Details about Laura Marcela Capera Romero

Access statistics for papers by Laura Marcela Capera Romero.

Last updated 2025-11-13. Update your information in the RePEc Author Service.

Short-id: pca1493

Working Papers

2025

1. Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2024

2. Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2021

3. Non-Standard Errors
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) View citations (2) (2024)
4. The Effects of Usury Ceilings on Consumers Welfare: Evidence from the Microcredit Market in Colombia
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2020

5. Essays on competition, regulation and innovation in the banking industry
   Other publications TiSEM, Tilburg University, School of Economics and Management

2013

6. Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (11)
   See also Chapter Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano, Chapters, Banco de la Republica de Colombia (2015) View citations (7) (2015)

2012

7. Un Mapa de Riesgo de Crédito para el Sistema Financiero Colombiano
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia

2011

8. Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (5)
9. Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (6)
10. Un análisis del endeudamiento de los hogares
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (8)
11. Un índice de bancarización para Colombia
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia View citations (2)

Journal Articles

2025

1. Green gains: The impact of REITs' environmental performance on sustainability-linked loan interest rates
   Finance Research Letters, 2025, 71, (C)

2024

2. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390 View citations (2)
   See also Working Paper Non-Standard Errors, Post-Print (2021) (2021)

Books

2023

1. The Development of Microcredit in Colombia
   Books, Banco de la Republica de Colombia

Edited books

2022

1. El desarrollo del microcrédito en Colombia
   Books, Banco de la Republica de Colombia

Chapters

2015

1. Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano
   Chapter 18 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 559-616 View citations (7)
   See also Working Paper Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano, Banco de la Republica de Colombia (2013) View citations (11) (2013)