Finance

Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach

2023 - *(with Oviedo-Gomez, A., Manotas-Duque, D. F.).* '**FINANCE RESEARCH LETTERS**'

How do climate and macroeconomic factors affect the profitability of the energy sector?

2023 - *(with Manotas-Duque, D. F.).* '**JOURNAL OF ENERGY ECONOMICS AND POLICY**'

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.

CLAIO 2022

Dec. 12 - 15 / 2022

VaR in R

This is a small capsule about the calculation of VaR in R.

8° ELAEE 2022

Nov. 20 - 22 / 2022

Commonality, macroeconomic factors and banking profitability

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

ICEE 2022

Jun. 2 - 3 / 2022

Seminario CIEF - EAFIT

Feb. 16 / 2022

Workshop Advances in Statistical Methods

Nov. 25 - 26 / 2021