Ángelo Gutiérrez-Daza
(Angelo Gutierrez-Daza)
Personal Details
First Name: | Angelo |
Middle Name: | |
Last Name: | Gutierrez-Daza |
Suffix: | |
RePEc Short-ID: | pgu814 |
[This author has chosen not to make the email address public] | |
https://gutierrez-daza.com/ | |
Terminal Degree: | 2022 Departament d'Economia i Empresa; Universitat Pompeu Fabra; Barcelona School of Economics (BSE) (from RePEc Genealogy) |
Affiliation
Banco de México
México, Mexicohttp://www.banxico.org.mx/
RePEc:edi:bangvmx (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Jose Apesteguia & Miguel A. Ballester & Ángelo Gutiérrez-Daza, 2024. "Random Discounted Expected Utility," Working Papers 2024-03, Banco de México.
- Ángelo Gutiérrez-Daza, 2024. "Business Cycles when Consumers Learn by Shopping," Working Papers 2024-12, Banco de México.
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019.
"Random Models for the Joint Treatment of Risk and Time Preferences,"
Working Papers
1117, Barcelona School of Economics.
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019. "Random models for the joint treatment of risk and time preferences," Economics Working Papers 1671, Department of Economics and Business, Universitat Pompeu Fabra.
- Andrea Caggese & Ander Perez-Orive & Angelo Gutierrez, 2019. "Firm Debt Deflation, Household Precautionary Savings, and the Amplification of Aggregate Shocks," 2019 Meeting Papers 1331, Society for Economic Dynamics.
- Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera, 2014. "Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange," Documentos de Trabajo de Valor Público 14254, Universidad EAFIT.
- Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera, 2013. "Calidad de mercado y reformas al sistema transaccional. El Caso de X-Stream en el Mercado accionario colombiano," Documentos de Trabajo de Valor Público 10659, Universidad EAFIT.
- Diego A. Agudelo & Angelo Gutierrez, 2011. "Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano," Documentos de Trabajo de Valor Público 10661, Universidad EAFIT.
Articles
- Angelo Gutiérrez & Nazly Múnera, 2010. "Ventas en Corto: Analisis comparativo y propuesta para su implementación en el mercado de valores colombiano," Análisis - Revista del Mercado de Valores, Autorregulador del Mercado de Valores de Colombia, December.
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
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019.
"Random Models for the Joint Treatment of Risk and Time Preferences,"
Working Papers
1117, Barcelona School of Economics.
- Jose Apesteguia & Miguel Ángel Ballester & Angelo Gutierrez, 2019. "Random models for the joint treatment of risk and time preferences," Economics Working Papers 1671, Department of Economics and Business, Universitat Pompeu Fabra.
Cited by:
- Brañas-Garza, Pablo & Estepa Mohedano, Lorenzo & Jorrat, Diego & Orozco, Víctor & Rascon-Ramirez, Ericka, 2020.
"To pay or not to pay: Measuring risk preferences in lab and field,"
MPRA Paper
103088, University Library of Munich, Germany.
- Pablo Brañas-Garza & Lorenzo Estepa Mohedano & Diego Jorrat & Victor Orozco & Ericka Rascón Ramírez, 2021. "To pay or not to pay: Measuring riskpreferences in lab and field," Working Papers 67, Red Nacional de Investigadores en Economía (RedNIE).
- Brañas-Garza, Pablo & Estepa-Mohedano, Lorenzo & Jorrat, Diego & Orozco, Victor & Rascón-Ramírez, Ericka, 2021. "To pay or not to pay: Measuring risk preferences in lab and field," Judgment and Decision Making, Cambridge University Press, vol. 16(5), pages 1290-1313, September.
- Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020.
"Time Lotteries and Stochastic Impatience,"
Econometrica, Econometric Society, vol. 88(2), pages 619-656, March.
- Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2014. "Time Lotteries and Stochastic Impatience," PIER Working Paper Archive 18-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 13 Jun 2018.
- DeJarnette, Patrick & Dillenberger, David & Gottlieb, Daniel & Ortoleva, Pietro, 2020. "Time lotteries and stochastic impatience," LSE Research Online Documents on Economics 102564, London School of Economics and Political Science, LSE Library.
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2017.
"Stochastic Impatience and the Separation of Time and Risk Preferences,"
PIER Working Paper Archive
20-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 05 Jul 2020.
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020. "Stochastic Impatience and the Separation of Time and Risk Preferences," Working Papers 2020-54, Princeton University. Economics Department..
- David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2018. "Stochastic Impatience and the Separation of Time and Risk Preferences," PIER Working Paper Archive 18-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 08 Sep 2018.
- Andrea Caggese & Ander Perez-Orive & Angelo Gutierrez, 2019.
"Firm Debt Deflation, Household Precautionary Savings, and the Amplification of Aggregate Shocks,"
2019 Meeting Papers
1331, Society for Economic Dynamics.
Cited by:
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Diego A. Agudelo & Ángelo Gutiérrez & Nazly J. Múnera, 2014.
"Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange,"
Documentos de Trabajo de Valor Público
14254, Universidad EAFIT.
Cited by:
- Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018. "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público 16974, Universidad EAFIT.
- Castro, Carlos & Agudelo, Diego A. & Preciado, Sergio, 2020. "Measuring the effectiveness of volatility auctions," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 566-581.
- Diego A. Agudelo & Angelo Gutierrez, 2011.
"Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano,"
Documentos de Trabajo de Valor Público
10661, Universidad EAFIT.
Cited by:
- Eduardo Sandoval & Macarena Soto, 2016. "Integrated Markets Of Latin American: A Cointegration Analysis, Mercado Integrado Latinoamericano: Un Analisis De Cointegracion," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 1-17.
Articles
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Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 5 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.- NEP-DCM: Discrete Choice Models (2) 2019-10-07 2019-10-07
- NEP-ECM: Econometrics (2) 2019-10-07 2024-07-29
- NEP-UPT: Utility Models and Prospect Theory (2) 2019-10-07 2019-10-07
- NEP-DGE: Dynamic General Equilibrium (1) 2019-09-30
- NEP-EVO: Evolutionary Economics (1) 2024-07-29
- NEP-MIC: Microeconomics (1) 2024-07-29
- NEP-MST: Market Microstructure (1) 2013-03-30
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