ECONOMÍA E HISTORIA ECONÓMICA
Departamento
Universidad EAFIT
Medellín, ColombiaPublicaciones en colaboración con investigadores/as de Universidad EAFIT (12)
2024
-
Basel III countercyclical bank capital buffer estimation and its relation to monetary policy
Journal of Economics and Business
2023
-
Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy
World Economy, Vol. 46, Núm. 9, pp. 2780-2807
-
The impact of the El Niño phenomenon on electricity prices in hydrologic-based production systems: A switching regime semi-nonparametric approach
Energy Science and Engineering
2022
-
Financial contagion drivers during recent global crises
Economic Modelling, Vol. 117
2021
-
Firm size and economic concentration: An analysis from a lognormal expansion
PLoS ONE, Vol. 16, Núm. 7 July
-
Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts
Energies, Vol. 14, Núm. 11
2020
-
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
North American Journal of Economics and Finance, Vol. 54
-
Uncertainty in electricity markets from a semi-nonparametric approach
Energy Policy, Vol. 137
2017
-
Measuring firm size distribution with semi-nonparametric densities
Physica A: Statistical Mechanics and its Applications, Vol. 485, pp. 35-47
2016
-
The productivity of top researchers: a semi-nonparametric approach
Scientometrics, Vol. 109, Núm. 2, pp. 891-915
2014
-
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis
Physica A: Statistical Mechanics and its Applications, Vol. 401, pp. 330-343
-
VaR performance during the subprime and sovereign debt crises: An application to emerging markets
Emerging Markets Review, Vol. 20, pp. 23-41