Renata Herrerias

Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration

Professor of Finance

Rio Hondo No. 1

Progreso Tizapan

Mexico, D.F. 01080

Mexico

http://departamentodeadministracion.itam.mx/es

SCHOLARLY PAPERS

9

DOWNLOADS

1,371

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Ideas:
“  Households choices and savings for retirement  ”

Scholarly Papers (9)

1.

Financial Behavior and Degrees of Financial Inclusion

Number of pages: 50 Posted: 01 Dec 2020 Last Revised: 08 Jun 2023
Renata Herrerias and Cecilia M. O. Alvarez
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 299 (181,533)

Abstract:

Loading...

Household finance, Financial inclusion, Financial behavior

2.

Spillovers and Long Run Difussion of Non-Performing Loans Risk

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 29 Posted: 16 Sep 2011
Renata Herrerias and Jorge O. Moreno
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Faculty of Economics, UANL
Downloads 214 (252,628)

Abstract:

Loading...

Non-performing loans, credit risk, spillovers, systemic risk

3.

Anomalies in Emerging Markets: The Case of Mexico

Number of pages: 59 Posted: 05 Feb 2019 Last Revised: 05 Feb 2020
Polux Diaz Ruiz, Renata Herrerias and Aurelio Vasquez
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 199 (270,034)
Citation 2

Abstract:

Loading...

cross section of stock returns, anomalies, asset pricing, market efficiency

4.

Anomalies in the Mexican Interest Rate Futures Market

Number of pages: 25 Posted: 02 Jan 2007
Pedro Gurrola-Perez and Renata Herrerias
World Federation of Exchanges and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 169 (311,971)

Abstract:

Loading...

Interest rate futures, day-of-the-week effects, trading patterns

5.

Non-Bank Finance-Companies in Mexico: Liquidity Shock or Deregulation?

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 34 Posted: 04 Sep 2012 Last Revised: 21 Jun 2013
Jose M. Berrospide and Renata Herrerias
Board of Governors of the Federal Reserve System and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 135 (374,828)
Citation 1

Abstract:

Loading...

financial crisis, liquidity shock, funding shock, non-bank finance companies

6.

Monetary Policy Announcements and Interest Rates Volatility: Evidence from the Mexican TIIE Futures Market

Number of pages: 27 Posted: 09 Feb 2009
Pedro Gurrola-Perez and Renata Herrerias
World Federation of Exchanges and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 123 (402,572)

Abstract:

Loading...

interest rates futures, monetary policy, TIIE futures

7.

Volatility patterns of short-term interest rate futures

Number of pages: 42 Posted: 30 Oct 2017 Last Revised: 20 Jan 2021
Pedro Gurrola-Perez and Renata Herrerias
World Federation of Exchanges and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 114 (425,788)

Abstract:

Loading...

Short-term interest rates futures, maturity effect, volatility, term structure interest rates

8.

Institutional Design of Pension Systems and Individual Behavior: How do Households Respond?

Number of pages: 50 Posted: 01 May 2019
Renata Herrerias and Guillermo Zamarripa
Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration and Instituto Tecnológico Autónomo de México (ITAM)
Downloads 67 (593,656)

Abstract:

Loading...

Pensions, DC pension system, institutional design, household behavior

9.

Realized Semibetas and International Stock Return Predictability

Number of pages: 15 Posted: 02 Sep 2023 Last Revised: 18 Nov 2023
Diego Amaya, Renata Herrerias, Fernando Perez and Aurelio Vasquez
Wilfrid Laurier University, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, affiliation not provided to SSRN and Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration
Downloads 51 (676,854)

Abstract:

Loading...

Downside risk, Semicovariances, Semibetas, Global and local risk, Cross-sectional return variation, Risk premium, Mexican stock market