Details about Alberto Humala

Access statistics for papers by Alberto Humala.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: phu256

Working Papers

2019

1. Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru
   Working Papers, Banco Central de Reserva del Perú View citations (2)

2011

2. A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION
   Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú
   See also Journal Article A factorial decomposition of inflation in Peru: an alternative measure of core inflation, Applied Economics Letters, Taylor & Francis Journals (2012) View citations (2) (2012)
3. ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU
   Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú View citations (2)
   Also in Working Papers, Banco Central de Reserva del Perú (2009) View citations (5)
4. Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru
   Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú View citations (10)
   Also in Working Papers, Banco Central de Reserva del Perú (2010) View citations (1)
   See also Journal Article Some stylized facts of return in the foreign exchange and stock markets in Peru, Studies in Economics and Finance, Emerald Group Publishing Limited (2013) View citations (16) (2013)

2009

5. Foreign Exchange Intervention and Exchange Rate Volatility in Peru
   Working Papers, Banco Central de Reserva del Perú View citations (8)
   See also Journal Article Foreign exchange intervention and exchange rate volatility in Peru, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (32) (2010)

2007

6. Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006)
   Working Papers, Banco Central de Reserva del Perú View citations (12)

2006

7. Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case
   Working Papers, Banco Central de Reserva del Perú View citations (1)

Journal Articles

2023

1. Gestión corporativa del riesgo cambiario e impacto del COVID-19
   Revista Moneda, 2023, (193), 11-19
2. Participantes del mercado y flujos cambiarios en el Perú
   Revista Moneda, 2023, (196), 10-18

2020

3. Programas de apoyo al crédito por el COVID-19: Experiencia internacional
   Revista Moneda, 2020, (183), 14-20 View citations (1)

2017

4. Dolarización, volatilidad cambiaria y retos para la operatividad de la política monetaria
   Revista Moneda, 2017, (169), 8-12 View citations (1)
5. Operaciones Forward de monedas y presiones cambiarias
   Revista Moneda, 2017, (171), 11-15

2013

6. Some stylized facts of return in the foreign exchange and stock markets in Peru
   Studies in Economics and Finance, 2013, 30, (2), 139-158 View citations (16)
   See also Working Paper Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru, Documentos de Trabajo / Working Papers (2011) View citations (10) (2011)

2012

7. A factorial decomposition of inflation in Peru: an alternative measure of core inflation
   Applied Economics Letters, 2012, 19, (14), 1331-1334 View citations (2)
   See also Working Paper A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION, Documentos de Trabajo / Working Papers (2011) (2011)
8. Regime Shifts and Inflation Uncertainty in Peru
   Journal of Applied Economics, 2012, 15, (1), 71-87 View citations (6)
   Also in Journal of Applied Economics, 2012, 15, 71-87 (2012) View citations (13)

2011

9. Swaps de incumplimiento de crédito (Credit Default Swaps)
   Revista Moneda, 2011, (147), 15-18
10. Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú
    Revista Moneda, 2011, (147), 24-27

2010

11. Foreign exchange intervention and exchange rate volatility in Peru
    Applied Economics Letters, 2010, 17, (15), 1485-1491 View citations (32)
    See also Working Paper Foreign Exchange Intervention and Exchange Rate Volatility in Peru, Working Papers (2009) View citations (8) (2009)

2009

12. Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú
    Monetaria, 2009, XXXII, (1), 47-61

2008

13. South American disinflation and regime switches: unobserved volatility components?
    Monetaria, 2008, XXXI, (3), 405-425

2007

14. Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú
    Revista Estudios Económicos, 2007, (14), 77-106 View citations (4)

2005

15. Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina
    Applied Financial Economics, 2005, 15, (2), 77-94 View citations (16)

1997

16. El mercado bursátil peruano y la hipótesis del mercado eficiente
    Revista Estudios Económicos, 1997, (1), 73-92