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Details about Maria T. Gonzalez-Perez

E-mail:
Homepage:https://m-gonzalezperez.wixsite.com/home
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Maria T. Gonzalez-Perez.

Last updated 2021-03-29. Update your information in the RePEc Author Service.

Short-id: pgo918


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Working Papers

2020

  1. Eurozone prices: a tale of convergence and divergence
    Working Papers, Banco de España Downloads

2011

  1. Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (5)

Journal Articles

2020

  1. An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research
    Accounting and Finance, 2020, 60, (4), 3905-3933 Downloads
  2. Factores de microestructura del mercado en la determinación del precio del petróleo
    Boletín Económico, 2020, (3/2020), 13 pages Downloads
  3. Market microstructure factors in the determination of oil prices
    Economic Bulletin, 2020, (3/2020), 13 pages Downloads

2015

  1. Exploring Return Dynamics via Corridor Implied Volatility
    Review of Financial Studies, 2015, 28, (10), 2902-2945 Downloads View citations (24)
  2. Model-free volatility indexes in the financial literature: A review
    International Review of Economics & Finance, 2015, 40, (C), 141-159 Downloads View citations (20)

2013

  1. Day-of-the-week effect on the VIX. A parsimonious representation
    The North American Journal of Economics and Finance, 2013, 25, (C), 243-260 Downloads View citations (6)

2011

  1. The information content in a volatility index for Spain
    SERIEs: Journal of the Spanish Economic Association, 2011, 2, (2), 185-216 Downloads View citations (2)
 
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