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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, Mexico
http://www.banxico.org.mx/
RePEc:edi:bangvmx (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Diego A. Agudelo & Angelo Gutierrez, 2011. "Anuncios macroeconómicos y mercados Accionarios: El caso Latinoamericano," Documentos de Trabajo de Valor Público 10661, Universidad EAFIT.

Articles

  1. 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

  1. 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.

    Cited by:

    1. Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020. "Time Lotteries and Stochastic Impatience," Econometrica, Econometric Society, vol. 88(2), pages 619-656, March.
    2. 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.
    3. 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.

  2. 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:

    1. Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).

  3. 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:

    1. 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.
    2. 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.

  4. 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:

    1. 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

    Sorry, no citations of articles recorded.

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 4 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-DCM: Discrete Choice Models (2) 2019-10-07 2019-10-07
  2. NEP-UPT: Utility Models and Prospect Theory (2) 2019-10-07 2019-10-07
  3. NEP-DGE: Dynamic General Equilibrium (1) 2019-09-30
  4. NEP-ECM: Econometrics (1) 2019-10-07
  5. NEP-MST: Market Microstructure (1) 2013-03-30

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