Details about Teodosio Pérez Amaral

Access statistics for papers by Teodosio Pérez Amaral.

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Short-id: ppe568

Working Papers

2015

1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)

2014

2. A Stochastic Dominance Approach to Financial Risk Management Strategies
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
3. Consumer complaint behavior in telecommunications: The case of mobile phone users in Spain
   25th European Regional ITS Conference, Brussels 2014, International Telecommunications Society (ITS) View citations (1)

2013

4. Has the Basel Accord Improved Risk Management During the Global Financial Crisis
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (33)
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (1)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
   See also Journal Article Has the Basel Accord improved risk management during the global financial crisis?, The North American Journal of Economics and Finance, Elsevier (2013) View citations (35) (2013)
5. Residential mobile phone users complaints' in Spain
   24th European Regional ITS Conference, Florence 2013, International Telecommunications Society (ITS)
6. Risk Modeling and Management: An Overview
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
   KIER Working Papers, Kyoto University, Institute of Economic Research (2013) View citations (1)

2012

7. (How) Do research and administrative duties affect university professors’ teaching?
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
8. Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
9. Satisfaction and protection of individual mobile telecommunications consumers
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
10. Satisfaction and protection of individual mobile telecommunications consumers: Need for regulation?
    23rd European Regional ITS Conference, Vienna 2012, International Telecommunications Society (ITS)

2011

11. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (2)
    See also Journal Article GFC-robust risk management under the Basel Accord using extreme value methodologies, Mathematics and Computers in Simulation (MATCOM), Elsevier (2013) View citations (1) (2013)
12. Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (4)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (11)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (29)
13. International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (11)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (20)
    See also Journal Article International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord, Journal of Forecasting, John Wiley & Sons, Ltd. (2013) View citations (13) (2013)
14. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (24)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (14)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (26)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    See also Journal Article Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures, Mathematics and Computers in Simulation (MATCOM), Elsevier (2013) View citations (5) (2013)
15. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (20)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (23)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (23)
16. The Rise and Fall of S&P500 Variance Futures
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (7)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (8)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)

2010

17. GFC-Robust Risk Management Strategies under the Basel Accord
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (8)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (9)
    See also Journal Article GFC-robust risk management strategies under the Basel Accord, International Review of Economics & Finance, Elsevier (2013) View citations (18) (2013)
18. Internet Usage for Travel and Tourism. The Case of Spain
    21st European Regional ITS Conference, Copenhagen 2010: Telecommunications at new crossroads - Changing value configurations, user roles, and regulation, International Telecommunications Society (ITS)

2009

19. A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (22)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (49)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008) View citations (7)
20. Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (7)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
    MPRA Paper, University Library of Munich, Germany (2009)
21. The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (7)
22. What Happened to Risk Management During the 2008-09 Financial Crisis?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (3)

2006

23. Medición y Determinantes de la Brecha Tecnológica en España
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

2005

24. Demand for Internet Access and Use in Spain
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
25. Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures
    Econometrics, University Library of Munich, Germany
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2005)

2004

26. A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (1)
    See also Journal Article A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets, Econometric Theory, Cambridge University Press (2005) View citations (12) (2005)

2003

27. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
    Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" View citations (16)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2002)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2003)
    See also Journal Article A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (33) (2003)

Journal Articles

2013

1. Customer Satisfaction of Mobile-Internet-Users: An Empirical Approximation for the Case of Spain
   Journal of Reviews on Global Economics, 2013, 2, 442-454
2. GFC-robust risk management strategies under the Basel Accord
   International Review of Economics & Finance, 2013, 27, (C), 97-111 View citations (18)
   See also Working Paper GFC-Robust Risk Management Strategies under the Basel Accord, Working Papers in Economics (2010) View citations (8) (2010)
3. GFC-robust risk management under the Basel Accord using extreme value methodologies
   Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 223-237 View citations (1)
   See also Working Paper GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies, Econometric Institute Research Papers (2011) View citations (2) (2011)
4. Has the Basel Accord improved risk management during the global financial crisis?
   The North American Journal of Economics and Finance, 2013, 26, (C), 250-265 View citations (35)
   See also Working Paper Has the Basel Accord Improved Risk Management During the Global Financial Crisis, Working Papers in Economics (2013) View citations (33) (2013)
5. International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord
   Journal of Forecasting, 2013, 32, (3), 267-288 View citations (13)
   See also Working Paper International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord, Econometric Institute Research Papers (2011) View citations (6) (2011)
6. Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
   Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 183-204 View citations (5)
   See also Working Paper Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures, KIER Working Papers (2011) View citations (24) (2011)
7. Satisfaction of individual mobile phone users in Spain
   Telecommunications Policy, 2013, 37, (10), 940-954 View citations (5)

2012

8. Professor Halbert L. White, 1950–2012
   Journal of Economic Surveys, 2012, 26, (4), 551-554

2005

9. A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
   Econometric Theory, 2005, 21, (1), 262-277 View citations (12)
   See also Working Paper A Comparison of Complementary Automatic Modeling Methods: RETINA and PcGets, Econometrics Working Papers Archive (2004) View citations (1) (2004)

2003

10. A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)*
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 821-838 View citations (33)
    See also Working Paper A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA), Econometrics Working Papers Archive (2003) View citations (16) (2003)

2000

11. An econometric model for international tourism flows to Spain
    Applied Economics Letters, 2000, 7, (8), 525-529 View citations (49)

1999

12. A model of Spain-Europe telecommunications
    Applied Economics, 1999, 31, (8), 989-997 View citations (4)

1998

13. Demand for telephone lines and universal service in Spain
    Information Economics and Policy, 1998, 10, (4), 501-514 View citations (2)
14. Econometric modelling of Spanish very long distance international calling
    Information Economics and Policy, 1998, 10, (2), 237-252 View citations (18)

1994

15. Una aplicación de los contrastes M y de la matriz de información dinámica: el caso de la demanda de dinero norteamericana 1960-1984
    Investigaciones Economicas, 1994, 18, (1), 193-201

1993

16. Un estudio econométrico de la demanda de tráfico telefónico particular en España, 1980-1990
    Investigaciones Economicas, 1993, 17, (2), 363-378