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Rafael Romero-Meza
Rafael Romero-Meza
Associate Professor in Finance Universidad Alberto Hurtado
Verified email at uahurtado.cl - Homepage
Title
Cited by
Cited by
Year
Episodic nonlinearity in Latin American stock market indices
CA Bonilla, R Romero-Meza, MJ Hinich
Applied economics letters 13 (3), 195-199, 2006
822006
Nonlinear event detection in the Chilean stock market
R Romero-Meza, CA Bonilla, MJ Hinich
Applied Economics Letters 14 (13), 987-991, 2007
442007
Medidas de riesgo financiero
R Romero Meza
Director Comite Editorial: Sergio Olavarrieta, 2005
362005
Nonlinearities and financial contagion in Latin American stock markets
R Romero-Meza, C Bonilla, H Benedetti, A Serletis
Economic Modelling 51, 653-656, 2015
312015
GARCH inadequacy for modelling exchange rates: Empirical evidence from Latin America
CA Bonilla, R Romero-Meza, MJ Hinich
Applied Economics 39 (19), 2529-2533, 2007
242007
Nonlinear behaviour of emerging market bonds spreads: the Latin American case
CA Bonilla, CP Maquieira, R Romero-Meza
Applied economics 40 (20), 2697-2702, 2008
192008
The association between air pollution and COVID-19 related mortality in Santiago, Chile: A daily time series analysis
R Dales, C Blanco-Vidal, R Romero-Meza, S Schoen, A Lukina, ...
Environmental research 198, 111284, 2021
172021
Crude oil and biofuel agricultural commodity prices
S Coronado, O Rojas, R Romero-Meza, A Serletis, LV Chiu
Uncertainty, expectations and asset price dynamics, 107-123, 2018
162018
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
G Cabrera, S Coronado, O Rojas, R Romero-Meza
Applied Economics 50 (15), 1716-1724, 2018
122018
Innovaciones financieras en América Latina: mercados de derivados y determinantes de la administración de riesgo
F Ibáñez, R Romero-Meza, S Coronado-Ramírez, F Venegas-Martínez
112015
Intraday patterns in exchange rate of return of the Chilean Peso: New evidence for day-of-the-week effect
R Romero-Meza, CA Bonilla, MJ Hinich, R Bórquez
Macroeconomic Dynamics 14 (S1), 42-58, 2010
102010
A study of co-movements between US and Latin American stock markets: A cross-bicorrelations perspective
S Coronado, O Rojas, R Romero-Meza, F Venegas-Martínez
Dyna 83 (196), 143-148, 2016
92016
Oil and the economy: A cross bicorrelation perspective
R Romero-Meza, S Coronado, A Serletis
The Journal of Economic Asymmetries 11, 91-95, 2014
82014
Nonlinearities and GARCH inadequacy for modeling stock market returns: Empirical evidence from Latin America
CA Bonilla, R Romero-Meza, C Maquieira
Macroeconomic Dynamics 15 (5), 713-724, 2011
82011
Financial innovations in Latin America: Derivatives markets and determinants of risk management
F Ibanez, R Romero-Meza, S Coronado-Ramírez, F Venegas-Martínez
documento del Munich Personal RePEc Archive, Munich Personal RePec Archive …, 2015
52015
An economic and financial analysis of the latin american model of pension intermediaries
RR Romero-Meza
Boston University, 2000
52000
Definiendo un programa de Administración de Riesgos Financieros
R Romero Meza
Director Comite Editorial: Sergio Olavarrieta, 2004
42004
Episodic nonlinearity in Latin American stock market indices
R Romero Meza, C Bonilla Meléndez, M Hinich
Publicación Extranjera, 2006
32006
Implementation of conditional Value-at-Risk (CVaR): the case of Chilean pension funds
R Romero-Meza, S Laengle
CLADEA, 2005
32005
NIIF 9 instrumentos financieros: aplicación práctica para la determinación de la pérdida esperada de un portafolio de activos
R Romero-Meza, SG Caripán, HO Gómez
CAPIC REVIEW 16, 1-18, 2018
22018
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