Xenxo Vidal-Llana

Xenxo Vidal-Llana

Universitat de Barcelona - Barcelona / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5719678
University of Barcelona
person_outline Xenxo Vidal-Llana's MOST POPULAR ARTICLES
1-) European stock market volatility connectedness: The role of country and sector membershipX Vidal-Llana, JM Uribe, M GuillénJournal of International Financial Markets, Institutions and Money 82, 101696, 2023152023
2-) Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatilityX Vidal-Llana, M GuillénThe North American Journal of Economics and Finance 63, 101835, 202232022
3-) Moving Beyond the Mean: Explaining the Cross-Sectional Tails with Firms’ CharacteristicsJM Uribe, M Guillen, X Vidal-LlanaAvailable at SSRN 4735095, 03*
4-) Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing ConditionsX Vidal-Llana, C Salort Sánchez, V Coia, M GuillenAvailable at SSRN 4351877, 20232*2023
5-) Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemiaM Santolino, M Guillen, X Vidal-LLanaRevista de Métodos Cuantitativos para la Economía y la Empresa, 1-18, 20241*2024