publicaciones seleccionadas

• artículo

  • Volatility Spillovers Among Global Stock Markets: Measuring Total and Directional Effects 2019
  • Stock Market Volatility Spillovers: Evidence for Latin America 2017
  • Temporal Disaggregation: an Alternative Multivariate Methodology 2015
  • Desagregación temporal: una metodología multivariada alternativa 2013

• documento de trabajo

  • Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects 2017-01
  • Stock Market Volatility Spillovers: Evidence for Latin America 2016-05
  • Una metodología multivariada de desagregación temporal 2010-02