A maximum likelihood method for estimating the power-law exponent verifies that the positive and negative tails of the Colombian stock market index (IGBC) and the Colombian peso exchange rate (TRM) approximate a scale-free distribution, whereas none of t
Three methodologies to estimate the natural interest rate, NIR, are implemented for the Colombian ec...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
This paper estimates Bejarano and Charry (2014)’s small open economy with financial frictions model ...
A maximum likelihood method for estimating the power-law exponent verifies that the positive and neg...
In this study, we analyzed whether daily returns of Brent crude oil, dollar/yen foreign exchange, Do...
Abstract. Ample evidence exists documenting the fat-tailed character of returns in finan-cial market...
This thesis will first criticize standard financial theory. The focus will be on return distribution...
There are different methods to measure the volatility regarding clustering in financial series, in w...
There are many studies published in the literature on stylized facts in financial time series. Howev...
ABSTRACT. Three methodologies to estimate the natural interest rate, NIR, are imple-mented for the C...
There are different methods to measure the volatility regarding clustering in financial series, in w...
In this paper, we propose a methodology for calculating a leading index of the economic activity bas...
This article, which is the second issue, presents an application of asymmetric EGARCH model to study...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
Using data for the peso-dollar exchange rate and the Colombian stock exchange index we illustrate fo...
Three methodologies to estimate the natural interest rate, NIR, are implemented for the Colombian ec...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
This paper estimates Bejarano and Charry (2014)’s small open economy with financial frictions model ...
A maximum likelihood method for estimating the power-law exponent verifies that the positive and neg...
In this study, we analyzed whether daily returns of Brent crude oil, dollar/yen foreign exchange, Do...
Abstract. Ample evidence exists documenting the fat-tailed character of returns in finan-cial market...
This thesis will first criticize standard financial theory. The focus will be on return distribution...
There are different methods to measure the volatility regarding clustering in financial series, in w...
There are many studies published in the literature on stylized facts in financial time series. Howev...
ABSTRACT. Three methodologies to estimate the natural interest rate, NIR, are imple-mented for the C...
There are different methods to measure the volatility regarding clustering in financial series, in w...
In this paper, we propose a methodology for calculating a leading index of the economic activity bas...
This article, which is the second issue, presents an application of asymmetric EGARCH model to study...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
Using data for the peso-dollar exchange rate and the Colombian stock exchange index we illustrate fo...
Three methodologies to estimate the natural interest rate, NIR, are implemented for the Colombian ec...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
This paper estimates Bejarano and Charry (2014)’s small open economy with financial frictions model ...
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