Ángel Manuel León Valle – Department of Economics

Associate Professor
Ph.D. Universidad de Alicante
email: aleon@ua.es
Office: 35
Ext.: 3141

Publications

Backtesting VaR under the COVID-19 sudden changes in volatility

Castillo, B., León, A & T. Ñiguez
Finance Research Letters – Forthcoming

León, A & T. Ñiguez
Journal of Risk Finance – Forthcoming

León, A & T. Ñiguez
European Journal of Finance – Forthcoming

León, A & T. Ñiguez
Journal of Empirical Finance – 2021

Ródenas, C., Martí, M., and A. León
Applied Economic Analysis – 2020

Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020

Leon, A. and T.M. Ñiguez
Journal of Banking and Finance – 2020

León, A., L. Navarro, and B. Nieto.
The
North American Journal of Economics and Finance, – 2018

León, A., and M. Moreno
Journal
of Banking and Finance – 2017

Carmona, J., A. Leon and A. Vaello-Sebastia
European Journal of Operational Research – 2012

Leon, A. and S. Sebestyén
Journal of Banking & Finance – 2012

León A., and A. Vaello
Finance Research Letters – 2010

León, A., and A. Vaello
Journal of Banking and Finance – 2009

León, A., J. Mencía and E. Sentana
Journal of Business and Economic Statistics – 2009

Benito, F., A. León and J. Nave
Journal of Empirical Finance – 2007

León, A., J, Nave and G. Rubio
Journal of Banking and Finance – 2007

Leon, A., Peris, J. E., Silva-Reus, J. A. and B. Subiza
Applied Mathematical Finance – 2002

Courses

Year: 2 – Term: 2
Ángel Manuel León Valle

Research groups