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Jose Gonzalo Rangel

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This is information that was supplied by Jose Rangel in registering through RePEc. If you are Jose Gonzalo Rangel , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jose
Middle Name: Gonzalo
Last Name: Rangel
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RePEc Short-ID: pra223

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Affiliation

Goldman Sachs (Goldman Sachs)
Homepage: http://www2.goldmansachs.com/
Location: United States, New York

Works

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Working papers

  1. Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
  2. Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides, 2010. "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers 2010-17, Banco de México.
  3. Robert F. Engle & José Gonzalo Rangel, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  4. José Gonzalo Rangel, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
  5. Jose Gonzalo Rangel & Robert F. Engle, 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  6. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department.

Articles

  1. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
  2. Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011. "Inflación, crecimiento y bienestar social," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 125-196, abril-jun.
  3. Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  4. Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-10-06
  2. NEP-BEC: Business Economics (1) 2006-06-10
  3. NEP-CBA: Central Banking (2) 2011-01-03 2012-10-06. Author is listed
  4. NEP-ECM: Econometrics (3) 2006-06-10 2009-03-14 2009-12-19. Author is listed
  5. NEP-ETS: Econometric Time Series (3) 2006-06-10 2009-03-14 2009-12-19. Author is listed
  6. NEP-FOR: Forecasting (1) 2006-06-10
  7. NEP-IFN: International Finance (2) 2011-01-03 2012-10-06. Author is listed
  8. NEP-MAC: Macroeconomics (2) 2006-06-10 2009-12-19. Author is listed
  9. NEP-MON: Monetary Economics (3) 2009-12-19 2011-01-03 2012-10-06. Author is listed
  10. NEP-MST: Market Microstructure (2) 2009-03-14 2009-12-19. Author is listed

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Corrections

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