Concepedia

Andrés Mora‐Valencia

AM

Statistics

Publications

16

Citations

350

H-Index

13

Active since

2014

Affiliations

Universidad de Salamanca(Current)

Universidad de Los Andes

Universidad EAFIT

Andrés Mora‐Valencia is an author at Universidad de Salamanca specializing in finance, financial economics, and financial risk.

Publications per year

2014–2024

16

Publications

16

The kidnapping of Europe: High-order moments' transmission between developed and emerging markets

Esther B. Del Brío, Andrés Mora‐Valencia, Javier Perote · Emerging Markets Review · 2017 · 43 citations · Full text

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Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall

Esther B. Del Brío, Andrés Mora‐Valencia, Javier Perote · International Review of Financial Analysis · 2017 · 39 citations

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Risk quantification and validation for Bitcoin

Inés Jiménez, Andrés Mora‐Valencia, Javier Perote · Operations Research Letters · 2020 · 38 citations

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Moral hazard and default risk of SMEs with collateralized loans

José A. García del Castillo, Andrés Mora‐Valencia, Javier Perote · Finance research letters · 2017 · 31 citations · Full text

, , +16

The productivity of top researchers: a semi-nonparametric approach

Lina M. Cortés, Andrés Mora‐Valencia, Javier Perote · Scientometrics · 2016 · 29 citations · Full text

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