| On downside risk predictability through liquidity and trading activity: A dynamic quantile approach A Rubia, L Sanchis-Marco International Journal of Forecasting 29 (1), 202-219, 2013 | 66 | 2013 |
| Extreme downside risk co-movement in commodity markets during distress periods: A multidimensional scaling approach G Fernández-Avilés, JM Montero, L Sanchis-Marco The European Journal of Finance 26 (12), 1207-1237, 2020 | 22 | 2020 |
| Market frictions and the pricing of sovereign credit default swaps A Rubia, L Sanchis-Marco, P Serrano Journal of International Money and Finance 60, 223-252, 2016 | 17 | 2016 |
| Spillover effects between commodity and stock markets: A SDSES approach L Garcia-Jorcano, L Sanchis-Marco Resources Policy 79, 102926, 2022 | 11 | 2022 |
| Market illiquidity and pricing errors in the term structure of CDS spreads A Rubia, L Sanchís-Marco, P Serrano Journal of International Money and Finance, forthcoming, 2014 | 9 | 2014 |
| Systemic-systematic risk in financial system: A dynamic ranking based on expectiles L Garcia-Jorcano, L Sanchis-Marco International Review of Economics & Finance 75, 330-365, 2021 | 7 | 2021 |
| An extended CAViaR model for early-warning of exceedances of the air pollution standards. The case of PM10 in the city of Madrid L Sanchis-Marco, JM Montero, G Fernández-Avilés Atmospheric Pollution Research 13 (4), 101355, 2022 | 3 | 2022 |
| Measuring tail-risk cross-country exposures in the banking industry A Rubia, L Sanchis-Marco Revista de Economía Aplicada 25 (74), 27-74, 2017 | 3 | 2017 |
| Forecasting the effect of extreme sea-level rise on financial market risk L Garcia-Jorcano, L Sanchis-Marco International Review of Economics & Finance, 2024 | | 2024 |
| Measuring Systemic Risk Using Multivariate Quantile-Located ES Models L Garcia-Jorcano, L Sanchis-Marco Journal of Financial Econometrics 21 (1), 1-72, 2023 | | 2023 |
| Spillover effects between commodity and stock markets: A state-dependent sensitivity expected shortfall (SDSES) approach L Garcia-Jorcano, L Sanchis-Marco | | 2020 |
| Measuring systemic-systematic tail risk in financial system: An expectile based approach L Garcia-Jorcano, L Sanchis-Marco | | 2018 |
| the shape parameter in the term structure Nelson-Siegel model A León, A Rubia, L Sanchis-Marco | | 2018 |
| On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model ÁM León Valle, A Rubia, L Sanchis-Marco Instituto de Estudios Bursátiles (IEB), 2018 | | 2018 |
| Measuring Financial Risk Co-movement in Commodity Markets G Fernández-Avilés, JM Montero, L Sanchis-Marco Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | | 2018 |
| On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model AL Valle, AR Serrano, LS Marco Aestimatio: The IEB International Journal of Finance, 8-29, 2018 | | 2018 |
| Measuring Tail-Risk Cross-Country Exposures in the Banking Industry A Rubia Serrano, L Sanchis-Marco Instituto Valenciano de Investigaciones Económicas, SA (Ivie), 2015 | | 2015 |
| Market Frictions and the Pricing of Credit Default Swaps A Rubia, L Sanchís-Marco, P Serrano | | 2015 |
| Market crises and the conditional distribution of financial returns: a downside risk and pricing errors analysis. L Sanchís Marco Universidad de Castilla-La Mancha, 2014 | | 2014 |
| On downside risk predictability through liquidity and trading activity: a quantile regression approach L Sanchis-Marco, AR Serrano Working Papers. Serie AD, 2011 | | 2011 |
