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~subject:"Latin America"
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Latin America
Peru
76
Volatility
48
Volatilität
46
Theorie
42
Theory
42
Estimation
36
Schätzung
36
Time series analysis
30
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30
Lateinamerika
25
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Aktienmarkt
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Shock
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Bruttoinlandsprodukt
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Capital market returns
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Gross domestic product
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Kapitalmarktrendite
16
Unemployment
16
Business cycle
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Konjunktur
15
Stochastic process
15
Stochastischer Prozess
15
Canada
14
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14
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13
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English
23
Spanish
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Rodriguez, Gabriel
24
Abanto-Valle, Carlos A.
3
Garrafa-Aragón, Hernán B.
3
Tramontana, Roxana
3
Gonzáles Tanaka, José Carlos
2
Manner, Hans
2
Ramirez, Dionisio
2
Stöckler, Florian
2
Aquino, Juan Carlos
1
Ataurima Arellano, Miguel
1
Boca Saravia, Alexander
1
Castro Cepero, Luis M.
1
Collantes, Erika
1
Lengua Lafosse, Patricia
1
Ojeda Cunya, Junior Alex
1
Pardo Fidueroa, Renzo
1
Ramírez Rondán, Nelso
1
Ramírez-Carrera, Dionisio
1
Rodríguez Ostria, Gustavo
1
Romero, Indira
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Urbina, Dante A.
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Departamento de Economía, Pontificia Universidad Católica del Perú
1
Instituto de Estudios Sociales y Económicos <Cochabamba>
1
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
7
Documento de trabajo
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances on international economics
1
Applied economics
1
Documentos de Trabajo / Working Papers
1
Economic change & restructuring
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Graz economics papers : GEP
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Portuguese economic journal
1
Review of development finance
1
Revista de estudios económicos
1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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An empirical note about additive outliers and nonstationarity in Latin-American inflation series
Rodriguez, Gabriel
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 361-372
Persistent link: https://www.econbiz.de/10002080079
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
3
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415396
Saved in:
4
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
Saved in:
5
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
6
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
7
A note on the size of the ADF test with additive outliers and fractional errors : a reapraisal about the (non) stationarity of the Latin-American inflation series
Rodriguez, Gabriel
;
Ramirez, Dionisio
-
2013
Persistent link: https://www.econbiz.de/10010260191
Saved in:
8
The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates
Rodriguez, Gabriel
;
Romero, Indira
- In:
Applied economics
39
(
2007
)
19/21
,
pp. 2713-2722
Persistent link: https://www.econbiz.de/10003609414
Saved in:
9
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
10
The stationarity of the inflation in Latin-American countries reviewed when additive outliers are detected
Ramírez-Carrera, Dionisio
;
Rodriguez, Gabriel
- In:
Advances on international economics
,
(pp. 83-113)
.
2015
Persistent link: https://www.econbiz.de/10011445934
Saved in:
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