Publicaciones recientes de los profesores académicos
• “The Three-Factor Model: A Practitioner’s Guide”. Javier Estrada. En Journal of Applied Corporate Finance. Publicado: 2011.
• “Contemporaneous-Threshold Smooth Transition GARCH Models”. Michael J. Dueker, Zacharias Psaradakis, Martín Solá y Fabio Spagnolo. En Studies in Nonlinear Dynamics & Econometrics. Publicado: 2011.
• “The Elusive Costs of Sovereign Defaults”. Eduardo Levy Yeyati y Ugo Panizza. En Journal of Development Economics. Publicado: 2011.
• “Sovereign Borrowing by Developing Countries: What Determines Market Access?”. R. Gaston Gelos, Ratna Sahay y Guido Sandleris. En Journal of International Economics. Publicado: 2011.
• “Swap Rate Variance Swaps”. Nicolás Merener. En Quantitative Finance. Publicado: 2010.
• “The Beta Dilemma in Emerging Markets”. Luis E. Pereiro. En Journal of Applied Corporate Finance. Publicado: 2010.
• “On the Endogeneity of Exchange Rate Regimes”. Eduardo Levy Yeyati, Federico Sturzenegger e Iliana Reggio. En European Economic Review. Publicado: 2010.
• “Financial Innovation and the Transactions Demand for Cash”. Fernando Álvarez y Francesco Lippi. En Econometrica. Publicado: 2009.
• “On the Sluggish Response of Prices to Money in an Inventory Theoretic Model of Money Demand”. Fernando Álvarez, Andrew Atkeson y Chris Edmond. En The Quarterly Journal of Economics. Publicado: 2009.
• “Libor Volatility Derivatives”. Nicolás Merener. En Modelling Interest Rates: Advances in Derivatives Pricing, F. Mercurio, ed. (Risk Books, London). Publicado: 2009.
• “Momentum and Mean Reversion in Strategic Asset Allocation”. Ralph S. J. Koijen, Juan Carlos Rodríguez, Alessandro Sbuelz. En Management Science. Publicado: 2009.