Details about Lina M. Cortés

Access statistics for papers by Lina M. Cortés.

Last updated 2024-09-10. Update your information in the RePEc Author Service.

Short-id: pco674

Working Papers

2021

1. Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions
   Documentos de Trabajo de Valor Público, Universidad EAFIT

2020

2. Firm size and economic concentration: An analysis from lognormal expansion
   Documentos de Trabajo de Valor Público, Universidad EAFIT
   See also Journal Article Firm size and economic concentration: An analysis from a lognormal expansion, PLOS ONE, Public Library of Science (2021) View citations (1) (2021)
3. Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts
   Documentos de Trabajo de Valor Público, Universidad EAFIT
   See also Journal Article Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts, Energies, MDPI (2021) View citations (3) (2021)
4. The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry
   Documentos de Trabajo de Valor Público, Universidad EAFIT

2019

5. Firm size and concentration inequality: A flexible extension of Gibrat’s law
   Documentos de Trabajo de Valor Público, Universidad EAFIT
6. Modeling of electrical energy demand: beyond normality
   Documentos de Trabajo de Valor Público, Universidad EAFIT
7. Modeling the electricity spot price with switching regime semi-nonparametric distributions
   Documentos de Trabajo de Valor Público, Universidad EAFIT
8. Uncertainty in Electricity Markets from a seminonparametric Approach
   Documentos de Trabajo de Valor Público, Universidad EAFIT
   See also Journal Article Uncertainty in electricity markets from a semi-nonparametric approach, Energy Policy, Elsevier (2020) View citations (10) (2020)

2017

9. Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach
   Documentos de Trabajo de Valor Público, Universidad EAFIT
10. Measuring firm size distribution with semi-nonparametric densities
    Documentos de Trabajo de Valor Público, Universidad EAFIT View citations (15)
    See also Journal Article Measuring firm size distribution with semi-nonparametric densities, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (14) (2017)

2016

11. Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance
    Documentos de Trabajo de Valor Público, Universidad EAFIT
    See also Journal Article Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance, Emerging Markets Finance and Trade, Taylor & Francis Journals (2017) View citations (1) (2017)
12. The productivity of top researchers: A semi-nonparametric approach
    Documentos de Trabajo de Valor Público, Universidad EAFIT View citations (14)
    See also Journal Article The productivity of top researchers: a semi-nonparametric approach, Scientometrics, Springer (2016) View citations (13) (2016)

2015

13. Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets
    Documentos de Trabajo de Valor Público, Universidad EAFIT
14. Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines
    Documentos de Trabajo de Valor Público, Universidad EAFIT View citations (3)

2012

15. Aplicación del modelo gravitacional al impacto del gobierno corporativo en las fusiones y adquisiciones en Latinoamérica
    Documentos de Trabajo de Valor Público, Universidad EAFIT
16. Waves and determinants in the activity of Mergers and Acquisitions: The Case of Latin America
    Documentos de Trabajo de Valor Público, Universidad EAFIT View citations (1)

Journal Articles

2024

1. Basel III countercyclical bank capital buffer estimation and its relation to monetary policy
   Journal of Economics and Business, 2024, 130, (C)

2023

2. Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy
   The World Economy, 2023, 46, (9), 2780-2807

2022

3. Financial contagion drivers during recent global crises
   Economic Modelling, 2022, 117, (C) View citations (12)

2021

4. Firm size and economic concentration: An analysis from a lognormal expansion
   PLOS ONE, 2021, 16, (7), 1-21 View citations (1)
   See also Working Paper Firm size and economic concentration: An analysis from lognormal expansion, Documentos de Trabajo de Valor Público (2020) (2020)
5. Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts
   Energies, 2021, 14, (11), 1-26 View citations (3)
   See also Working Paper Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts, Documentos de Trabajo de Valor Público (2020) (2020)
6. Modelización de la demanda de energía eléctrica: más allá de la normalidad || Electrical energy demand modeling: beyond normality
   Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2021, 32, (1), 83-98

2020

7. Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
   The North American Journal of Economics and Finance, 2020, 54, (C) View citations (2)
8. Uncertainty in electricity markets from a semi-nonparametric approach
   Energy Policy, 2020, 137, (C) View citations (10)
   See also Working Paper Uncertainty in Electricity Markets from a seminonparametric Approach, Documentos de Trabajo de Valor Público (2019) (2019)

2018

9. Fusiones y adquisiciones en América Latina: un análisis de los factores macroeconómicos
   Revista ESPE - Ensayos sobre Política Económica, 2018, 36, (86), 178–192
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2018, 36, (86), 178-192 (2018)

2017

10. Measuring firm size distribution with semi-nonparametric densities
    Physica A: Statistical Mechanics and its Applications, 2017, 485, (C), 35-47 View citations (14)
    See also Working Paper Measuring firm size distribution with semi-nonparametric densities, Documentos de Trabajo de Valor Público (2017) View citations (15) (2017)
11. Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance
    Emerging Markets Finance and Trade, 2017, 53, (10), 2179-2198 View citations (1)
    See also Working Paper Mergers and Acquisitions in Latin America: Industrial Productivity and Corporate Governance, Documentos de Trabajo de Valor Público (2016) (2016)
12. Waves and Determinants in Mergers and Acquisitions: The Case of Latin America
    Emerging Markets Finance and Trade, 2017, 53, (7), 1667-1690 View citations (5)

2016

13. The productivity of top researchers: a semi-nonparametric approach
    Scientometrics, 2016, 109, (2), 891-915 View citations (13)
    See also Working Paper The productivity of top researchers: A semi-nonparametric approach, Documentos de Trabajo de Valor Público (2016) View citations (14) (2016)

2014

14. Fusiones y adquisiciones en Latinoamérica, gobierno corporativo y modelo gravitacional
    Journal of Economics, Finance and Administrative Science, 2014, 19, (37), 108-117