JRMV 9 1 Authors
The Journal of Risk Model Validation
Volume 9, Issue 1
Nerea San-Martín-Albizuri is Ph.D. in Economics and Business Science by the University of the Basque Country UPV/EHU since 2011. At this moment, she is full-time Associate Professor in the Department of Financial Economics (II) at the University of the Basque Country UPV / EHU. She is also a member of the Institute of applied Business and Economics and participates in the finance module of the Master of Chinese Studies. Her research activities are oriented towards the fields of international financial management, country risk assessment, financial crises, and risk management. She is the co-author of several books and articles in scientific magazines.
Arturo Rodríguez-Castellanos is Ph.D. in Economics and Business Administration by the Autonomous University of Bilbao. At this moment he is Plain Professor in Financial Economics at the University of the Basque Country, Coordinator of the Research Group on Firm's Intangibles Valuation (VALINTE) and Dean of the Faculty of Economics and Business at the same University. He is also a member of the European Academy of Management and Business Economics and of the Spanish Royal Academy of Economics and Finance. His research activities are oriented towards the fields of international financial management, country risk assessment, securitization, R&D transference, knowledge management and its relation with finance, and the financial valuation of intangibles. He is the author or co-author of several books and numerous articles in scientific magazines.
Carmen López holds a Bachelor's Degree in Physics at the University of Granada (Spain) and Bachelor's Degree in Economics at Madrid´s Open University (UNED). She has also attained a Master's in Economics fostered by the Madrid´s Open University (UNED). She has worked in the Statistical Department of the Economic, Statistics and Research Service of the Bank of Spain. She is currently undertaking a research work on Value at Risk and she is about to submit her doctoral thesis within the coming months. In conjunction with Pilar Abad and Sonia Benito, she has published some articles about finance risk management.
Pilar Abad is an Associate Professor in the Department of Economic Theory at the University Rey Juan Carlos. She was previously an Associate Professor at the University of Vigo (2000-2004) and at the University of Barcelona (2004-2008). She holds a PhD in Quantitative Economy from the University Complutense of Madrid. She has published in refereed journals such as the Journal of Banking and Finance, the European Journal of Finance, Mathematics and Computers in Simulation, the Journal of Business Finance and Accounting and the Applied Financial Economics as well as in professional volumes. She has presented her work at different international conferences. Her current areas of interest are on applied econometrics, financial risk and international finance.
Sonia Benito is a Professor of Economics of the Economic Analysis Department at Madrid´s Open University (UNED). She holds a PhD in Quantitative Economy from the University Complutense of Madrid. She has developed her research in Empirical Finance: interest rate common factors, financial returns volatility and finance risk management (Value at Risk). She is the author of several articles, published both in Spanish and international magazines, particularly in the field of finance. In addition, she is also a member of a research group dedicated to the Quantitative Analysis of Economic Policy and Financial Markets set up by the public authorities of Madrid in 2004, 2005 and 2006. Up until now she has participated in more than 15 national and international congresses, conferences and seminars, mainly as a speaker.