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Publications

by members of

Instituto de Estudios Superiores de Administración (IESA)
Caracas, Venezuela

(IESA School of Management)

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 | Books | Chapters |

Working papers

2023

  1. Bailey Klinger & Miguel Angel Santos & Camilla Arroyo & Ekaterina Vashkinskaya, 2023. "Growth Diagnostics and Competitiveness Study of the Manufacturing Sector in Tanzania," CID Working Papers 152a, Center for International Development at Harvard University.
  2. Ricardo Hausmann & Miguel Angel Santos & Jorge Tudela Pye & Frank Muci & Yang Li & Fernando Miralles-Wilhelm & Ana Grisanti & Jessie Lu, 2023. "Looking for Virtue in Remoteness: Policy Recommendations for Sustainable and Inclusive Growth in the Peruvian Amazonia," CID Working Papers 388a, Center for International Development at Harvard University.

2022

  1. Ricardo Hausmann & Miguel Angel Santos & Frank Muci & Jorge Tudela Pye & Ana Grisanti & Jessie Lu, 2022. "Overcoming Remoteness in the Peruvian Amazonia: A Growth Diagnostic of Loreto," CID Working Papers 387, Center for International Development at Harvard University.
  2. Douglas Barrios & Frank Muci & Jessie Lu & Jorge Tudela Pye & Miguel Angel Santos & Nikita Taniparti & Ricardo Hausmann, 2022. "A Growth Diagnostic of Namibia," CID Working Papers 405, Center for International Development at Harvard University.
  3. Ricardo Hausmann & Miguel Angel Santos & Douglas Barrios & Nikita Taniparti & Jorge Tudela Pye & Jessie Lu, 2022. "The Economic Complexity of Namibia: A Roadmap for Productive Diversification," CID Working Papers 410, Center for International Development at Harvard University.

2021

  1. Farah Hani & Miguel Angel Santos, 2021. "Diagnosing Human Capital as a Binding Constraint to Growth: Tests, Symptoms and Prescriptions," CID Working Papers 144a, Center for International Development at Harvard University.
  2. Ana Grisanti & Jorge Tudela Pye & Miguel Angel Santos & Ricardo Hausmann & Yang Li, 2021. "Loreto’s Hidden Wealth: Economic Complexity Analysis and Productive Diversification Opportunities," CID Working Papers 386a, Center for International Development at Harvard University.
  3. Pagliacci, Carolina, 2021. "The supply and demand-side impacts of uncertainty shocks. Evidence on advanced and emerging economies," MPRA Paper 108739, University Library of Munich, Germany.

2020

  1. Pedro Cadenas & Henryk Gzyl & Hyun Woong Park, 2020. "How dark is the dark side of diversification?," Papers 2012.12154, arXiv.org.
  2. Ricardo Hausmann & Douglas Barrios & Daniela Muhaj & Sehar Noor & Carolina Ines Pan & Miguel Angel Santos & Jorge Tapia & Bruno Zuccolo, 2020. "Emerging Cities as Independent Engines of Growth: The Case of Buenos Aires," CID Working Papers 385, Center for International Development at Harvard University.
  3. Ricardo Hausmann & Miguel Angel Santos & Jorge Tudela Pye & Yang Li & Ana Grisanti, 2020. "La Riqueza Escondida de Loreto: Análisis de Complejidad Económica y Oportunidades de Diversificación Productiva," CID Working Papers 386, Center for International Development at Harvard University.
  4. Ricardo Hausmann & Miguel Angel Santos & Jorge Tudela Pye & Frank Muci & Yang Li & Fernando Miralles-Wilhelm & Ana Grisanti & Jessie Lu, 2020. "Buscando virtudes en la lejanía: Recomendaciones de política para promover el crecimiento inclusivo y sostenible en Loreto, Peru," CID Working Papers 388, Center for International Development at Harvard University.

2019

  1. Ricardo Hausmann & Tim O'Brien & Miguel Angel Santos & Ana Grisanti & Jorge Tapia, 2019. "Jordan: The Elements of a Growth Strategy," CID Working Papers 346, Center for International Development at Harvard University.
  2. Semiray Kasoolu & Ricardo Hausmann & Tim O'Brien & Miguel Angel Santos, 2019. "Female Labor in Jordan: A Systematic Approach to the Exclusion Puzzle," CID Working Papers 365, Center for International Development at Harvard University.
  3. Ricardo Hausmann & Patricio Goldstein & Ana Grisanti & Tim O'Brien & Jorge Tapia & Miguel Angel Santos, 2019. "A Roadmap for Investment Promotion and Export Diversification: The Case for Jordan," CID Working Papers 374, Center for International Development at Harvard University.

