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Details about Jose Gonzalo Rangel

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Workplace:Goldman Sachs

Access statistics for papers by Jose Gonzalo Rangel.

Last updated 2019-07-04. Update your information in the RePEc Author Service.

Short-id: pra223


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Working Papers

2012

  1. Capital Controls and Exchange Rate Expectations in Emerging Markets
    Working Papers, Banco de México Downloads View citations (2)

2010

  1. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009
    Working Papers, Banco de México Downloads View citations (1)

2009

  1. High and Low Frequency Correlations in Global Equity Markets
    Working Papers, Banco de México Downloads View citations (8)
  2. Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics
    Working Papers, Banco de México Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2011)
  3. The Factor-Spline-GARCH Model for High and Low Frequency Correlations
    Working Papers, Banco de México Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2011)

2005

  1. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes
    Working Papers, Czech National Bank Downloads View citations (31)

Journal Articles

2012

  1. Revisiting the effects of country specific fundamentals on sovereign default risk
    Economics Bulletin, 2012, 32, (4), 3008-3016 Downloads View citations (2)

2011

  1. Inflación, crecimiento y bienestar social
    Monetaria, 2011, XXXIV, (2), 125-196 Downloads
  2. Macroeconomic news, announcements, and stock market jump intensity dynamics
    Journal of Banking & Finance, 2011, 35, (5), 1263-1276 Downloads View citations (44)
    See also Working Paper (2009)
  3. The Factor--Spline--GARCH Model for High and Low Frequency Correlations
    Journal of Business & Economic Statistics, 2011, 30, (1), 109-124 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
    Review of Financial Studies, 2008, 21, (3), 1187-1222 Downloads View citations (289)
 
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