IDEAS home Printed from https://ideas.repec.org/f/pra223.html
   My authors  Follow this author

Jose Gonzalo Rangel

Personal Details

First Name:Jose
Middle Name:Gonzalo
Last Name:Rangel
Suffix:
RePEc Short-ID:pra223
Terminal Degree:2006 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Goldman Sachs (Goldman Sachs)

http://www2.goldmansachs.com/
United States, New York

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
  2. Abarca Gustavo & Rangel José Gonzalo & Benavides Guillermo, 2010. "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers 2010-17, Banco de México.
  3. Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  4. Engle Robert F. & Rangel José Gonzalo, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  5. Rangel José Gonzalo, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
  6. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank.

Articles

  1. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
  2. José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  3. Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  4. Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011. "Inflación, crecimiento y bienestar social," Monetaria, CEMLA, vol. 0(2), pages 125-196, abril-jun.
  5. Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Euclidian citation score

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 6 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-ECM: Econometrics (3) 2006-06-10 2009-03-14 2009-12-19
  2. NEP-ETS: Econometric Time Series (3) 2006-06-10 2009-03-14 2009-12-19
  3. NEP-MON: Monetary Economics (3) 2009-12-19 2011-01-03 2012-10-06
  4. NEP-CBA: Central Banking (2) 2011-01-03 2012-10-06
  5. NEP-IFN: International Finance (2) 2011-01-03 2012-10-06
  6. NEP-MAC: Macroeconomics (2) 2006-06-10 2009-12-19
  7. NEP-MST: Market Microstructure (2) 2009-03-14 2009-12-19
  8. NEP-BAN: Banking (1) 2012-10-06
  9. NEP-BEC: Business Economics (1) 2006-06-10
  10. NEP-FOR: Forecasting (1) 2006-06-10

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jose Gonzalo Rangel should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.