2018

  1. Henryk Gzyl & Alfredo Rios, 2018. "Which portfolio is better? A discussion of several possible comparison criteria," Papers 1805.06345, arXiv.org, revised Jun 2022.
  2. Ricardo Hausmann & Carlo Pietrobelli & Miguel Angel Santos, 2018. "Place-specific Determinants of Income Gaps: New Sub-National Evidence from Chiapas, Mexico," CID Working Papers 343, Center for International Development at Harvard University.
  3. Douglas Barrios & Ana Grisanti & Jose Ramon Morales Arilla & Juan Obach & Johanna Ramos & Jorge Tapia & Miguel Angel Santos, 2018. "There is a Future after Cars: Economic Growth Analysis for Hermosillo," CID Working Papers 96a, Center for International Development at Harvard University.

2017

  1. Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017. "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," CID Working Papers 83a, Center for International Development at Harvard University.
  2. Juan Obach & Miguel Angel Santos & Ricardo Hausmann, 2017. "Appraising the Economic Potential of Panama Policy Recommendations for Sustainable and Inclusive Growth," CID Working Papers 334, Center for International Development at Harvard University.
  3. Chirinos-Leañez, Ana María & Pagliacci, Carolina, 2017. "Credit Supply in Venezuela: A Non-Conventional Bank Lending Channel?," IDB Publications (Working Papers) 8256, Inter-American Development Bank.
  4. Guarata, Nora & Pagliacci, Carolina, 2017. "Understanding Financial Fluctuations and Their Relation to Macroeconomic Stability," IDB Publications (Working Papers) 8332, Inter-American Development Bank.

2016

  1. Ricardo Hausmann & Timothy Cheston & Miguel Angel Santos & Carlo Pietrobelli, 2016. "Towards a Prosperous and Productive Chiapas: Institutions, Policies, and Public-Private Dialog to Promote Inclusive Growth," CID Working Papers 317, Center for International Development at Harvard University.
  2. Ricardo Hausmann & Jose Ramon Morales Arilla & Miguel Angel Santos, 2016. "Panama beyond the Canal: Using Technological Proximities to Identify Opportunities for Productive Diversification," CID Working Papers 324, Center for International Development at Harvard University.
  3. Ricardo Hausmann & Luis Espinoza & Miguel Angel Santos, 2016. "Shifting Gears: A Growth Diagnostic of Panama," CID Working Papers 325, Center for International Development at Harvard University.
  4. Ricardo Hausmann & Juan Obach & Miguel Angel Santos, 2016. "Special Economic Zones in Panama: Technology Spillovers from a Labor Market Perspective," CID Working Papers 326, Center for International Development at Harvard University.
  5. Dany Bahar & Miguel Angel Santos, 2016. "One More Resource Curse: Dutch Disease and Export Concentration," CID Working Papers 68, Center for International Development at Harvard University.
  6. Hausmann, Ricardo & Morales, Jose Ramon & Santos, Miguel Angel, 2016. "Economic Complexity in Panama: Assessing Opportunities for Productive Diversification," Working Paper Series rwp16-046, Harvard University, John F. Kennedy School of Government.
  7. Carolina Pagliacci, 2016. "Are We Ignoring Supply Shocks? A Proposal for Monitoring Cyclical Fluctuations," Documentos de Investigación - Research Papers 21, CEMLA.
  8. Fernandez, Leon & Pagliacci, Carolina, 2016. "The markup and aggregate fluctuations in Venezuela. Testing distributional shocks," MPRA Paper 106538, University Library of Munich, Germany.
  9. Pagliacci, Carolina & Peña, Jennifer, 2016. "Riesgos sistémicos en el mercado interbancario en Venezuela: 2004-2014 [Systemic risk in the Venezuelan interbank market: 2004-2014]," MPRA Paper 106548, University Library of Munich, Germany.

