Maria T. Gonzalez-Perez
Names
| first: | Maria T. |
| last: | Gonzalez-Perez |
Identifer
| RePEc Short-ID: | pgo918 |
Contact
| homepage: | https://m-gonzalezperez.wixsite.com/home |
Affiliations
-
Banco de España
- EDIRC entry
- location:
Research profile
author of:
- Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX (RePEc:aah:create:2011-49)
by Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez - Factores de microestructura del mercado en la determinación del precio del petróleo (RePEc:bde:joures:y:2020:i:09:d:aa:n:21)
by Carlos González Pedraz & María Teresa González Pérez - Un índice de volatilidad para el sector bancario español (RePEc:bde:joures:y:2022:i:03:d:aa:n:15)
by María T. Gonzalez-Perez - Market microstructure factors in the determination of oil prices (RePEc:bde:journl:y:2020:i:09:d:aa:n:21)
by Carlos González Pedraz & María Teresa González Pérez - A volatility index for the Spanish banking sector (RePEc:bde:journl:y:2022:i:03:d:aa:n:15)
by Maria T. Gonzalez-Perez - Eurozone prices: a tale of convergence and divergence (RePEc:bde:wpaper:2010)
by Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero - Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector (RePEc:bde:wpaper:2128)
by María T. González-Pérez - How to measure inFLAtion volatility. A note (RePEc:bde:wpaper:2314)
by Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero - An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research (RePEc:bla:acctfi:v:60:y:2020:i:4:p:3905-3933)
by Juana Aledo Martínez & Juan Manuel García Lara & María T. González Pérez & Christos A. Grambovas - Eurozone prices: A tale of convergence and divergence (RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304)
by Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E. - Day-of-the-week effect on the VIX. A parsimonious representation (RePEc:eee:ecofin:v:25:y:2013:i:c:p:243-260)
by Gonzalez-Perez, Maria T. & Guerrero, David E. - Model-free volatility indexes in the financial literature: A review (RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159)
by Gonzalez-Perez, Maria T. - Exploring Return Dynamics via Corridor Implied Volatility (RePEc:oup:rfinst:v:28:y:2015:i:10:p:2902-2945.)
by Torben G. Andersen & Oleg Bondarenko & Maria T. Gonzalez-Perez - The information content in a volatility index for Spain (RePEc:spr:series:v:2:y:2011:i:2:p:185-216)
by Maria Gonzalez-Perez & Alfonso Novales