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Javier Ojea Ferreiro
Javier Ojea Ferreiro
Bank of Canada
Verified email at bank-banque-canada.ca - Homepage
Title
Cited by
Cited by
Year
Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
J Ojea-Ferreiro
Energy Economics 89, 104776, 2020
82020
Structural change in the link between oil and the European stock market: implications for risk management
J Ojea-Ferreiro
Dependence Modeling 7 (1), 53-125, 2019
82019
Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
J Ojea-Ferreiro
Documentos de Trabajo del ICAE, 2018
52018
Exchange rates and the global transmission of equity market shocks
J Ojea-Ferreiro, JC Reboredo
JRC Working Paper, 2021
22021
Modelling Default Risk Charge (DRC): Internal Model Approach
J Ojea-Ferreiro
Masters, 2016
2*2016
Deconstructing systemic risk: A reverse stress testing approach
J Ojea-Ferreiro
CNMV Working Paper, 2021
12021
Advances in the field of stress testing and systemic risk
J Ojea-Ferreiro
Universidad Complutense de Madrid, 2019
2019
A proposal for the design of energy-related scenario for stock stress testing
J Ojea-Ferreiro
CNMV Working Papers, 2019
2019
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Articles 1–8