2015

  1. Carmen Reinhart & Miguel Angel Santos, 2015. "From Financial Repression to External Distress: The Case of Venezuela," CID Working Papers 293, Center for International Development at Harvard University.
  2. Dan Levy & Ricardo Hausmann & Miguel Angel Santos & Luis Espinoza & Miguel Flores, 2015. "Why is Chiapas Poor?," CID Working Papers 300, Center for International Development at Harvard University.
    • Levy, Dan & Hausmann, Ricardo & Santos, Miguel Angel & Espinoza, Luis & Flores, Miguel, 2015. "Why Is Chiapas Poor?," Working Paper Series rwp16-049, Harvard University, John F. Kennedy School of Government.
  3. Ricardo Hausmann & Timothy Cheston & Miguel Angel Santos, 2015. "La Complejidad Economica de Chiapas; Analisis de Capacidades y Posibilidades de Diversificacion Productiva," CID Working Papers 302, Center for International Development at Harvard University.
  4. Ricardo Hausmann & Luis Espinoza & Miguel Angel Santos, 2015. "Diagnostico de Crecimiento de Chiapas: La Trampa de la Baja Productividad," CID Working Papers 304, Center for International Development at Harvard University.
  5. Ricardo Hausmann & Luis Espinoza & Miguel Angel Santos, 2015. "Chiapas Growth Diagnostic: The Trap of Low Productivity," CID Working Papers 340en, Center for International Development at Harvard University.
  6. Miguel Angel Santos, 2015. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-Dependent Economy," CID Working Papers 64, Center for International Development at Harvard University.
  7. Miguel Angel Santos & Silvio Dal Buoni & Celeste Lusetti & Elisabeth Garriga, 2015. "Piloto de Crecimiento Inclusivo en comunidades indígenas de Chiapas (Cruztón, Chamula)," CID Working Papers 65, Center for International Development at Harvard University.

2014

  1. Erika Gomes-Gonc{c}alves & Henryk Gzyl & Silvia Mayoral, 2014. "Two maxentropic approaches to determine the probability density of compound risk losses," Papers 1411.5625, arXiv.org, revised Nov 2014.
  2. González, Maximiliano & Garay, Urbi & Rosso, John, 2014. "The cost of equity in emerging markets: The case of Latin America," Galeras. Working Papers Series 038, Universidad de Los Andes. Facultad de Administración. School of Management.
  3. Pagliacci, Carolina, 2014. "Latin American Performance to External Shocks: What Has Really Been Sweat?," MPRA Paper 57816, University Library of Munich, Germany.

2013

  1. Pablo, Eduardo & González, Maximiliano & Garay, Urbi, 2013. "Cultural distance and its effect on cross-border entry mode: Latin American evidence," Galeras. Working Papers Series 036, Universidad de Los Andes. Facultad de Administración. School of Management.
  2. Carvallo, Oscar & Pagliacci, Carolina, 2013. "Macroeconomic Shocks, Housing Market and Banks’ Performance in Venezuela," MPRA Paper 58711, University Library of Munich, Germany, revised Jul 2014.

2012

  1. González, Maximiliano & Garay, Urbi, 2012. "Market Segmentation: Venezuelan ADRs," Galeras. Working Papers Series 035, Universidad de Los Andes. Facultad de Administración. School of Management.

2010

  1. González, Maximiliano & Molina, Carlos & Pablo, Eduardo, 2010. "Dividend Policy and Ownership Structure in Latin America," Galeras. Working Papers Series 029, Universidad de Los Andes. Facultad de Administración. School of Management.
  2. González, Maximiliano & Garay, Urbi, 2010. "Internet-Based Corporate Disclosure and Market Value: Evidence from Latin America," Galeras. Working Papers Series 028, Universidad de Los Andes. Facultad de Administración. School of Management.
  3. Scandizzo, Pasquale & Pagliacci, Carolina, 2010. "Foreign Reserve Management in an Oil Economy: Macroeconomic Risk as a Real Option," MPRA Paper 106539, University Library of Munich, Germany.
  4. Moreno, María Antonia & Pagliacci, Carolina, 2010. "Análisis de Riesgo Macro-financiero para Venezuela [Macro-financial risk for Venezuela]," MPRA Paper 106552, University Library of Munich, Germany.

2009

  1. Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Stochastic Volatility Models Including Open, Close, High and Low Prices," Papers 0901.1315, arXiv.org.
  2. Barraez, Daniel & Pagliacci, Carolina, 2009. "A Markov-Switching Model of Inflation: Looking at the future during uncertain times," MPRA Paper 106550, University Library of Munich, Germany.

