Finance

Colombia: Macroeconomic Data

Obtaining macroeconomic information can be an arduous task. In this post, we share a large macroeconomic database designed for empirical big data analysis.

Commonality, macroeconomic factors and banking profitability

2022 - *(with Manotas-Duque, D. F., Uribe, J.M.).* '**THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE**'

IFABS 2021 Oxford Conference

I was at the IFABS 2021 conference in Oxford. Unfortunately, due to the persistent uncertainty caused by the evolution of the pandemic, the conference was held virtually. Here, you can find the presentation (Slides)πŸ‘¨πŸ»β€πŸ« that I presented at the conference.

Commonality, macroeconomic factors and banking profitability

2021 - *(with Manotas-Duque, D. F., Uribe, J. M.).* '**Working Paper IREA, Universitat de Barcelona, 2021/13**'

Index Fund to NASDAQ100.

In this post, I present a dashboard that optimizes through an Index Fund the NASDAQπŸ’―.

An app for Value at Risk (VaR).

I designed an app πŸ“ˆ to calculate a value at risk (VaR) for the stocks of NASDAQ πŸ’―. The VaR is calculated in the individual assets and the assets portfolio.