Raul Susmel

University of Houston - Department of Finance

Assistant Professor of Finance

Houston, TX 77204

United States

SCHOLARLY PAPERS

13

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3,332

CITATIONS
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SSRN RANKINGS

Top 10,358

in Total Papers Citations

75

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 1,123 (17,707)
Citation 4

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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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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 446 (62,764)
Citation 3

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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

Journal of Empirical Finance, Forthcoming
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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3.

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 430 (66,242)

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Dynamic trade-off theory, Kalman filter

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 405 (71,262)
Citation 1

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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 304 (98,126)
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 245 (123,923)

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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 185 (161,992)
Citation 1

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Extreme values, Portfolio diversification, safety first, emerging markets

Extreme Observations and Diversification in Latin American Emerging Markets

Forthcoming in Journal of International Money and Finance
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 107 (251,437)

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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 45 (403,252)
Citation 1

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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: 02 Apr 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 42 (414,208)
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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