2008

  1. Céspedes, Jacelly & González, Maximiliano & Molina, Carlos, 2008. "Ownership Concentration and the Determinants of Capital Structure in Latin America," Galeras. Working Papers Series 020, Universidad de Los Andes. Facultad de Administración. School of Management.
  2. Abel Rodriguez & Enrique ter Horst, 2008. "Measuring expectations in options markets: An application to the SP500 index," Papers 0901.0033, arXiv.org.
  3. Nuñez, Belkys & Pagliacci, Carolina, 2008. "El Diseño de la Política Petrolera en Venezuela: un enfoque de economía política [The design of the oil policy in Venezuela: a political economy approach]," MPRA Paper 106551, University Library of Munich, Germany.

2007

  1. Henryk Gzyl & Silvia Mayoral, 2007. "Determination of Risk Pricing Measures from Market Prices of Risk," Faculty Working Papers 03/07, School of Economics and Business Administration, University of Navarra.

2006

  1. Henryk Gzyl & Enrique ter Horst & Samuel Malone, 2006. "Towards a Bayesian framework for option pricing," Papers cs/0610053, arXiv.org.
  2. Henryk, Gzyl & Silvia, Mayoral, 2006. "On a relationship between distorted and spectral risk measures," MPRA Paper 916, University Library of Munich, Germany.
  3. Pagliacci, Carolina, 2006. "The Venezuelan Overnight Fund Market: Understanding a Credit Constraint Limit Order Market," MPRA Paper 106541, University Library of Munich, Germany.

2005

  1. Urbi Garay & Maximiliano González, 2005. "Rotación de presidentes ejecutivos y directores en Venezuela," Research Department Publications 3215, Inter-American Development Bank, Research Department.
  2. Urbi Garay & Maximiliano González, 2005. "CEO and Director Turnover in Venezuela," Research Department Publications 3214, Inter-American Development Bank, Research Department.

2004

  1. Pagliacci, Carolina & Ruda, Mario, 2004. "¿Tienen Efectos las Acciones de Política Monetaria? Un análisis de Intencionalidad [Do monetary policy actions have an effect? An intentionality analysis]," MPRA Paper 106674, University Library of Munich, Germany.

Journal articles

2024

  1. Henryk Gzyl & Silvia Mayoral, 2024. "Joint probabilities under expected value constraints, transportation problems, maximum entropy in the mean," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 78(1), pages 228-243, February.
  2. Marcano , Jesús & Sánchez , Karla & Puente , José Manuel, 2024. "¿Los consejos fiscales inciden sobre la gestión de las finanzas públicas nacionales? Un estudio cuasiexperimental con datos de panel," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 96(4), pages 91-119, February.

2023

  1. Chang, Jui-Chuan Della & Jansen, Dennis W. & Pagliacci, Carolina, 2023. "Inflation and real GDP growth in the U.S.—Demand or supply driven?," Economics Letters, Elsevier, vol. 231(C).

2022

  1. Pedro Cadenas & Henryk Gzyl, 2022. "The Effects of Securitization for Managing Banking Risk Using Alternative Tranching Schemes," JRFM, MDPI, vol. 15(10), pages 1-25, September.
  2. Argimiro Arratia & Henryk Gzyl & Silvia Mayoral, 2022. "Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean," Mathematics, MDPI, vol. 10(4), pages 1-14, February.
  3. Henryk Gzyl, 2022. "Prediction in Riemannian metrics derived from divergence functions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(2), pages 552-568, January.

2021

  1. Gzyl, Henryk, 2021. "Harmonic oscillators, waves and Gaussian processes," Statistics & Probability Letters, Elsevier, vol. 172(C).
  2. Gzyl, Henryk, 2021. "Forced harmonic oscillators, waves on a forced string and changes of measure," Statistics & Probability Letters, Elsevier, vol. 179(C).
  3. Pedro E. Cadenas & Henryk Gzyl & Hyun Woong Park, 2021. "How dark is the dark side of diversification?," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(1), pages 44-55, May.
  4. Pedro Cadenas & Henryk Gzyl, 2021. "Diversification Can Control Probability of Default or Risk, but Not Both," JRFM, MDPI, vol. 14(2), pages 1-10, February.
  5. Henryk Gzyl, 2021. "Construction of contingency tables by maximum entropy in the mean," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(20), pages 4778-4786, September.
  6. Antonios K. Alexandridis & Henryk Gzyl & Enrique ter Horst & German Molina, 2021. "Extracting pricing densities for weather derivatives using the maximum entropy method," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 72(11), pages 2412-2428, November.
  7. Hausmann, Ricardo & Pietrobelli, Carlo & Santos, Miguel Angel, 2021. "Place-specific determinants of income gaps: New sub-national evidence from Mexico," Journal of Business Research, Elsevier, vol. 131(C), pages 782-792.

