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Publications

by members of

Universidad de Buenos Aires → Facultad de Ciencias Económicas → Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión

University of Buenos Aires → School of Economic Sciences → Applied Economic Quantitative Center

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2014

  1. Miguel, Fusco & Dario, Bacchini & Esteban Otto, Thomasz, 2014, "Riesgo Agropecuario: Incidencia Económica e Innovaciones para su mitigación. El caso de Argentina
    [Agricultural Risk Managment: Economic Incidence and Mitigation Innovations. The Case of Argentina]    ," MPRA Paper, University Library of Munich, Germany, number 56408, Jun.
  2. Sorrentino, Angelica & Thomasz, Esteban Otto, 2014, "Incidencia del Complejo Sojero: Implicancias en el Riesgo Macroeconómico
    [Macroeconomic Risk: The incidence of soy exports in Argentina between 2003 and 2012]    ," MPRA Paper, University Library of Munich, Germany, number 55767, May.

2012

  1. Masci, Martín Ezequiel & García, Gonzalo Daniel, 2012, "Impacto de las estrategias financieras basadas en expectativas inflacionarias mediante un modelo discreto
    [Impact of financial strategies based on inflationary expectations using a discrete model]    ," MPRA Paper, University Library of Munich, Germany, number 41283, May.
  2. Herrera, Pablo Matías & Masci, Martín Ezequiel, 2012, "Posibles indicadores del sector turismo para la autoridad macroprudencial en la Argentina
    [Possible tourism indicators for the argentinian macroprudential authority]    ," MPRA Paper, University Library of Munich, Germany, number 41591, Aug.
  3. Masci, Martín Ezequiel, 2012, "Irreversibilidad e incertidumbre de las decisiones financieras en i&d
    [Irreversibility and uncertainty of the financial investments on r&d]    ," MPRA Paper, University Library of Munich, Germany, number 40970, Jun.

2005

  1. Sebastián Alberto Rey & Javier Ignacio García-Fronti & María Teresa Casparri, 2005, "Liquidity Risk Estimation Using Fuzzy Measure Theory," Finance, University Library of Munich, Germany, number 0504012, Apr.

Journal articles

2024

  1. Sebastián A. Rey, 2024, "Unconditional Volatility Framework: Theoretical and Empirical Insights," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-30, March, DOI: 10.1142/S2010495224500039.

2022

  1. Sebastiã N A. Rey, 2022, "A Linkage Between The Financial And The Real Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-33, September, DOI: 10.1142/S201049522250021X.

2020

  1. María Elizabeth Cristófoli & Javier García Fronti, 2020, "Stress Test Bancarios: selección de indicadores claves para la estabilidad financiera," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 63-78, Enero.

2019

  1. Cristófoli, María Elizabeth & García Fronti, Javier, 2019, "Macroeconomic Reverse Stress Testing: An Early-Warning System for Spanish Banking Regulators. Analysis Based on the 2008 Global Financial Crisis / Prueba de resistencia inversa Macroeconómica: una prueba de alerta temprana para los reguladores bancar," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 181-204, julio-dic.

2018

  1. Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018, "The impact of the IRB approach on the risk weights of European banks," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 147-166, DOI: 10.1016/j.jfs.2016.11.004.

2016

  1. Sebastián A. Rey, 2016, "The Valuation of Equities and the GDP Growth Effect: A Global Empirical Study," IJFS, MDPI, volume 4, issue 4, pages 1-18, October.
  2. Sebastián A. Rey, 2016, "Theory of long-term interest rates," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 1-18, September, DOI: 10.1142/S2424786316500134.

2015

  1. Sebastián A. Rey, 2015, "Non-arbitrage valuation of equities," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 3/4, pages 231-245.

2010

  1. Fajfar, Pablo & Beltrani, Mariano, 2010, "Social norms, solidarity and coordination in the ultimatum game," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 7-8, pages 179-201, December.

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