| . |
Benavides, Guillermo's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
3,915 |
Total
Citations
12 |
|
|
|
|
|
1.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
| Posted: |
|
24 Feb 02
|
|
Last Revised:
|
|
05 Oct 08
|
|
1,320
(5,902)
|
|
|
| |
|
| |
Agricultural commodities, BEKK model, multivariate GARCH, Samuelson hypothesis, theory of storage
|
|
|
2.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
| Posted: |
|
01 Nov 04
|
|
Last Revised:
|
|
09 Jul 08
|
|
781
(13,802)
|
4
|
|
| |
|
| |
Agricultural commodities, BEKK model, multivariate GARCH, Samuelson Hypothesis, theory of storage
|
|
|
3.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
| Posted: |
|
10 Oct 04
|
|
Last Revised:
|
|
17 Jul 08
|
|
310
(46,872)
|
3
|
|
| |
|
| |
Composite forecast models, exchange rates, multivariate GARCH, option implied volatility, volatility forecasting
|
|
|
4.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
|
309
(47,062)
|
|
|
| |
|
| |
bootstrapping, GARCH, interest rates, Mexico, Value at Risk, volatility persistence
|
|
|
5.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
|
277
(53,431)
|
|
|
| |
|
| |
Asymmetric volatility, bootstrapping, GARCH model, TARCH model, inflation, inflation-indexed futures, Mexico, Value at Risk, volatility persistence
|
|
|
6.
|
|
|
Benavides, Guillermo
Banco de Mexico Huidobro, Alberto
Bank of Mexico
|
| Posted: |
|
28 Jul 05
|
|
Last Revised:
|
|
20 Aug 08
|
|
229
(65,757)
|
|
|
| |
|
| |
Adoption incentives, bank credit, government-loan guarantees, Mexican banks
|
|
|
7.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
|
165
(90,740)
|
1
|
|
| |
|
| |
Composite forecast models, Exchange rates, Multivariate GARCH, Option implied
|
|
|
8.
|
|
|
Benavides, Guillermo
Banco de Mexico Mora, Israel
University of Essex
|
| Posted: |
|
25 Jan 07
|
|
Last Revised:
|
|
17 Nov 08
|
|
161
(92,837)
|
|
|
| |
|
| |
Currency option implied volatility, exchange rates, interest rates, parametric methods, non-parametric methods, risk-neutral densities
|
|
|
9.
|
|
|
Benavides, Guillermo
Banco de Mexico Snowden, Nicholas
Lancaster University - Department of Economics
|
|
141
(104,396)
|
2
|
|
| |
|
| |
Farmers, hedging incentives, subsidies, Mexico
|
|
|
10.
|
|
|
Benavides, Guillermo
Banco de Mexico Capistrán, Carlos
Banco de México
|
| Posted: |
|
29 Aug 08
|
|
Last Revised:
|
|
20 Jan 09
|
|
129
(112,483)
|
2
|
|
| |
|
| |
Composite Forecasts, Forecast Evaluation, GARCH, Implied volatility, Mexican Peso - U.S. Dollar Exchange Rate, Regime-Switching
|
|
|
11.
|
|
|
Benavides, Guillermo
Banco de Mexico
|
|
53
(197,209)
|
|
|
| |
|
| |
Exchange rate interventions, market expectations, Mexican Peso-USD Exchange Rate, Risk-Neutral Densities, Volatility Function Technique
|
|
|
12.
|
|
|
Benavides, Guillermo
Banco de Mexico Capistrán, Carlos
Banco de México
|
| Posted: |
|
02 May 10
|
|
Last Revised:
|
|
09 May 10
|
|
40
(222,056)
|
|
|
| |
|
| |
Corto, Granger causality, Multiple structural breaks, Multivariate volatility
|
|
|
13.
|
|
|
Abarca, Gustavo
Bank of Mexico Benavides, Guillermo
Banco de Mexico Rangel, Jose Gonzalo
Goldman Sachs Group, Inc. - Global Investment Research
|
| Posted: |
|
10 Mar 11
|
|
Last Revised:
|
|
26 Jun 12
|
|
|
|
|
| |
|
| |
Exchange Rates, Interest Rate Targeting, Market Expectations, Mexican Peso-U.S. Dollar Exchange Rate, Monetary Policy, Risk-Neutral Densities
|
|
|
14.
|
|
|
Turner, Paul
affiliation not provided to SSRN Benavides, Guillermo
Banco de Mexico
|
|
|
|
|
| |
|
| |
Demand for Money, Phillips Curve, Mexico.
|
|
