Maria T. Gonzalez-Perez : Citation Profile

Banco de España

4

H index

4

i10 index

125

Citations

RESEARCH PRODUCTION:

10

Articles

4

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 10
   Journals where Maria T. Gonzalez-Perez has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 1 (0.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo918
   Updated: 2025-12-27    RAS profile: 2024-06-10    
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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)

Campisi, Giovanni (4)

Yamamoto, Yohei (4)

Fassas, Athanasios (4)

Sosvilla-Rivero, Simon (4)

Skiadopoulos, George (3)

Zhu, Guozhong (3)

Maghyereh, Aktham (3)

Baruník, Jozef (3)

Yao, Xingzhi (3)

Cites to:

Andersen, Torben (6)

Skiadopoulos, George (5)

Tauchen, George (4)

Bollerslev, Tim (4)

Koch, Christoffer (4)

Zhou, Hao (4)

Duca, John (4)

Poon, Ser-Huang (4)

Bordo, Michael (3)

Rogers, John (3)

Cao, Charles (3)

Main data

Where Maria T. Gonzalez-Perez has published?

Journals with more than one article published# docs
Economic Bulletin2
Boletín Económico2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de España3

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

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.

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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.

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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.

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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.

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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.

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2025VIX maturity interpolation. (2025). Gonzalez-Perez, Maria T ; Andersen, Torben G ; Bondarenko, Oleg. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09210-x.

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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.

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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]		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
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]		article11
2015Model-free volatility indexes in the financial literature: A review In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article34
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

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