University of Madrid. WP 9478
·
“What
Happened to Risk Management during the 2008-09 Financial Crisis?, (with M.
McAleer and T. Perez-Amaral),
ü
(2009)
Center for Advanced Research
in Finance, CARF Working Paper Series, The
ü
(2009)
Center for International
Research on the Japanese Economy, CIRJE Discussion Papers,
ü
(2009)
Instituto Complutense de Análisis
Económico, Complutense University of Madrid. WP 8849
·
“Has
the
ü
(2009)
Timbergen Institute,
ü
(2009) Instituto
Complutense de Análisis Económico, Complutense University of Madrid. http://eprints.ucm.es/8849/,
ü
(2009)
Center for Advanced Research
in Finance, CARF Working Paper Series, The
ü
(2009)
Center for International
Research on the Japanese Economy, CIRJE Discussion Papers,
·
(2009)
“The Ten Commandments for Managing Value-at-Risk Under the
· (2009) “State-uncertainty preferences and the exchange rate premium”, submitted to Economic Modelling (with A. Novales). 2009, Instituto Complutense de Análisis Económico, Complutense University of Madrid. http://eprints.ucm.es/8711/
·
(2009)
“A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk”,
ü
(2008)
Econometric Institute Research Report Series,
ü
(2009)
Instituto Complutense de Análisis Económico,
Complutense University of Madrid, 2009 (with T. Perez-Amaral y M. McAleer) http://eprints.ucm.es/8593/
ü
(2009)
Center for Advanced Research in Finance, CARF Working Paper Series, The
·
(2005),
"Non-linear adjustment to purchasing
power parity: an analysis using Fourier approximations" (with D. Robles),
·
(2004),
"Seasonal Fluctuations and Dynamic
Equilibrium Models of Exchange Rate" (with R.. Flores),
·
(2004).
"Macroeconomic and Policy Uncertainty
and Exchange Rate Risk Premium" (with R..Peruga),
·
(2004),
"The Fit of Dynamic Equilibrium
Models of Exchange Rate", (with R.. Flores),
·
(2004). "Alianzas Estratégicas
como Mecanismo de Creación de Valor: Un estudio empírico para la industria
(bio)farmacéutica española" (with J. A, Gutierrez, E. y Mascareñas,
J.) (Strategic Alliances as a
mechanism for wealth creation in the biopharmaceutical industry: An Empirical
Analysis of the Spanish Case), Corporative Finance Working Papers, ISSN
1698-8183.
· (2003). "La Transición al Euro y la Prima de Riesgo en el Mercado de Divisas" (R. Peruga) (Euro transition and the Risk Premium in the Foreign Exchange Rate Markets"), Complutense University , WP # 06/03.
·
(1998). "Macroeconomic Uncertainty and the
Risk Premium in the Foreign Exchange rate Markets" (R. Peruga)
(Incertidumbre Macroeconómica y
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)
2. Research Proyects
- 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
- 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
3. Research Interests
- Macro-Econometrics
- International Finance.
- Time Series
4. Teaching
5. Contact Information
Department of Economics (Fundamentos del Análisis Economico II)
Complutense University
Campus de Somosaguas, Building 1 suite 120
Pozuelo de Alarcon, Madrid, 28223
Phone: 91 394 2355
Fax: 91 394 2613
Email: juanangel@ccee.ucm.es
6. Visiting Positions
- Visiting Scholar, George Washington University, August 2005-October 2006
7. Links
