Publications

• PUBLICATIONS IN MAGAZINES
  • Ramos, D., López-Martin, C \& Arguedas-Sanz, R. (2023). Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index. Empirical Economics,  https://doi.org/10.1007/s00181-023-02416-8
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  • Rico-Peña, JJ., Arguedas R. and López-Martín, C. (2023). Models used to characterize blockchain features. A survey and bibliometric analysis. Technovation. Vol. 123, 102711, https://doi.org/10.1016/j.technovation.2023.102711.
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  • Gil-Jaurena I., López-Martín, C & Valencia Cobo, J. (2023). ¿Cómo acompañar la inclusión? Elementos de protección y buenas prácticas en programas de inserción sociolaboral. SIPS-Pedagogía social. Revista Interuniversitaria, 42, pp. 75-92. https://doi.org/10.7179/PSRI_2023.42.05. 
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  • Benito S., López-Martín, C and Navarro M.A. (2023).Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). Risk Management. 25(6). https://doi.org/10.1057/s41283-022-00106-w. 
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  • Sonia Benito Muela, Carmen López-Martin, Raquel Arguedas (2022). A comparison of market risk measures from a twofold perspective: accurate and loss function. ACRN Journal of Finance and Risk Perspectives, Vol. 11, pp. 79-102. 
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  • López-Martín, C. (2022). Dynamic analysis of calendar anomalies in cryptocurrency markets: evidences of adaptive market hypothesis. Spanish Journal of Finance and Accounting. https://doi.org/10.1080/02102412.2022.2131239
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  • Navío-Marco, J., Ruiz-Gómez, LM., Arguedas-Sanz, R. and López-Martín, C. (2022). The student as a prosumer of educational audio-visual resources: a higher education hybrid learning experience. Interactive Learning Environments. https://doi.org/10.1080/10494820.2022.2091604 
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  • López-Martín, C.(2022) Ramadan effects in the cryptocurrency markets. Review of Behavioral Finance, Vol. 14,nº 4, pp. 508-532. https://doi.org/10.1108/RBF-09-2021-0173 
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  • López-Martín C and Arguedas R. and Benito S. (2022). A cryptocurrency empirical study focused on evaluating their distribution functions. International Review of Economics and Finance , 79, pp. 387-407. https://dx.doi.org/10.1016/j.iref.2022.02.021 
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  • López-Martín C., Arguedas R. and Benito S. (2021) Efficiency in cryptocurrency markets. New evidence. Eurasian Economic Review, 11, 403–431. https://doi.org/10.1007/s40822-021-00182-5
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  • Martín, R, López-Martín, C and Arguedas, R. (2020). Collaborative Learning Communities for Sustainable Employment Through Visual Tools. Sustainability, 12 (6) pp. 2569. https://doi.org/10.3390/su12062569 
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  • Benito Muela, S. and Lopez-Martin, C. (2018) A Review of the State of the Art in Quantifying Operational Risk. Journal of Operational Risk Vol. 13, No. 4,pp.89-129. https://doi.org/10.21314/JOP.2018.214
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  • Benito, S, López-Martín C and Arguedas R. (2017). An application of extreme valuetheory in estimating liquidity risk. European Research on Management and Business Economics, Vol. 23, 3, pp: 157-164 https://doi.org/10.5539/ibr.v10n11p88
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  • Abad P. Benito S., López C. and Sánchez M.A. (2016).Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis. Journal of Risk, 18(5), 1-28. https://doi.org/10.21314/J0R.2016.332
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  • Abad P, Benito S. and Lopez C. (2015). Role of the loss function in the VaR comparison. Journal of Risk Model Validation 9(1), 1–19 https://doi.org/10.21314/JRMV.2015.132 
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  • Abad P. Benito S. and López C. (2014). A Comprehensive Review of Value at Risk Methodologies The Spanish Review of Financial Economics, vol. 12, Issue 1, Pages 15-32 https://doi.org/10.1016/j.srfe.2013.06.001

   

• PUBLICATIONS AT CONFERENCES Navío-Marco, J., Ruiz-Gómez, LM., López-Martín, C and Arguedas-Sanz, R. (2021). End-of-studies dissertation in blended universities: advantages of using videos. Proceedings of ICERI2021 Conference. 8th-9th November, 2021. ISBN: 978-84-09-34549-6.