Pedro Gurrola Perez : Citation Profile

Are you Pedro Gurrola Perez?

World Federation of Exchanges

3

H index

2

i10 index

49

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 4
   Journals where Pedro Gurrola Perez has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu582
   Updated: 2024-04-18    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pedro Gurrola Perez.

Is cited by:

Koeppl, Thorsten (3)

Chiu, Jonathan (3)

Auer, Raphael (3)

Hallin, Marc (2)

girardin, eric (2)

Paulick, Jan (2)

Berndsen, Ron (2)

Garcia Herrero, Alicia (2)

Trucíos, Carlos (2)

Jagtiani, Julapa (1)

Garratt, Rodney (1)

Cites to:

Garratt, Rodney (6)

Schanz, Jochen (3)

Benos, Evangelos (3)

Devriese, Johan (3)

Zimmerman, Peter (3)

Rochet, Jean (2)

merrouche, ouarda (2)

Tirole, Jean (2)

Bech, Morten (2)

Lasaosa, Ana (2)

battiston, stefano (2)

Main data

Where Pedro Gurrola Perez has published?

Recent works citing Pedro Gurrola Perez (2024 and 2023)

YearTitle of citing document
2023A closed form model-free approximation for the Initial Margin of option portfolios. (2023). Mingone, Arianna ; Martini, Claude. In: Papers. RePEc:arx:papers:2306.16346.

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2023Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach. (2023). Trucíos, Carlos ; Hallin, Marc ; Trucios, Carlos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:1-15.

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2023Economics of blockchain-based securities settlement. (2023). Jang, Huisu ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002288.

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2023.

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2023.

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Works by Pedro Gurrola Perez:

YearTitleTypeCited
2012Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the M exican Market In: International Finance.
[Full Text][Citation analysis]		article2
2015Filtered historical simulation Value-at-Risk models and their competitors In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2017The economics of distributed ledger technology for securities settlement In: Bank of England working papers.
[Full Text][Citation analysis]		paper23
2017The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers.
[Full Text][Citation analysis]		paper2
2019Securities settlement fails network and buy?in strategies In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2021Volatility patterns of short-term interest rate futures In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2011Maturity effects in the Mexican interest rate futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team