2020

  1. Argimiro Arratia & Henryk Gzyl, 2020. "Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 929-952, December.
  2. Pagliacci, Carolina, 2020. "Financial constraints and inflation in Latin America: The impacts of bond financing and depreciations on supply inflation," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 379-397.

2019

  1. Gzyl, Henryk & ter Horst, Enrique & Molina, Germán, 2019. "A model-free, non-parametric method for density determination, with application to asset returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 210-221.
  2. Gzyl, Henryk, 2019. "Hitting spheres with Brownian motion revisited," Statistics & Probability Letters, Elsevier, vol. 155(C), pages 1-1.
  3. Laura H. Gunn & Henryk Gzyl & Enrique ter Horst & Miller Janny Ariza & German Molina, 2019. "Maximum entropy in the mean methods in propensity score matching for interval and noisy data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(18), pages 4581-4597, September.
  4. Garay, Urbi & González, Maximiliano & Rosso, John, 2019. "Country and industry effects in corporate bond spreads in emerging markets," Journal of Business Research, Elsevier, vol. 102(C), pages 191-200.
  5. Pagliacci, Carolina, 2019. "Dynamic credit convergence in CARD: The spreading of common shocks," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  6. Carolina Pagliacci, 2019. "Are we ignoring supply shocks? A proposal for monitoring cyclical fluctuations," Empirical Economics, Springer, vol. 56(2), pages 445-467, February.

2018

  1. Gomes-Gonçalves, Erika & Gzyl, Henryk & Mayoral, Silvia, 2018. "Calibration of short rate term structure models from bid–ask coupon bond prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1456-1472.
  2. Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018. "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2018), pages 93-128, November.
  3. Bahar, Dany & Santos, Miguel A., 2018. "One more resource curse: Dutch disease and export concentration," Journal of Development Economics, Elsevier, vol. 132(C), pages 102-114.

2017

  1. Gzyl, H. & Milev, M. & Tagliani, A., 2017. "Discontinuous payoff option pricing by Mellin transform: A probabilistic approach," Finance Research Letters, Elsevier, vol. 20(C), pages 281-288.
  2. Gonzalez, Maximiliano & Molina, Carlos A. & Pablo, Eduardo & Rosso, John W., 2017. "The effect of ownership concentration and composition on dividends: Evidence from Latin America," Emerging Markets Review, Elsevier, vol. 30(C), pages 1-18.
  3. Urbi Garay & Manuel Hernández & Carlos Rivillo, 2017. "Variables microeconómicas de los fondos de fondos de cobertura (FFC) y su desempeno durante la crisis financiera global 2008-2009," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(2), pages 373-396, November.

2016

  1. Gomes-Gonçalves, Erika & Gzyl, Henryk & Mayoral, Silvia, 2016. "Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 145-153.
  2. Gzyl, Henryk & Mayoral, Silvia, 2016. "Determination of zero-coupon and spot rates from treasury data by maximum entropy methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 38-50.
  3. Gzyl, H. & Tagliani, A., 2016. "Recovering a distribution from its translated fractional moments," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 171-176.
  4. Henryk Gzyl, 2016. "Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem," Journal of Probability and Statistics, Hindawi, vol. 2016, pages 1-5, December.
  5. Miguel Santos, 2016. "The Right Fit for the Wrong Reasons: Real Business Cycle in an Oil-dependent Economy," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 53(1), pages 61-94, December.
  6. Carmen M. Reinhart & Miguel Angel Santos, 2016. "From Financial Repression to External Distress: The Case of Venezuela," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(2), pages 255-284, February.
  7. Urbi Garay & Enrique Ter Horst & German Molina & Abel Rodriguez, 2016. "Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns," Econometrics, MDPI, vol. 4(1), pages 1-23, March.
  8. Carvallo, Oscar & Pagliacci, Carolina, 2016. "Macroeconomic shocks, bank stability and the housing market in Venezuela," Emerging Markets Review, Elsevier, vol. 26(C), pages 174-196.

