Concepedia
Statistics
Publications
24
Citations
1.1K
H-Index
20
Active since
2005
Affiliations
Bank of Spain(Current)
Centro de Estudios Monetarios y Financieros
Centre for Economic Policy Research
Javier Juste Mencía is an author at Bank of Spain specializing in financial economics, finance, and business.
Publications per year
2005–2023
Valuation of VIX derivatives
Javier Juste Mencía, Enrique Sentana · Journal of Financial Economics · 2012 · 201 citations
Business, Economics, Finance +17
Modelling the distribution of credit losses with observable and latent factors
Gabriel Jiménez, Javier Juste Mencía · Journal of Empirical Finance · 2008 · 100 citations
Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Javier Juste Mencía, Enrique Sentana · Journal of Econometrics · 2009 · 99 citations · Full text
Business, Finance, Financial Management +12
A Systematic Approach to Multi-Period Stress Testing of Portfolio Credit Risk
Thomas Breuer, Martin Jandačka, Javier Juste Mencía et al. · SSRN Electronic Journal · 2010 · 59 citations · Full text
Management, Finance, Financial Management +16
Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation
Javier Juste Mencía, Enrique Sentana · SSRN Electronic Journal · 2009 · 57 citations · Full text
Business, Finance, Financial Management +13
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