Details about Maria T. Gonzalez-Perez

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

Last updated 2024-06-10. Update your information in the RePEc Author Service.

Short-id: pgo918

Working Papers

2023

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

2021

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

2020

3. 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

4. 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

2023

1. 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

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

2020

4. 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)
5. Factores de microestructura del mercado en la determinación del precio del petróleo
   Boletín Económico, 2020, (3/2020)
6. Market microstructure factors in the determination of oil prices
   Economic Bulletin, 2020, (3/2020)

2015

7. Exploring Return Dynamics via Corridor Implied Volatility
   The Review of Financial Studies, 2015, 28, (10), 2902-2945 View citations (49)
8. Model-free volatility indexes in the financial literature: A review
   International Review of Economics & Finance, 2015, 40, (C), 141-159 View citations (33)

2013

9. 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 (10)

2011

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