Details about Maria T. Gonzalez-Perez

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

Last updated 2026-01-14. Update your information in the RePEc Author Service.

Short-id: pgo918

Working Papers

2024

1. The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread
   Working Papers, Banco de España

2023

2. How to measure inFLAtion volatility. A note
   Working Papers, Banco de España

2021

3. Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector
   Working Papers, Banco de España

2020

4. Eurozone prices: a tale of convergence and divergence
   Working Papers, Banco de España
   See also Journal Article Eurozone prices: A tale of convergence and divergence, Economic Modelling, Elsevier (2023) View citations (2) (2023)

2011

5. Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (18)

Journal Articles

2025

1. VIX maturity interpolation
   Review of Derivatives Research, 2025, 28, (1), 1-40

2023

2. Eurozone prices: A tale of convergence and divergence
   Economic Modelling, 2023, 126, (C) View citations (2)
   See also Working Paper Eurozone prices: a tale of convergence and divergence, Working Papers (2020) (2020)

2022

3. A volatility index for the Spanish banking sector
   Economic Bulletin, 2022, (3/2022)
4. Un índice de volatilidad para el sector bancario español
   Boletín Económico, 2022, (3/2022)

2020

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

2015

8. Exploring Return Dynamics via Corridor Implied Volatility
   The Review of Financial Studies, 2015, 28, (10), 2902-2945 View citations (52)
9. Model-free volatility indexes in the financial literature: A review
   International Review of Economics & Finance, 2015, 40, (C), 141-159 View citations (33)

2013

10. Day-of-the-week effect on the VIX. A parsimonious representation
    The North American Journal of Economics and Finance, 2013, 25, (C), 243-260 View citations (12)

2011

11. The information content in a volatility index for Spain
    SERIEs: Journal of the Spanish Economic Association, 2011, 2, (2), 185-216 View citations (3)