Concepedia

Sonia Benito Muela

SB

8

Publications

249

Citations

8

H-Index

2012

Active since

Affiliations

Universidad Nacional de Educación a Distancia(Current)

Universidad Rey Juan Carlos

Sonia Benito Muela is an author at Universidad Nacional de Educación a Distancia specializing in business, finance, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingRisk ManagementManagementStatisticsFinancial Risk ManagementEmpirical FinanceFinancial Economics

Publications per year

2012–2023

8

Publications

8

Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying

Laura Garcia‐Jorcano, Sonia Benito Muela · Research in International Business and Finance · 2020 · 77 citations · Full text

Empirical Finance, Economics, Computational Finance +10

Efficiency in cryptocurrency markets: new evidence

Carmen López-Martín, Sonia Benito Muela, Raquel Arguedas Sanz · Eurasian economic review : · 2021 · 49 citations

Market Microstructure, Blockchain, Economics +7

A detailed comparison of value at risk estimates

Pilar Abad, Sonia Benito Muela · Mathematics and Computers in Simulation · 2012 · 37 citations

Engineering, Asset Pricing, Value-at-risk +8

The role of the loss function in value-at-risk comparisons

Pilar Abad, Sonia Benito Muela, Carmen López-Martín · The Journal of Risk Model Validation · 2015 · 24 citations

Asset Pricing, Financial Risk Management, Accounting +14

An application of extreme value theory in estimating liquidity risk

Sonia Benito Muela, Carmen López-Martín, Raquel Arguedas Sanz · European Research on Management and Business Economics · 2017 · 18 citations · Full text

Empirical Finance, Financial Risk Management, Risk Price +18

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