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Latin America
Peru
77
Volatility
49
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47
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42
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36
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36
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31
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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
Ataurima Arellano, Miguel
1
Boca Saravia, Alexander
1
Castro Cepero, Luis M.
1
Collantes, Erika
1
Lengua Lafosse, Patricia
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Ojeda Cunya, Junior Alex
1
Pardo Fidueroa, Renzo
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Ramírez-Carrera, Dionisio
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Departamento de Economía, Pontificia Universidad Católica del Perú
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
7
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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
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1
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1
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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 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:
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 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:
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
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
Saved in:
8
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
9
The effects of corruption on growth, human development and natural resources sector : empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries
Urbina, Dante A.
;
Rodriguez, Gabriel
- In:
Journal of economic studies
49
(
2022
)
2
,
pp. 346-363
Persistent link: https://www.econbiz.de/10013173404
Saved in:
10
Presidential approval in Peru : an empirical analysis using a fractionally cointegrated VAR
Boca Saravia, Alexander
;
Rodriguez, Gabriel
- In:
Economic change & restructuring
55
(
2022
)
3
,
pp. 1973-2010
Persistent link: https://www.econbiz.de/10013429430
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