Rafael Romero-Meza

发表

Nonlinearities and financial contagion in Latin American stock markets

Rafael Romero-Meza, C. Bonilla, Hugo Benedetti, 2015 .

Non-Linear Multivariate Dependence between the Mexican Stock Market Index and the Exchange Rate: Efficiency Hypothesis and Political Cycle in Mexico (1994-2012) Dependencia multivariante no lineal entre el Índice de Precios y Cotizaciones de la Bolsa

Rafael Romero-Meza, Semei Leopoldo Coronado Ramírez, Francisco Venegas-Martínez, 2017 .

INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT

M. Hinich, Rafael Romero-Meza, C. Bonilla, 2010, Macroeconomic Dynamics.

A Bayesian approach to model changes in volatility in the Mexican stock exchange index

Rafael Romero-Meza, Semei Coronado, O. Rojas, 2018 .

Oil and the economy: A cross bicorrelation perspective

Rafael Romero-Meza, Apostolos Serletis, Semei Coronado, 2014 .

The association between air pollution and COVID-19 related mortality in Santiago, Chile: A daily time series analysis

Rafael Romero-Meza, R. Dales, S. Cakmak, 2021, Environmental Research.

A study of co-movements between U.S. and Latin American stock markets: A cross-bicorrelations perspective

Rafael Romero-Meza, Semei Coronado, Francisco Venegas-Martínez, 2015, 1503.06926.

Japan's Tragedy and Aftermath: Lessons for Crises Management

J. Post, Rafael Romero-Meza, K. Hatten, 2011 .

NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA

Rafael Romero-Meza, C. Bonilla, Carlos P. Maquieira, 2010, Macroeconomic Dynamics.

Time-Varying Granger Causality of COVID-19 News on Emerging Financial Markets: The Latin American Case

Rafael Romero-Meza, Semei Coronado, O. Rojas, 2023, Mathematics.

Time-varying multivariate causality among infectious disease pandemic and emerging financial markets: the case of the Latin American stock and exchange markets

Rafael Romero-Meza, Semei Coronado, José N. Martínez, 2021, Applied Economics.