Jose Olmo

Jose Olmo

Universidad de Zaragoza - Zaragoza / Spain
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 925104
University of Zaragoza
person_outline Jose Olmo's MOST POPULAR ARTICLES
1-) Backtesting parametric value-at-risk with estimation riskJC Escanciano, J OlmoJournal of Business & Economic Statistics 28 (1), 36-51, 20101512010
2-) An analysis of price discovery between Bitcoin futures and spot marketsB Kapar, J OlmoEconomics Letters 174, 62-64, 2019852019
3-) Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemicR Laborda, J OlmoResearch in International Business and Finance 57, 101402, 2021842021
4-) Robust backtesting tests for value-at-risk modelsJC Escanciano, J OlmoJournal of Financial Econometrics 9 (1), 132-161, 2011862011
5-) Investor sentiment and bond risk premiaR Laborda, J OlmoJournal of Financial Markets 18, 206-233, 2014832014