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Volatility
Peru
73
Volatilität
43
Theorie
41
Theory
41
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40
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40
Time series analysis
32
Zeitreihenanalyse
32
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Latin America
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Kapitaleinkommen
14
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13
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13
Estimation theory
13
Geldpolitik
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Kanada
13
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English
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Rodriguez, Gabriel
45
Alanya, Willy
4
Ojeda Cunya, Junior Alex
4
Abanto-Valle, Carlos A.
3
Garrafa-Aragón, Hernán B.
3
Humala A., Alberto
3
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2
Ataurima Arellano, Miguel
2
Calero, Roberto
2
Castillo B., Paul
2
Chávez, Paulo
2
Gonzáles Tanaka, José Carlos
2
Guillén, Ángel
2
Herrera Aramburú, Andrés
2
Manner, Hans
2
Salcedo Cisneros, Rodrigo
2
Stöckler, Florian
2
Tramontana, Roxana
2
Vassallo, Renato
2
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1
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1
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1
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1
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1
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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
11
Review of world economics
3
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
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ECONIS (ZBW)
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1
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
-
2009
Persistent link: https://www.econbiz.de/10003832799
Saved in:
2
Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Monetaria
32
(
2009
)
1
,
pp. 47-61
Persistent link: https://www.econbiz.de/10003947887
Saved in:
3
An application of a random level shifts model to the volatility of peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305878
Saved in:
4
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
5
Asymmetries in volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538600
Saved in:
6
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538601
Saved in:
7
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:
8
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:
9
The unemployment rate, unemployment volatility, and crime
Fallahi, Firouz
;
Pourtaghi, Hamed
;
Rodriguez, Gabriel
- In:
International journal of social economics
39
(
2012
)
5/6
,
pp. 440-448
Persistent link: https://www.econbiz.de/10009672915
Saved in:
10
Foreign exchange intervention and exchange rate volatility in Peru
Humala A., Alberto
;
Rodriguez, Gabriel
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1485-1491
Persistent link: https://www.econbiz.de/10008938899
Saved in:
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