EconPapers    
Economics at your fingertips  
 

Details about Miguel Ataurima Arellano

E-mail:
Homepage:https://sites.google.com/pucp.pe/miguel-ataurima-arellano
Workplace: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 Arellano.

Last updated 2020-05-10. 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 (1)
  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
 
Page updated 2020-05-29