Maria T. Gonzalez-Perez : Citation Profile

Are you Maria T. Gonzalez-Perez?

Banco de España

4

H index

3

i10 index

115

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 9
   Journals where Maria T. Gonzalez-Perez has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 1 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo918
   Updated: 2024-11-04    RAS profile: 2024-06-10    
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Relations with other researchers

Works with:

Garcia-Hiernaux, Alfredo (3)

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)

Fassas, Athanasios (4)

Yamamoto, Yohei (4)

Zhu, Guozhong (3)

Campisi, Giovanni (3)

Xiu, Dacheng (3)

Maghyereh, Aktham (3)

Baruník, Jozef (3)

Skiadopoulos, George (3)

Cites to:

Andersen, Torben (6)

Skiadopoulos, George (5)

Koch, Christoffer (4)

Zhou, Hao (4)

Duca, John (4)

Bollerslev, Tim (4)

Poon, Ser-Huang (4)

Tauchen, George (4)

Clements, Adam (3)

Bordo, Michael (3)

Ishida, Isao (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 Espaa3

Recent works citing Maria T. Gonzalez-Perez (2024 and 2023)

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

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2023.

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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.

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2023On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236.

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2023Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571.

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

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

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2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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2023GARCH option pricing with volatility derivatives. (2023). Park, Yang-Ho ; Oh, Dong Hwan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002989.

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2023The jump leverage risk premium. (2023). Todorov, Viktor ; Bollerslev, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001630.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

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2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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2023Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01167-y.

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2023Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

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2023ESG as protection against downside risk. (2023). Stefanova, Denitsa ; Oladiran, Tobi ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:285370.

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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]		paper0
2023Eurozone prices: A tale of convergence and divergence.(2023) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		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
2020An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2013Day-of-the-week effect on the VIX. A parsimonious representation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2015Model-free volatility indexes in the financial literature: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article33
2015Exploring Return Dynamics via Corridor Implied Volatility In: The Review of Financial Studies.
[Full Text][Citation analysis]		article50
2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]		article3

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