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
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
The drivers of Bitcoin demand: A short and long-run analysis
LP de la Horra, G de la Fuente, J Perote
International Review of Financial Analysis 62, 21-34, 2019
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
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
Strategy-proof estimators for simple regression
J Perote, J Perote-Pena
Mathematical Social Sciences 47 (2), 153-176, 2004
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
Bidding ‘as if’risk neutral in experimental first price auctions without information feedback
T Neugebauer, J Perote
Experimental Economics 11, 190-202, 2008
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
Moral hazard and default risk of SMEs with collateralized loans
JA Castillo, A Mora-Valencia, J Perote
Finance Research Letters 26, 95-99, 2018
Multivariate semi-nonparametric distributions with dynamic conditional correlations
EB Del Brio, TM Ñíguez, J Perote
International Journal of Forecasting 27 (2), 347-364, 2011
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
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
Gram–Charlier densities: a multivariate approach
EB Del Brio, TM Niguez, J Perote
Quantitative Finance 9 (7), 855-868, 2009
Risk quantification and validation for Bitcoin
I Jiménez, A Mora-Valencia, J Perote
Operations Research Letters 48 (4), 534-541, 2020
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
Within‐team competition in the minimum effort coordination game
E Fatas, T Neugebauer, J Perote
Pacific Economic Review 11 (2), 247-266, 2006
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
The productivity of top researchers: a semi-nonparametric approach
LM Cortés, A Mora-Valencia, J Perote
Scientometrics 109, 891-915, 2016
Multivariate moments expansion density: Application of the dynamic equicorrelation model
TM Ñíguez, J Perote
Journal of Banking & Finance 72, S216-S232, 2016
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