We estimate that about 10.6 percent of jobs could be done from home in Mexico, using 468 4-digit SINCO occupations and employment data in 2019. This is roughly half the estimate reported by Dingel and Neiman (2020) using teleworking criteria devised for the U.S. labor market. Owing to the...

This research paper presents statistical comparisons between two methods that are commonly used to estimate option implied Risk-Neutral Densities (RND). These are: 1) mixture of lognormals (MXL); and, 2) volatility function technique (VFT). The former is a parametric method whilst the latter is...