Details about Gregorio A. Vargas

Access statistics for papers by Gregorio A. Vargas.

Last updated 2020-06-13. Update your information in the RePEc Author Service.

Short-id: pva233

Working Papers

2008

1. What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
   MPRA Paper, University Library of Munich, Germany View citations (17)

2006

2. An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
   MPRA Paper, University Library of Munich, Germany View citations (3)

2005

3. Macroeconomic Determinants of the Movement of the Yield Curve
   MPRA Paper, University Library of Munich, Germany View citations (2)