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Andrés Mora‐Valencia · Study

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Andrés Mora‐Valencia

8 works· latest 2024· 2 institutionscluster: provisionalORCID 0000-0001-9381-8319

h-index8

i108

Citations246

Works here8

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Most cited in this library

The kidnapping of Europe: High-order moments' transmission between developed and emerging markets2017 · 42 citations
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall2017 · 41 citations
Risk quantification and validation for Bitcoin2020 · 39 citations
Moral hazard and default risk of SMEs with collateralized loans2017 · 31 citations
The productivity of top researchers: a semi-nonparametric approach2016 · 27 citations

Works

8 shown

Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers

International Review of Economics & Finance·2024·3 authors·Open access

23citations

Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model

Emerging Markets Review·2023·3 authors·Open access

20citations

Risk quantification and validation for Bitcoin

Operations Research Letters·2020·3 authors·Open access

39citations

Moral hazard and default risk of SMEs with collateralized loans

Finance research letters·2017·2 authors·Open access

31citations

Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall

International Review of Financial Analysis·2017·3 authors·Open access

41citations

The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

Emerging Markets Review·2017·3 authors·Open access

42citations

The productivity of top researchers: a semi-nonparametric approach

Scientometrics·2016·3 authors·Open access

27citations

VaR performance during the subprime and sovereign debt crises: An application to emerging markets

Emerging Markets Review·2014·3 authors

23citations