Teodosio Perez Amaral

Complutense University of Madrid - Facultad de Económicas y Empresariales

Madrid, 28223

Spain

SCHOLARLY PAPERS

26

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CITATIONS
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in Total Papers Citations

96

Scholarly Papers (26)

1.

Risk Management of Risk Under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Number of pages: 31 Posted: 21 Feb 2011
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 3,469 (2,772)
Citation 34

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Median strategy, Value-at-Risk (VaR), daily capital charges, violation penalties, optimizing strategy, aggressive risk management, conservative risk management, Basel II Accord, VIX futures, global financial crisis (GFC)

2.

Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

Number of pages: 33 Posted: 30 Apr 2009 Last Revised: 27 Jan 2010
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 2,781 (4,073)
Citation 13

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Value-at-Risk (VaR), daily capital charges, exogenous and endogenous violations, violation penalties, optimizing strategy, risk forecasts, aggressive or conservative risk management strategies, Basel II Accord, financial crisis

3.

What Happened to Risk Management During the 2008-09 Financial Crisis?

Number of pages: 13 Posted: 03 Aug 2009
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 1,079 (19,044)
Citation 1

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risk management, violations, aggressive risk strategy, conservative risk strategy, value-at-risk forecasts

4.

The Ten Commandments for Managing Value-at-Risk under the Basel II Accord

Number of pages: 10 Posted: 11 Mar 2009 Last Revised: 09 Aug 2009
Juan-Angel Jiménez-Martin, Michael McAleer and Teodosio Perez Amaral
Complutense University of Madrid, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 1,034 (20,224)
Citation 8

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Financial portfolios, daily capital charges, frequency of violations, magnitude of violations, optimizing strategy, risk forecasts, value-at-risk, green zone, red zone

5.

Optimal Risk Management Before, During and After the 2008-09 Financial Crisis

Number of pages: 17 Posted: 14 Sep 2009
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 1,030 (20,337)
Citation 1

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Optimal risk management, average daily capital requirements, alternative risk strategies, value-at-risk forecasts, combining risk models

6.

GFC-Robust Risk Management Strategies under the Basel Accord

Number of pages: 29 Posted: 09 Oct 2010
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 839 (27,475)
Citation 9

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Value-at-Risk (VaR), daily capital charges, robust forecasts, violation penalties, optimizing strategy, aggressive risk management strategy, conservative risk management strategy, Basel II Accord, global financial crisis.

7.

A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk

Number of pages: 29 Posted: 26 Feb 2009
Michael McAleer, Teodosio Perez Amaral and Juan-Angel Jiménez-Martin
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid - Facultad de Económicas y Empresariales and Complutense University of Madrid
Downloads 825 (28,132)
Citation 17

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8.

International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord

Number of pages: 39 Posted: 16 Jan 2011
Michael McAleer, Juan-Angel Jiménez-Martin and Teodosio Perez Amaral
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute, Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 681 (36,553)
Citation 5

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Median Strategy, Value-at-Risk (VaR), Daily Capital Charges, Robust Forecasts, Violation Penalties, Optimizing Strategy, Aggressive Risk Management, Conservative Risk Management, Basel II Accord, Global Financial Crisis (GFC)

9.

Internet usage for travel and tourism. The case of Spain.

Posted: 23 Mar 2010 Last Revised: 30 Jul 2014
Teresa Garín Muñoz and Teodosio Perez Amaral
Universidad Nacional de Educación a Distancia (UNED) and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 591 (44,174)

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Internet usage; consumer behaviour; eCommerce; eTourism; panel data

10.

(How) Do Research and Administrative Duties Affect University Professors’ Teaching?

Number of pages: 21 Posted: 22 Aug 2012
Universitat Jaume I, University of Granada - Campus La Cartuja, Universitat Jaume I and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 513 (52,879)

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teaching vs research, quality of university teaching, quality of university research, panel data, non-linear effects

11.

Modeling the Key Determinants of Online Shopping in Spain

Number of pages: 25 Posted: 19 Mar 2009
Teresa Garín Muñoz and Teodosio Perez Amaral
Universidad Nacional de Educación a Distancia (UNED) and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 476 (58,152)

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e-shopping, business to consumer, logit model, buyers, browsers

12.

Customer Satisfaction of Mobile-Internet Users: An Empirical Approximation for the Case of Spain

Number of pages: 25 Posted: 26 Sep 2012
Teresa Garín Muñoz, Teodosio Perez Amaral, Covadonga Gijón and Rafael Lopez
Universidad Nacional de Educación a Distancia (UNED), Complutense University of Madrid - Facultad de Económicas y Empresariales, Universidad Complutense de Madrid (UCM) and Universidad Complutense de Madrid
Downloads 197 (151,984)
Citation 1

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Mobile Internet, ordered probability models, satisfaction, OLS, Ordered Probit, Ordered Logit

13.

Choosing Expected Shortfall Over VaR in Basel III Using Stochastic Dominance

USC-INET Research Paper No. 16-05
Number of pages: 42 Posted: 13 Mar 2016
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Emory University, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 175 (169,219)
Citation 2

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Stochastic dominance, Welfare, Value-at-Risk, Expected Shortfall, Optimizing strategy, Basel III Accord

14.

Internet Purchases of Specific Products in Spain

Number of pages: 21 Posted: 23 Mar 2009
Teresa Garín Muñoz and Teodosio Perez Amaral
Universidad Nacional de Educación a Distancia (UNED) and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 170 (173,595)
Citation 2

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Internet purchases, business to consumer, consumer behaviour, product categories, logit model

15.

