Institution: Universidad de Castilla La Mancha
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 2.01 | 0.00 | 2.35 |
| All Time | 0.00 | 0.67 | 3.02 | 0.00 | 4.69 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | A term structure model under cyclical fluctuations in interest rates | Economic Modeling | C | 3 |
| 2017 | One-sided performance measures under Gram-Charlier distributions | Journal of Banking & Finance | B | 2 |
| 2017 | An approximate multi-period Vasicek credit risk model | Journal of Banking & Finance | B | 2 |
| 2014 | Tail risk in energy portfolios | Energy Economics | A | 3 |
| 2014 | Estimating the distribution of total default losses on the Spanish financial system | Journal of Banking & Finance | B | 2 |