Concepedia

Juan Arismendi-Zambrano

JA

Statistics

Publications

4

Citations

120

H-Index

4

Active since

2016

Affiliations

ICMA Centre(Current)

University of Reading

Universidade Federal da Bahia

Juan Arismendi-Zambrano is an author at ICMA Centre specializing in economics, financial economics, and finance.

ORCID

Publications per year

2016–2018

4

Publications

4

Seasonal Stochastic Volatility: Implications for the pricing of commodity options

Juan Arismendi-Zambrano, Janis Back, Marcel Prokopczuk et al. · Journal of Banking & Finance · 2016 · 53 citations

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The profitability of moving average trading rules in BRICS and emerging stock markets

Vinícius Amorim Sobreiro, Thiago Raymon Cruz Cacique da Costa, Rodolfo Toríbio Farias Nazário et al. · The North American Journal of Economics and Finance · 2016 · 35 citations

, , +10

Multivariate elliptical truncated moments

Juan Arismendi-Zambrano, Simon A. Broda · Journal of Multivariate Analysis · 2017 · 18 citations

, , +5

Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network

Miguel Angel Rivera Castro, Andrea Ugolini, Juan Arismendi-Zambrano · Emerging Markets Review · 2018 · 14 citations

, , +14

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