Juan Arismendi-Zambrano - Publications, H-index & Citations

Juan Arismendi-Zambrano

Universidade Federal da Bahia

6H指数

37论文数

214被引数

收录论文 6

发表时间

Informativeness of the federal reserve chair communication's sentiment on the monetary policy uncertainty

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-12-17

PREAI

Arismendi-Zambrano, Juan; Kypraios, Emmanuel; Paccagnini, Alessia

The implications of dependence, tail dependence, and bounds' measures for counterparty credit risk pricing

JOURNAL OF FINANCIAL STABILITY

IF4.2

2022-02-01

PREAI

Arismendi-Zambrano, Juan; Belitsky, Vladimir; Sobreiro, Vinicius Amorim; Kimura, Herbert

Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network

EMERGING MARKETS REVIEW

IF4.6

2018-06-01

PREAI

Rivera-Castro, Miguel A.; Ugolini, Andrea; Zambrano, Juan Arismendi

The profitability of moving average trading rules in BRICS and emerging stock markets

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2016-11-01

OAAI

Sobreiro, Vinicius Amorim; Cruz Cacique da Costa, Thiago Raymon; Farias Nazario, Rodolfo Toribio; Lima e Silva, Jessica; Moreira, Eduardo Alves; Lima Filho, Marcius Correia; Kimura, Herbert; Arismendi Zambrano, Juan Carlos

Validation of default probability models: A stress testing approach

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2016-10-01

OAAI

Tsukahara, Fabio Yasuhiro; Kimura, Herbert; Sobreiro, Vinicius Amorim; Arismendi Zambrano, Juan Carlos

Seasonal Stochastic Volatility: Implications for the pricing of commodity options

JOURNAL OF BANKING & FINANCE

IF3.8

2016-05-01

OAAI

Arismendi, Juan C.; Back, Janis; Prokopczuk, Marcel; Paschke, Raphael; Rudolf, Markus

研究方向