Drivers and Barriers to Cross-Border E-Commerce: Evidence from Spanish Household Behavior

Number of pages: 18 Posted: 16 Jan 2018
Instituto Complutense de Análisis Económico | ICAE, Complutense University of Madrid - Facultad de Económicas y Empresariales, Universidad Nacional de Educación a Distancia (UNED), Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Universidad Complutense de Madrid
Downloads 146 (197,337)
Citation 1

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cross-border e-commerce; domestic e-commerce; digital skills; customer reviews; logistic model

16.

Defensa de los consumidores individuales de telefonía móvil en España - De la calidad técnica a la calidad del servicio (Consumer Protection in Spain's Private Mobile Phone Industry - From Technical Quality to Service Quality)

Number of pages: 24 Posted: 24 Mar 2013
Rafael Lopez, Teresa Garín Muñoz and Teodosio Perez Amaral
Universidad Complutense de Madrid, Universidad Nacional de Educación a Distancia (UNED) and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 132 (214,019)

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Consumer Protection, Mobile Telecommunications, Service Quality, Regulation

17.

A Stochastic Dominance Approach to Financial Risk Management Strategies

Journal of Econometrics, Forthcoming
Number of pages: 14 Posted: 02 Jul 2015
National Chung Hsing University - Department of Applied Economics, Department of Finance, Complutense University of Madrid, Emory University and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 119 (231,506)

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Stochastic dominance, Value-at-Risk, daily capital charges, violation penalties, optimizing strategy, Basel III Accord, VIX futures, global financial crisis

18.

Customer Service Quality and Incomplete Information in Mobile Telecommunications: A Game Theoretical Approach to Consumer Protection

Number of pages: 22 Posted: 08 Oct 2012
Rafael Lopez, Teodosio Perez Amaral, Teresa Garín Muñoz and Covadonga Gijón
Universidad Complutense de Madrid, Complutense University of Madrid - Facultad de Económicas y Empresariales, Universidad Nacional de Educación a Distancia (UNED) and Universidad Complutense de Madrid (UCM)
Downloads 107 (249,917)
Citation 2

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mobile telecommunications, consumer protection, game theory, customer services, competition, oligopoly, market failure, experience goods, incomplete information

19.

Business and Regulation on New Access Generation Networks - An Approach to the Spanish Case using Real Options (Spanish)

Number of pages: 25 Posted: 29 Jul 2010
Fernando Gallardo and Teodosio Perez Amaral
Universidad Autónoma de Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 105 (253,275)

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telecomunicaciones, regulación, opciones reales, nuevas redes, inversiones, redes de acceso, redes de banda ancha, contenidos.

20.

Satisfaction of Individual Mobile Phone Users in Spain

Number of pages: 32 Posted: 10 Apr 2013
Covadonga Gijón, Teresa Garín Muñoz, Teodosio Perez Amaral and Rafael Lopez
Universidad Complutense de Madrid (UCM), Universidad Nacional de Educación a Distancia (UNED), Complutense University of Madrid - Facultad de Económicas y Empresariales and Universidad Complutense de Madrid
Downloads 97 (267,049)

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Consumer satisfaction, mobile phones, residential consumers, survey data, econometric models

21.

e-Commerce Use in Spain

Number of pages: 27 Posted: 09 May 2009
Leonel Cerno and Teodosio Perez Amaral
Instituto Nacional de Estadística (INE) and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 86 (288,325)
Citation 2

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Internet expenditure, e-commerce demand, e-commerce expenditure, e-exclusion, RETINA

22.

Models for Individual Adoption of eCommerce, eBanking and eGovernment in Spain

Number of pages: 21 Posted: 07 Aug 2017
Universidad Nacional de Educación a Distancia (UNED), Universidad Complutense de Madrid, Complutense University of Madrid - Facultad de Económicas y Empresariales, Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics) and Instituto Complutense de Análisis Económico | ICAE
Downloads 70 (325,073)
Citation 2

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ECommerce; eBanking; eGovernment; logistic model; digital divide

23.

Some Empirical Aspects of Entrepreneurship in Twentieth-Century Spain

Number of pages: 18 Posted: 13 Apr 2011 Last Revised: 09 Apr 2013
José L. García-Ruiz and Teodosio Perez Amaral
Complutense University of Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 63 (343,636)
Citation 1

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entrepreneurship, history, Spain, 20th century empirical evidence

24.

Adoption of E-Commerce by Individuals and Digital Divide: Evidence from Spain

Number of pages: 31 Posted: 03 Apr 2019 Last Revised: 04 Apr 2019
Angel Valarezo, Rafael Lopez and Teodosio Perez Amaral
Instituto Complutense de Análisis Económico | ICAE, Universidad Complutense de Madrid and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 21 (509,159)

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e-commerce, digital divide, linear probability model, logistic regression, Heckman’s sample selection correction, polychoric correlation, digital skills, time and regional dummies, pool data, utility maximization framework

25.

E-Commerce and Digital Divide in Spain Using Individual Panel Data 2008-2016

Number of pages: 30 Posted: 23 May 2019
Complutense University of Madrid - Facultad de Económicas y Empresariales, Instituto Complutense de Análisis Económico | ICAE, Universidad Complutense de Madrid, Universidad Nacional de Educación a Distancia (UNED) and Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
Downloads 10 (574,046)

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e-commerce; digital divide; TIC-H survey; individual annual panel data; logistic regression; dynamic model; Heckman selection model

26.

A Comparison of Complementary Automatic Modeling Methods: Retina and Pcgets

Econometric Theory, Vol. 21, No. 1, pp. 262-277, February 1, 2005
Posted: 26 Mar 2006
Teodosio Perez Amaral, Giampiero M. Gallo and Halbert L. White, Jr.
Complutense University of Madrid - Facultad de Económicas y Empresariales, Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti" and University of California, San Diego (UCSD) - Department of Economics

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