Daniel Velasquez

Maastricht University

Colombia

SCHOLARLY PAPERS

6

DOWNLOADS

216

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry

Number of pages: 30 Posted: 29 Feb 2020
Juan M. Lozada, Lina Cortes and Daniel Velasquez
Universidad EAFIT, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Maastricht University
Downloads 80 (377,368)

Abstract:

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Emerging Markets; GARCH event study; Latin America; Banking industry

2.

La Estructura a plazos de la tasa de interés y su interacción con variables macroeconómicas en Colombia. Un análisis de cointegración entre el 2005 y el 2016 (The Term Structure of the Interest Rate and Its Interaction With Macroeconomic Variables in Colombia. A Cointegration Analysis Between 2005 and 2016)

Number of pages: 42 Posted: 27 Aug 2018
Daniel Velasquez, Mateo and Santiago
Maastricht University, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Students and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF), Students
Downloads 64 (426,317)

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estructura a plazos de la tasa de interés, modelo de factores latentes, modelo de corrección de errores, cointegración

3.

A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets

Number of pages: 30 Posted: 31 Mar 2020
Daniel Velasquez, Andrés Mora-Valencia and Javier Perote
Maastricht University, Universidad de los Andes, Colombia - School of Management and University of Salamanca
Downloads 35 (547,710)

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Renewable energy, Traditional energy stocks, risk measures, skewed Student’s t

4.

An application of Lasso regression in Factor Augmented HAR models

Number of pages: 16 Posted: 13 Aug 2021
Daniel Velasquez
Maastricht University
Downloads 19 (648,174)

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HAR models; Realized Volatility; Forecasting; Lasso, Factor Augmented

5.

Value at Risk and Expected Shortfall Performance Versus Currents Regulation Applied to Colombian Exchange Rate Futures Market

Number of pages: 20 Posted: 24 Oct 2018
Daniel Velasquez and Andrés Mora-Valencia
Maastricht University and Universidad de los Andes, Colombia - School of Management
Downloads 15 (677,193)

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Value at Risk, Expected Shortfall, t-Student, Backtesting

6.

Public vs Private University: Evidence from ColombianNational Test Scores

Number of pages: 10 Posted: 30 Mar 2021
Daniel Velasquez
Maastricht University
Downloads 3 (771,160)

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