Esther Basilia del
Brío González
Catedrática de Universidad
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Universidad de Los Andes
Bogotá, ColombiaPublications in collaboration with researchers from Universidad de Los Andes (4)
2021
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Corporate management and insider trading. The concentration of property as a moderating variable for controlling roles on boards
Cuadernos de Administracion, Vol. 34
2020
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Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall
International Review of Financial Analysis, Vol. 70
2019
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Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
European Journal of Finance, Vol. 25, Núm. 17, pp. 1746-1764
2017
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The kidnapping of Europe: High-order moments' transmission between developed and emerging markets
Emerging Markets Review, Vol. 31, pp. 96-115