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Details about Pedro Gurrola Perez

E-mail:
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Pedro Gurrola Perez.

Last updated 2017-09-25. Update your information in the RePEc Author Service.

Short-id: pgu582


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Working Papers

2017

  1. The economics of distributed ledger technology for securities settlement
    Bank of England working papers, Bank of England Downloads View citations (6)
  2. The impact of de-tiering in the United Kingdom’s large-value payment system
    Bank of England working papers, Bank of England Downloads

2015

  1. Filtered historical simulation Value-at-Risk models and their competitors
    Bank of England working papers, Bank of England Downloads

Journal Articles

2012

  1. Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the M exican Market
    International Finance, 2012, 15, (2), 225-250 Downloads View citations (2)

2011

  1. Maturity effects in the Mexican interest rate futures market
    Journal of Futures Markets, 2011, 31, (4), 371-393 Downloads View citations (2)
 
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