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Publications

by members of

Departamento Académico de Administración
Instituto Tecnólogico Autónomo de México (ITAM)
México, Mexico

(Academic Department of Business, Autonomous Technological Institute of Mexico)

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 | Software components |

Working papers

2022

  1. Brent H. Meyer & Emil Mihaylov & Jose Maria Barrero & Steven J. Davis & David Altig & Nicholas Bloom, 2022. "Pandemic-Era Uncertainty," NBER Working Papers 29958, National Bureau of Economic Research, Inc.
    • Brent Meyer & Emil Mihaylov & Jose Maria Barrero & Steven J. Davis & David Altig & Nicholas Bloom, 2022. "Pandemic-Era Uncertainty," JRFM, MDPI, vol. 15(8), pages 1-14, July.
  2. Barrero, Jose Maria & Bloom, Nicholas & Davis, Steven J. & Meyer, Brent & Mihaylov, Emil, 2022. "The Shift to Remote Work Lessens Wage-Growth Pressures," IZA Discussion Papers 15385, Institute of Labor Economics (IZA).
  3. Cevat Giray Aksoy & Jose Maria Barrero & Nicholas Bloom & Steven J. Davis & Mathias Dolls & Pablo Zarate, 2022. "Working from Home around the World," CESifo Working Paper Series 9938, CESifo.
  4. Barrero, Jose Maria & Bloom, Nicholas & Davis, Steven J., 2022. "Long Social Distancing," IZA Discussion Papers 15644, Institute of Labor Economics (IZA).
  5. Ana Aguilar & Fernando Pérez-Cervantes, 2022. "Communication, monetary policy, and financial markets in Mexico," BIS Working Papers 1025, Bank for International Settlements.

2021

  1. Barrero, Jose Maria & Bloom, Nick & Davis, Steven J. & Meyer, Brent H., 2021. "COVID-19 Is a Persistent Reallocation Shock," SocArXiv c8wk7, Center for Open Science.
  2. David E. Altig & Jose Maria Barrero & Nicholas Bloom & Steven J. Davis & Brent Meyer & Emil Mihaylov & Nicholas B. Parker, 2021. "Pandemic-Era Uncertainty on Main Street and Wall Street," FRB Atlanta Working Paper 2021-2, Federal Reserve Bank of Atlanta.
  3. Jose Maria Barrero & Nicholas Bloom & Steven J. Davis, 2021. "Internet Access and its Implications for Productivity, Inequality, and Resilience," NBER Working Papers 29102, National Bureau of Economic Research, Inc.

2020

  1. Barrero, Jose Maria, 2020. "The Micro and Macro of Managerial Beliefs," SocArXiv fctsb, Center for Open Science.
  2. Barrero, Jose Maria & Bloom, Nick & Davis, Steven J., 2020. "COVID-19 Is Also a Reallocation Shock," SocArXiv bw7vz, Center for Open Science.
  3. Altig, Dave & Baker, Scott & Barrero, Jose Maria & Bloom, Nick & Bunn, Philip & Chen, Scarlet & Davis, Steven J & Leather, Julia & Meyer, Brent & Mihaylov, Emil & Mizen, Paul & Parker, Nick & Renault,, 2020. "Economic uncertainty before and during the Covid-19 pandemic," Bank of England working papers 876, Bank of England.
  4. Barrero, Jose Maria & Bloom, Nick & Davis, Steven J., 2020. "Why Working From Home Will Stick," SocArXiv wfdbe, Center for Open Science.
  5. Jose Maria Barrero & Nick Bloom & Steven J. Davis, 2020. "60 Million Fewer Commuting Hours Per Day: How Americans Use Time Saved by Working from Home," Working Papers 2020-132, Becker Friedman Institute for Research In Economics.
  6. Fernando Pérez-Cervantes, 2020. "Retailer markup and exchange rate pass-through: Evidence from the Mexican CPI micro data," BIS Working Papers 884, Bank for International Settlements.

2019

  1. David Altig & Jose Maria Barrero & Nicholas Bloom & Steven J. Davis & Brent H. Meyer & Nicholas Parker, 2019. "Surveying Business Uncertainty," NBER Working Papers 25956, National Bureau of Economic Research, Inc.

