Research

More in my Google Scholar profile.

Publications

• 2023: Daily growth-at-risk: financial or real drivers? The answer is not always the same (with H. Chuliá and J.M. Uribe). International Journal of Forecasting, June 2023. Presentation here!

• 2022: Interest rate caps on microcredit: evidence from a natural experiment in Bolivia (with M. J. Roa and A. Villegas). Journal of Development Effectiveness 14 (2), 125-142.

• 2019: Financial decisions and financial capabilities in the Andean region (with M. J. Roa and J. Barboza). Journal of Consumer Affairs 53 (2), 296-323.

 

Work in progress

• International vulnerability of inflation (with V. Rodríguez-Caballero and E. Ruiz).

Books

• 2023: Essays on Tail Risks in Macroeconomics. PhD Thesis.

Working papers

• Vulnerable Funding in the Global Economy (with H. Chuliá and J.M. Uribe). R&R Journal of Banking and Finance. (Working paper version: Research Institute of Applied Economics Working Paper 2021/06.)

  • Presented at the EEA-ESEM 2021, 27th German Finance Association, 3rd Catalan Economic Society, and 30th Finance Forum.

  • Paper!

• Monitoring Daily Unemployment at Risk (with H. Chuliá and J.M. Uribe). Submitted. (Working paper version: Research Institute of Applied Economics Working Paper 2022/11.)

  • Presented at the 42nd International Symposium on Forecasting, University of Oxford.

  • WP version here.