2015

  1. Gzyl, Henryk & Novi Inverardi, Pierluigi & Tagliani, Aldo, 2015. "Entropy and density approximation from Laplace transforms," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 225-236.
  2. Gomes-Gonçalves, Erika & Gzyl, Henryk & Mayoral, Silvia, 2015. "Two maxentropic approaches to determine the probability density of compound risk losses," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 42-53.
  3. Gomes-Gonçalves, Erika & Gzyl, Henryk & Mayoral, Silvia, 2015. "Maxentropic approach to decompound aggregate risk losses," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 326-336.
  4. Gzyl, Henryk & ter Horst, Enrique & Villasana, Minaya, 2015. "Numerical determination of hitting time distributions from their Laplace transforms: One dimensional diffusions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 594-602.
  5. Gzyl, Henryk & ter Horst, Enrique & Molina, German, 2015. "A spectral measure estimation problem in rheology," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 129-133.
  6. Gzyl, Henryk & ter Horst, Enrique & Molina, German, 2015. "Application of the method of maximum entropy in the mean to classification problems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 437(C), pages 101-108.
  7. Chirinos-Leañez & Carolina Pagliacci, 2015. "Macroeconomic shocks and the forward yield curve: how important is monetary policy?," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(3), pages 201-223, November.

2014

  1. Henryk Gzyl & Pier Luigi Novi Inverardi & Aldo Tagliani, 2014. "Fractional Moments and Maximum Entropy: Geometric Meaning," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(17), pages 3596-3601, September.
  2. Garay, Urbi & Molina, Carlos A., 2014. "The public bond offering of Petróleos de Venezuela S.A," Journal of Business Research, Elsevier, vol. 67(4), pages 582-590.
  3. Contreras, Víctor & Garay, Urbi & Santos, Miguel Angel & Betancourt, Cosme, 2014. "Expropriation risk and housing prices: Evidence from an emerging market," Journal of Business Research, Elsevier, vol. 67(5), pages 935-942.
  4. Ana Maria A. Chirinos L. & Carolina Pagliacci, 2014. "The Venezuelan Financial System. What Compromises its Performance?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 29(2), pages 47-74, October.

2013

  1. Gzyl, Henryk & Novi-Inverardi, Pier-Luigi & Tagliani, Aldo, 2013. "Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments," Insurance: Mathematics and Economics, Elsevier, vol. 53(2), pages 457-463.
  2. Garay, Urbi & González, Maximiliano & Guzmán, Alexander & Trujillo, María Andrea, 2013. "Internet-based corporate disclosure and market value: Evidence from Latin America," Emerging Markets Review, Elsevier, vol. 17(C), pages 150-168.
  3. Bárcenas, Luis Arturo. & Chirinos, Ana María. & Pagliacci, Carolina., 2013. "Trasmisión de choques macroeconómicos en Venezuela. Un enfoque estructural del modelo factorial," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(320), pages 903-942, octubre-d.

2012

  1. Henryk Gzyl & Silvia Mayoral, 2012. "Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(4), pages 299-312, August.
  2. Enrique Ter Horst & Abel Rodriguez & Henryk Gzyl & German Molina, 2012. "Stochastic volatility models including open, close, high and low prices," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 199-212, May.
  3. Carlos A. Molina & Lorenzo A. Preve, 2012. "An Empirical Analysis of the Effect of Financial Distress on Trade Credit," Financial Management, Financial Management Association International, vol. 41(1), pages 187-205, March.

2010

  1. Gzyl, Henryk & Mayoral, Silvia, 2010. "A method for determining risk aversion functions from uncertain market prices of risk," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 84-89, August.
  2. Céspedes, Jacelly & González, Maximiliano & Molina, Carlos A., 2010. "Ownership and capital structure in Latin America," Journal of Business Research, Elsevier, vol. 63(3), pages 248-254, March.

2009

  1. Henryk Gzyl & Enrique Ter Horst, 2009. "Recovering Decay Rates from Noisy Measurements with Maximum Entropy in the Mean," Journal of Probability and Statistics, Hindawi, vol. 2009, pages 1-13, June.
  2. Henryk Gzyl & German Molina & Enrique ter Horst, 2009. "Assessment and propagation of input uncertainty in tree‐based option pricing models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(3), pages 275-308, May.
  3. Carlos A. Molina & Lorenzo A. Preve, 2009. "Trade Receivables Policy of Distressed Firms and Its Effect on the Costs of Financial Distress," Financial Management, Financial Management Association International, vol. 38(3), pages 663-686, September.
  4. Malone, Samuel & Rodriguez, Abel & ter Horst, Enrique, 2009. "What executives should know about structural credit risk models and their limitations: a primer with examples," Journal of Financial Transformation, Capco Institute, vol. 27, pages 58-62.

