Raul Susmel

University of Houston - Department of Finance

Assistant Professor of Finance

Houston, TX 77204

United States

SCHOLARLY PAPERS

13

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3,440

SSRN CITATIONS
Rank 14,254

SSRN RANKINGS

Top 14,254

in Total Papers Citations

20

CROSSREF CITATIONS

63

Scholarly Papers (13)

Volatility and Cross Correlation Across Major Stock Markets

Number of pages: 34 Posted: 08 Feb 1998
Latha Ramchand and Raul Susmel
University of Houston and University of Houston - Department of Finance
Downloads 1,153 (22,430)
Citation 11

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Volatility and Cross Correlation Across Major Stock Markets

Journal of Empirical Economics
Posted: 15 Jun 1998
Latha Ramchand and Raul Susmel
University of Houston and University of Houston - Department of Finance

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2.

Testing the Trade-Off Theory of Capital Structure: A Kalman Filter Approach

Number of pages: 27 Posted: 30 Mar 2009
Tian Zhao and Raul Susmel
Invesco Aim Capital Management and University of Houston - Department of Finance
Downloads 470 (76,183)
Citation 3

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Dynamic trade-off theory, Kalman filter

Regime-Switching Stochastic Volatility and Short-Term Interest Rates

Number of pages: 37 Posted: 21 Jul 2001
Madhu Kalimipalli and Raul Susmel
Lazaridis School of Business and Economics, Wilfrid Laurier University and University of Houston - Department of Finance
Downloads 455 (78,434)
Citation 5

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Short-term interest rates, stochastic volatility, regime switching, MCMC methods, GARCH models

Regime Switching Stochastic Volatility and Short-Term Interest Rates

Posted: 06 Nov 2003
Madhu Kalimipalli and Raul Susmel
Lazaridis School of Business and Economics, Wilfrid Laurier University and University of Houston - Department of Finance

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4.

Returns on Adrs and Arbitrage in Emerging Markets

Number of pages: 33 Posted: 31 Aug 2003
University of Houston - Department of Finance, Merrimack College and University of Houston - Department of Finance
Downloads 410 (89,458)
Citation 4

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Emerging Markets, Arbitrage, Threshold AR Models

Arbitrage and Convergence: Evidence from Mexican Adrs

Number of pages: 39 Posted: 24 Jun 2005
Raul Susmel and Samuel Koumkwa
University of Houston - Department of Finance and University of Houston - Department of Finance
Downloads 308 (122,473)
Citation 1

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ADRs, Nonlinear Convergence, Arbitrage, ESTAR

Arbitrage and Convergence: Evidence from Mexican ADRs

Journal of Applied Economics, Vol 11, No. 2, pp. 399-425, November 2008
Posted: 21 Feb 2010
Samuel Koumkwa and Raul Susmel
University of Houston - Department of Finance and University of Houston - Department of Finance

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ADRs, nonlinear convergence, arbitrage, ESTAR

6.

Consolidation and Bank Performance: The Argentine Experience

IMF Working Paper No. 04/149
Number of pages: 33 Posted: 24 Jun 2005
Raul Susmel, Ritu Basu, David Marston and Pablo Druck
University of Houston - Department of Finance, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 256 (149,182)

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Bank Consolidation, Emerging Markets

Extreme Observations and Diversification in Latin American Emerging Markets

Number of pages: 23 Posted: 06 Jun 2001
Raul Susmel
University of Houston - Department of Finance
Downloads 187 (200,528)
Citation 1

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Extreme values, Portfolio diversification, safety first, emerging markets

Extreme Observations and Diversification in Latin American Emerging Markets

Posted: 16 Aug 2001
Raul Susmel
University of Houston - Department of Finance

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Extreme values, Portfolio diversification, safety first, emerging markets

8.

Price Discovery in Stock and Option Markets: A Portfolio Approach

Number of pages: 70 Posted: 16 May 2009
Jung Hwang and Raul Susmel
University of Houston - C.T. Bauer College of Business and University of Houston - Department of Finance
Downloads 109 (307,484)

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Price discovery, Information share, efficient stock prices, GMM

9.

Volatility Dependence and Contagion in Emerging Equity Markets

NBER Working Paper No. w8506
Number of pages: 43 Posted: 29 Sep 2001
Sebastian Edwards and Raul Susmel
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and University of Houston - Department of Finance
Downloads 47 (486,716)
Citation 5

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10.

Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s

NBER Working Paper No. w7813
Number of pages: 40 Posted: 26 Jul 2000 Last Revised: 09 May 2021
Sebastian Edwards and Raul Susmel
University of California, Los Angeles (UCLA) - Global Economics and Management (GEM) Area and University of Houston - Department of Finance
Downloads 45 (495,455)
Citation 2

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11.

Commercial Bank Stock Repurchases: Results and Policy Implications

Posted: 09 Aug 1999
Steven A. Kane and Raul Susmel
University of Houston - Department of Economics and University of Houston - Department of Finance

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12.

Volatility, Storage and Convenience: Evidence from Natural Gas Markets

Posted: 23 Aug 1998
Raul Susmel and Andrew C. Thompson
University of Houston - Department of Finance and Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law

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13.

Switching Volatility in International Equity Markets

Posted: 05 Jul 1998
Raul Susmel
University of Houston - Department of Finance

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