Pedro Gurrola Perez
Names
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Pedro |
| last: |
Gurrola Perez |
Identifer
Contact
Affiliations
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World Federation of Exchanges
Research profile
author of:
- Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the M exican Market (RePEc:bla:intfin:v:15:y:2012:i:2:p:225-250)
by Renata Herrerías & Pedro Gurrola - Filtered historical simulation Value-at-Risk models and their competitors (RePEc:boe:boeewp:0525)
by Gurrola-Perez, Pedro & Murphy, David - The economics of distributed ledger technology for securities settlement (RePEc:boe:boeewp:0670)
by Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro - The impact of de-tiering in the United Kingdom’s large-value payment system (RePEc:boe:boeewp:0676)
by Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro - Securities settlement fails network and buy‑in strategies (RePEc:boe:boeewp:0821)
by Gurrola-Perez, Pedro & He, Jieshuang & Harper, Gary - Volatility patterns of short-term interest rate futures (RePEc:taf:eurjfi:v:27:y:2021:i:16:p:1604-1625)
by Pedro Gurrola-Perez & Renata Herrerias - Maturity effects in the Mexican interest rate futures market (RePEc:wly:jfutmk:v:31:y:2011:i:4:p:371-393)
by Pedro Gurrola & Renata Herrerías