2008

  1. Gzyl, Henryk & Mayoral, Silvia, 2008. "Determination of risk pricing measures from market prices of risk," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 437-443, December.
  2. de la Pena, Victor & Gzyl, Henryk & McDonald, Patrick, 2008. "Inverse problems for random walks on trees: Network tomography," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3176-3183, December.
  3. Henryk Gzyl & Enrique ter Horst & Samuel W. Malone, 2008. "Bayesian parameter inference for models of the Black and Scholes type," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(6), pages 507-524, November.
  4. Urbi Garay & Maximiliano González, 2008. "Corporate Governance and Firm Value: The Case of Venezuela," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(3), pages 194-209, May.
  5. Daniel Barráez & Carolina Pagliacci, 2008. "Identificación de segmentos de precios en el mercado de fondos overnigth usando modelos ocultos de Markov," Monetaria, CEMLA, vol. 0(3), pages 339-359, julio-sep.

2007

  1. Urbi Garay & Maximiliano González & Carlos A. Molina, 2007. "Firm Performance and CEO Reputation Costs: New Evidence from the Venezuelan Banking Crisis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 43(3), pages 16-33, June.

2005

  1. Andres Almazan & Carlos A. Molina, 2005. "Intra‐Industry Capital Structure Dispersion," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 14(2), pages 263-297, June.
  2. Carlos A. Molina, 2005. "Are Firms Underleveraged? An Examination of the Effect of Leverage on Default Probabilities," Journal of Finance, American Finance Association, vol. 60(3), pages 1427-1459, June.

2003

  1. Thomas Moeller & Carlos A. Molina, 2003. "Survival and Default of Original Issue High-Yield Bonds," Financial Management, Financial Management Association, vol. 32(1), Spring.

2002

  1. Henryk Gzyl & Noam Zeev, 2002. "Probabilistic Approach to an Image Reconstruction Problem," Methodology and Computing in Applied Probability, Springer, vol. 4(3), pages 279-290, September.
  2. Molina, Carlos A., 2002. "Predicting bank failures using a hazard model: the Venezuelan banking crisis," Emerging Markets Review, Elsevier, vol. 3(1), pages 31-50, March.

2000

  1. Henryk Gzyl, 2000. "Maxentropic construction of risk neutral measures: discrete market models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 7(4), pages 229-239.

1990

  1. Gzyl, Henryk, 1990. "Diffusions on some submanifolds of euclidean spaces," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 317-319, September.

1987

  1. Gzyl, Henryk, 1987. "Characterization of vector valued, gaussian, stationary, markov processes," Statistics & Probability Letters, Elsevier, vol. 6(1), pages 17-19, September.

1981

  1. Betz, Cristina & Gzyl, Henryk, 1981. "Remarks on the equation dXt = a(Xt)dBt," Stochastic Processes and their Applications, Elsevier, vol. 11(3), pages 313-315, August.

Books

2021

  1. Santos,Miguel Angel & Hani,Farah, 2021. "Diagnosing Human Capital as a Binding Constraint to Growth," Cambridge Books, Cambridge University Press, number 9781108971591, November.

2007

  1. Bebczuk, Ricardo N. & Da Silva, André L. Carvalhal & Chong, Alberto E. & Cruces, Juan José & Garay, Urbi & González, Maximiliano & Gutiérrez, Luis H. & Kawamura, Enrique & Leal, Ricardo P. C. & Lefort, 2007. "Investor Protection and Corporate Governance: Firm-level Evidence across Latin America," IDB Publications (Books), Inter-American Development Bank, number 354, June.

Chapters

2007

  1. Carolina Pagliacci & Elizabeth Ochoa, 2007. "Macroeconomic Risk Evaluation of International Reserves in Venezuela," Palgrave Macmillan Books, in: Philip Arestis & Gennaro Zezza (ed.), Advances in Monetary Policy and Macroeconomics, chapter 13, pages 233-256, Palgrave Macmillan.

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