Academic staff
Maria Teresa Gonzalez Perez
PhD in Economics, Universidad Complutense de Madrid, 2007
Personal details
Research interests
Macro-finance, volatility modelling, market risk, asset pricing, financial economics.
Selected publications
- "Eurozone Prices: A Tale of Convergence and Divergence", with Alfredo Garcia-Hiernaux and David E. Guerrero, Economic Modelling, 126 (2023), 106418.
- "An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research", with Juana Aledo, Juan Manuel Garcia Lara and Christos A Grambovas, Accounting & Finance, 60(4) (2020), 3905-3933.
- "Exploring Returns Dynamics via Corridor Implied Volatility", with Torben G. Andersen and Oleg Bondarenko, Review of Financial Studies, 28 (10) (2015), 2902-2945.
- "Model-free Volatility Indexes in the Financial Literature: A Review", International Review of Economics and Finance, 40 (2015), 141-159.
- "Day of the Week Effect on VIX. A Parsimonious Representation", with David E. Guerrero, The North American Journal of Economics and Finance, 25 (2013), 243-260.