2018

  1. Alexandros Fakos & Plutarchos Sakellaris & Tiago Tavares, 2018. "Firm Investment During Large Crises: The role of Credit Conditions," 2018 Meeting Papers 1000, Society for Economic Dynamics.

2017

  1. Betts, Caroline & Giri, Rahul & Verma, Rubina, 2017. "Trade, Reform and Structural Change in South Korea," MPRA Paper 79072, University Library of Munich, Germany.
  2. Ricardo Gimeno & Alfredo Ibáñez, 2017. "The eurozone (expected) inflation: an option’s eyes view," Working Papers 1722, Banco de España.
  3. Jose Maria Barrero, 2017. "Firm Dynamics with Subjective Beliefs," 2017 Meeting Papers 367, Society for Economic Dynamics.
  4. Jose Maria Barrero & Nicholas Bloom & Ian Wright, 2017. "Short and Long Run Uncertainty," NBER Working Papers 23676, National Bureau of Economic Research, Inc.
  5. Tiago Tavares & Alexandros Fakos, 2017. "Heterogeneous Investment Dynamics of Manufacturing Firms," 2017 Meeting Papers 1597, Society for Economic Dynamics.

2016

  1. Pérez-Cervantes Fernando, 2016. "Insurance Against Local Productivity Shocks: Evidence from Commuters in Mexico," Working Papers 2016-19, Banco de México.

2015

  1. Alfredo Ibáñez, 2015. "Default near-the-default-point: the value of and the distance to default," Working Papers 1514, Banco de España.
  2. Pérez-Cervantes Fernando & Sandoval Hernández Aldo, 2015. "Estimating the Short-Run Effect on Market-Access of the Construction of Better Transportation Infrastructure in Mexico," Working Papers 2015-15, Banco de México.

2014

  1. Seon Tae Kim & Gabriel Mihalache & Yan Bai, 2014. "Maturity and Repayment Structure of Sovereign Debt," 2014 Meeting Papers 523, Society for Economic Dynamics.
  2. Pérez-Cervantes Fernando, 2014. "Railroads and Economic Growth: A Trade Policy Approach," Working Papers 2014-14, Banco de México.

2013

  1. Betts, Caroline & Giri, Rahul & Verma, Rubina, 2013. "Trade, Reform, And Structural Transformation in South Korea," MPRA Paper 49540, University Library of Munich, Germany.
  2. Seon Tae Kim, 2013. "Online Appendix to "The Price of Imports and TFP: Application to the Korean Crisis of 1997-98"," Online Appendices 10-237, Review of Economic Dynamics.

2008

  1. Rubina Verma, 2008. "The Service Sector Revolution in India: A Quantitative Analysis," WIDER Working Paper Series RP2008-72, World Institute for Development Economic Research (UNU-WIDER).

2006

  1. Rubina Verma, 2006. "India’s Service Sector Growth - A “New” Revolution," DEGIT Conference Papers c011_020, DEGIT, Dynamics, Economic Growth, and International Trade.

2005

  1. Ibáñez, Alfredo, 2005. "Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach," DEE - Working Papers. Business Economics. WB wb058121, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

2002

  1. Alfredo Ibáñez, 2002. "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities," Computing in Economics and Finance 2002 114, Society for Computational Economics.
  2. Balbás, Alejandro & Ibáñez, Alfredo & Romera, Rosario, 2002. "Shadow risk-free returns when hedging the interest rate risk," DEE - Working Papers. Business Economics. WB wb020501, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

1995

  1. Balbás, Alejandro & Ibáñez, Alfredo, 1995. "Medidas de dispersión como medidas del riesgo de inmunización," DEE - Documentos de Trabajo. Economía de la Empresa. DB 6421, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  2. Balbás, Alejandro & Ibáñez, Alfredo, 1995. "Maxmin portfolios in financial immunization," DEE - Working Papers. Business Economics. WB 7081, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

1994

  1. Balbás, Alejandro & Ibáñez, Alfredo, 1994. "When can you immunize a bond portfolio?," DEE - Working Papers. Business Economics. WB 7078, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.

