Maria T. Gonzalez-Perez : Citation Profile

Banco de España

4

H index

4

i10 index

125

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 8
   Journals where Maria T. Gonzalez-Perez has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (1.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo918
   Updated: 2026-07-04    RAS profile: 2026-01-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Garcia-Hiernaux, Alfredo (3)

Guerrero, David (2)

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

Is cited by:

Andersen, Torben (8)

Fatum, Rasmus (5)

Sosvilla-Rivero, Simon (4)

Yamamoto, Yohei (4)

Fassas, Athanasios (4)

Campisi, Giovanni (4)

Xiu, Dacheng (3)

Skiadopoulos, George (3)

Baruník, Jozef (3)

Yao, Xingzhi (3)

Zhu, Guozhong (3)

Cites to:

Andersen, Torben (7)

Skiadopoulos, George (5)

Poon, Ser-Huang (4)

Martin, Ian (4)

Duca, John (4)

Koch, Christoffer (4)

Zhou, Hao (4)

Bollerslev, Tim (4)

Tauchen, George (4)

Clements, Adam (3)

Zakrajšek, Egon (3)

Main data

Where Maria T. Gonzalez-Perez has published?

Journals with more than one article published# docs
Economic Bulletin2
Boletn Econmico2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa4

Recent works citing Maria T. Gonzalez-Perez (2025 and 2024)

YearTitle of citing document
2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

Full description at Econpapers || Download paper

2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

Full description at Econpapers || Download paper

2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

Full description at Econpapers || Download paper

2026Information diversity, collusion of informed traders and asset prices. (2026). Xu, Yue ; Huang, Xiaohong ; Ni, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003165.

Full description at Econpapers || Download paper

2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

Full description at Econpapers || Download paper

2025Tail risk premium in the crude oil market. (2025). Li, Shenru. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001057.

Full description at Econpapers || Download paper

2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

Full description at Econpapers || Download paper

2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

Full description at Econpapers || Download paper

2024A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices. (2024). Muzzioli, Silvia ; Campisi, Giovanni ; de Baets, Bernard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:869-880.

Full description at Econpapers || Download paper

2025Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161.

Full description at Econpapers || Download paper

2024The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857.

Full description at Econpapers || Download paper

2025Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220.

Full description at Econpapers || Download paper

2024A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations. (2024). Schutte, Daniel ; Nhleko, Ronald. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241271172.

Full description at Econpapers || Download paper

2026The Role of Price‐Volatility Cojumps in Volatility Forecasting. (2026). Liao, Kefu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:931-951.

Full description at Econpapers || Download paper

Works by Maria T. Gonzalez-Perez:

YearTitleTypeCited
2011Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX In: CREATES Research Papers.
[Full Text][Citation analysis]		paper18
2020Factores de microestructura del mercado en la determinación del precio del petróleo In: Boletín Económico.
[Full Text][Citation analysis]		article0
2022Un índice de volatilidad para el sector bancario español In: Boletín Económico.
[Full Text][Citation analysis]		article0
2020Market microstructure factors in the determination of oil prices In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2022A volatility index for the Spanish banking sector In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2020Eurozone prices: a tale of convergence and divergence In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Eurozone prices: A tale of convergence and divergence.(2023) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector In: Working Papers.
[Full Text][Citation analysis]		paper0
2023How to measure inFLAtion volatility. A note In: Working Papers.
[Full Text][Citation analysis]		paper0
2024The impact of sovereign debt purchase programms. A case study: the Spanish-to-Portuguese bond yield spread In: Working Papers.
[Full Text][Citation analysis]		paper0
2020An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research In: Accounting and Finance.
[Full Text][Citation analysis]		article4
2013Day-of-the-week effect on the VIX. A parsimonious representation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2015Model-free volatility indexes in the financial literature: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article35
2025VIX maturity interpolation In: Review of Derivatives Research.
[Full Text][Citation analysis]		article0
2015Exploring Return Dynamics via Corridor Implied Volatility In: The Review of Financial Studies.
[Full Text][Citation analysis]		article53
2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team