Jose Gonzalo Rangel
|Terminal Degree:||2006 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)|
Goldman Sachs (Goldman Sachs)http://www2.goldmansachs.com/
United States, New York
Research outputJump to: Working papers Articles
- Gustavo Abarca & Claudia Ramírez & José Gonzalo Rangel, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
- Gustavo Abarca & José Gonzalo Rangel & Guillermo Benavides, 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.
- Jose Gonzalo Rangel & Robert F. Engle, 2009.
"The Factor-Spline-GARCH Model for High and Low Frequency Correlations,"
2009-03, Banco de México.
- JosÃ© 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.
- Robert F. Engle & José Gonzalo Rangel, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
- José Gonzalo Rangel, 2009.
"Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics,"
2009-15, Banco de México.
- 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.
- 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, Research Department.
- 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.
- 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.
- José Gonzalo Rangel, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
- Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011. "Inflación, crecimiento y bienestar social," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 125-196, abril-jun.
- Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP 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.
- NEP-ECM: Econometrics (3) 2006-06-10 2009-03-14 2009-12-19
- NEP-ETS: Econometric Time Series (3) 2006-06-10 2009-03-14 2009-12-19
- NEP-MON: Monetary Economics (3) 2009-12-19 2011-01-03 2012-10-06
- NEP-CBA: Central Banking (2) 2011-01-03 2012-10-06
- NEP-IFN: International Finance (2) 2011-01-03 2012-10-06
- NEP-MAC: Macroeconomics (2) 2006-06-10 2009-12-19
- NEP-MST: Market Microstructure (2) 2009-03-14 2009-12-19
- NEP-BAN: Banking (1) 2012-10-06
- NEP-BEC: Business Economics (1) 2006-06-10
- NEP-FOR: Forecasting (1) 2006-06-10
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