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Pedro Gurrola Perez

Personal Details

First Name:Pedro
Middle Name:
Last Name:Gurrola Perez
Suffix:
RePEc Short-ID:pgu582

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/

: +44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro, 2017. "The economics of distributed ledger technology for securities settlement," Bank of England working papers 670, Bank of England.
  2. Benos, Evangelos & Ferrara, Gerardo & Gurrola-Perez, Pedro, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
  3. Gurrola-Perez, Pedro & Murphy, David, 2015. "Filtered historical simulation Value-at-Risk models and their competitors," Bank of England working papers 525, Bank of England.

Articles

  1. Renata Herrerías & Pedro Gurrola, 2012. "Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the M exican Market," International Finance, Wiley Blackwell, vol. 15(2), pages 225-250, June.
  2. Pedro Gurrola & Renata Herrerías, 2011. "Maturity effects in the Mexican interest rate futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(4), pages 371-393, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Benos, Evangelos & Garratt, Rodney & Gurrola-Perez, Pedro, 2017. "The economics of distributed ledger technology for securities settlement," Bank of England working papers 670, Bank of England.

    Cited by:

    1. Morten Linnemann Bech & Rodney Garratt, 2017. "Central bank cryptocurrencies," BIS Quarterly Review, Bank for International Settlements, September.
    2. Walter blocher & Andreas Hanl & Jochen Michaelis, 2017. "Revolutionieren Kryptowährungen die Zahlungssysteme?," MAGKS Papers on Economics 201748, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

Articles

  1. Renata Herrerías & Pedro Gurrola, 2012. "Monetary Policy Announcements and Short-Term Interest Rate Futures Volatility: Evidence from the M exican Market," International Finance, Wiley Blackwell, vol. 15(2), pages 225-250, June.

    Cited by:

    1. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez Marmolejo, 2015. "Mexico’s monetary policy communication and money markets," Working Papers 1515, BBVA Bank, Economic Research Department.
    2. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.

  2. Pedro Gurrola & Renata Herrerías, 2011. "Maturity effects in the Mexican interest rate futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(4), pages 371-393, April.

    Cited by:

    1. Liu, Wei-han, 2016. "A re-examination of maturity effect of energy futures price from the perspective of stochastic volatility," Energy Economics, Elsevier, vol. 56(C), pages 351-362.
    2. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2015-03-13 2017-09-17. Author is listed
  2. NEP-PAY: Payment Systems & Financial Technology (2) 2017-08-27 2017-09-17. Author is listed
  3. NEP-DES: Economic Design (1) 2017-08-27. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2017-09-17. Author is listed
  5. NEP-RMG: Risk Management (1) 2015-03-13. Author is listed

Corrections

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