Journal articles

2022

  1. Barrero, Jose Maria, 2022. "The micro and macro of managerial beliefs," Journal of Financial Economics, Elsevier, vol. 143(2), pages 640-667.
  2. Brent Meyer & Emil Mihaylov & Jose Maria Barrero & Steven J. Davis & David Altig & Nicholas Bloom, 2022. "Pandemic-Era Uncertainty," JRFM, MDPI, vol. 15(8), pages 1-14, July.
  3. Altig, David & Barrero, Jose Maria & Bloom, Nicholas & Davis, Steven J. & Meyer, Brent & Parker, Nicholas, 2022. "Surveying business uncertainty," Journal of Econometrics, Elsevier, vol. 231(1), pages 282-303.
  4. Fakos, Alexandros & Sakellaris, Plutarchos & Tavares, Tiago, 2022. "Investment slumps during financial crises: The real effects of credit supply," Journal of Financial Economics, Elsevier, vol. 145(1), pages 29-44.

2021

  1. Jorge Cruz López & Alfredo Ibáñez, 2021. "European Puts, Credit Protection, and Endogenous Default," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 1-24, March.
  2. Jose Maria Barrero & Nicholas Bloom & Steven J. Davis & Brent H. Meyer, 2021. "COVID-19 Is a Persistent Reallocation Shock," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 287-291, May.

2020

  1. Ibáñez, Alfredo & Velasco, Carlos, 2020. "Recursive lower and dual upper bounds for Bermudan-style options," European Journal of Operational Research, Elsevier, vol. 280(2), pages 730-740.
  2. Altig, Dave & Baker, Scott & Barrero, Jose Maria & Bloom, Nicholas & Bunn, Philip & Chen, Scarlet & Davis, Steven J. & Leather, Julia & Meyer, Brent & Mihaylov, Emil & Mizen, Paul & Parker, Nicholas &, 2020. "Economic uncertainty before and during the COVID-19 pandemic," Journal of Public Economics, Elsevier, vol. 191(C).

2018

  1. Gimeno, Ricardo & Ibáñez, Alfredo, 2018. "The eurozone (expected) inflation: An option's eyes view," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 70-92.
  2. Alfredo Ibáñez & Carlos Velasco, 2018. "The optimal method for pricing Bermudan options by simulation," Mathematical Finance, Wiley Blackwell, vol. 28(4), pages 1143-1180, October.

2017

  1. Fernando Perez-Cervantes & Aldo Sandoval-Hernandez, 2017. "Short-Run Market Access and the Construction of Better Transportation Infrastructure in Mexico," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2017), pages 225-250, November.

2014

  1. Seon Tae Kim, 2014. "The Price of Imports and TFP: Application to the Korean Crisis of 1997-98," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 39-51, January.

2010

  1. S. A. Ibáñez & P. I. Fierens & R. P.J. Perazzo & G. A. Patterson & D. F. Grosz, 2010. "On the dynamics of a single-bit stochastic-resonance memory device," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(1), pages 49-55, July.
  2. Ibáñez, Alfredo & Paraskevopoulos, Ioannis, 2010. "The Sensitivity of American Options to Suboptimal Exercise Strategies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(6), pages 1563-1590, December.
  3. Joshua Elliott & Ian Foster & Samuel Kortum & Todd Munson & Fernando Pérez Cervantes & David Weisbach, 2010. "Trade and Carbon Taxes," American Economic Review, American Economic Association, vol. 100(2), pages 465-469, May.

2008

  1. Ibáñez, Alfredo, 2008. "Factorization of European and American option prices under complete and incomplete markets," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 311-325, February.
  2. Alfredo Ibáñez, 2008. "The cross-section of average delta-hedge option returns under stochastic volatility," Review of Derivatives Research, Springer, vol. 11(3), pages 205-244, October.

2004

  1. Alfredo Ibáñez, 2004. "Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities," Mathematical Finance, Wiley Blackwell, vol. 14(2), pages 223-248, April.
  2. Ibáñez, Alfredo & Zapatero, Fernando, 2004. "Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(2), pages 253-275, June.

2003

  1. Alfredo Ibáñez, 2003. "Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium," Management Science, INFORMS, vol. 49(9), pages 1210-1228, September.

Software components

2013

  1. Seon Tae Kim, 2013. "Code and data files for "The Price of Imports and TFP: Application to the Korean Crisis of 1997-98"," Computer Codes 10-237, Review of Economic Dynamics.

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