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Details about Miguel Ataurima Arellano

E-mail:
Homepage:http://miguelataurima.com/
Phone:51988505268
Postal address:Rubens 289. Dpto E. San Borja Lima 15037
Workplace:Departamento de Economía (Department of Economics), Pontificia Universidad Católica del Perú (Catholic Pontifical University of Peru), (more information at EDIRC)
Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (Andean Development Corporation - Development Bank of Latin America), (more information at EDIRC)

Access statistics for papers by Miguel Ataurima Arellano.

Last updated 2021-04-10. Update your information in the RePEc Author Service.

Short-id: pat117


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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

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

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
 
Page updated 2021-05-09