EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Miguel Ataurima

Homepage:http://miguelataurima.com/
Postal address:15037
Workplace:Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (Andean Development Corporation - Development Bank of Latin America), (more information at EDIRC)
Departamento de Economía (Department of Economics), Pontificia Universidad Católica del Perú (Catholic Pontifical University of Peru), (more information at EDIRC)

Access statistics for papers by Miguel Ataurima.

Last updated 2024-09-07. Update your information in the RePEc Author Service.

Short-id: pat117

Jump to Journal Articles

Working Papers

2017

  1. Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú Downloads View citations (2)
  2. Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú Downloads

Journal Articles

2024

  1. Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models
    Journal of International Money and Finance, 2024, 142, (C) Downloads

2023

  1. Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models
    Structural Change and Economic Dynamics, 2023, 64, (C), 314-332 Downloads View citations (1)

2020

  1. Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
    The North American Journal of Economics and Finance, 2020, 52, (C) Downloads View citations (2)

2019

  1. Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors
    Journal of Economic Studies, 2019, 46, (3), 533-563 Downloads
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2024-10-04