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Javier Perote Peña
Javier Perote Peña
Profesor de Economía
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Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments
T Neugebauer, J Perote, U Schmidt, M Loos
Journal of Economic Psychology 30 (1), 52-60, 2009
1872009
Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments
T Neugebauer, J Perote, U Schmidt, M Loos
Journal of Economic Psychology 30 (1), 52-60, 2009
1872009
An investigation of insider trading profits in the Spanish stock market
EB Del Brio, A Miguel, J Perote
The Quarterly Review of Economics and Finance 42 (1), 73-94, 2002
1542002
Measuring the impact of corporate investment announcements on share prices: the Spanish experience
EB Del Brio, J Perote, J Pindado
Journal of Business Finance & Accounting 30 (5‐6), 715-747, 2003
752003
Testing densities with financial data: An empirical comparison of the EdgeworthSargan density to the Students t
I Mauleon, J Perote
The European Journal of Finance 6 (2), 225-239, 2000
702000
Strategy-proof estimators for simple regression
J Perote, J Perote-Pena
Mathematical Social Sciences 47 (2), 153-176, 2004
582004
The drivers of Bitcoin demand: A short and long-run analysis
P Luis, G de la Fuente, J Perote
International Review of Financial Analysis 62, 21-34, 2019
542019
Bidding ‘as if’risk neutral in experimental first price auctions without information feedback
T Neugebauer, J Perote
Experimental Economics 11 (2), 190-202, 2008
512008
Corporate governance mechanisms and their impact on firm value
EB Del Brio, E Maia-Ramires, J Perote
Corporate Ownership and Control 4 (1), 25-36, 2006
442006
Gram–Charlier densities: a multivariate approach
EB Del Brio, TM Niguez, J Perote
Quantitative Finance 9 (7), 855-868, 2009
352009
Multivariate semi-nonparametric distributions with dynamic conditional correlations
EB Del Brio, TM Ñíguez, J Perote
International Journal of Forecasting 27 (2), 347-364, 2011
332011
Multivariate semi-nonparametric distributions with dynamic conditional correlations
EB Del Brio, TM Ñíguez, J Perote
International Journal of Forecasting 27 (2), 347-364, 2011
332011
Within‐team competition in the minimum effort coordination game
E Fatas, T Neugebauer, J Perote
Pacific Economic Review 11 (2), 247-266, 2006
322006
Forecasting Heavy‐Tailed Densities with Positive Edgeworth and Gram‐Charlier Expansions
TM Ñíguez, J Perote
Oxford Bulletin of Economics and Statistics 74 (4), 600-627, 2012
302012
VaR performance during the subprime and sovereign debt crises: An application to emerging markets
EB Del Brio, A Mora-Valencia, J Perote
Emerging Markets Review 20, 23-41, 2014
272014
The multivariate Edgeworth-Sargan density
J Perote
Spanish Economic Review 6 (1), 77-96, 2004
272004
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall
EB Del Brio, A Mora-Valencia, J Perote
International Review of Financial Analysis 70, 101163, 2020
262020
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
EB Del Brio, A Mora-Valencia, J Perote
Emerging Markets Review 31, 96-115, 2017
242017
Multivariate moments expansion density: Application of the dynamic equicorrelation model
TM Ñíguez, J Perote
Journal of Banking & Finance 72, S216-S232, 2016
232016
Determinants of the public debt in the Eurozone and its sustainability amid the Covid-19 pandemic
HR Briceño, J Perote
Sustainability 12 (16), 6456, 2020
222020
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