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