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Jose Gonzalo Rangel

Personal Details

First Name:Jose
Middle Name:Gonzalo
Last Name:Rangel
Suffix:
RePEc Short-ID:pra223
Terminal Degree:2006 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Goldman Sachs (Goldman Sachs)

http://www2.goldmansachs.com/
United States, New York

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rangel José Gonzalo & Ramírez Claudia & Abarca Gustavo, 2012. "Capital Controls and Exchange Rate Expectations in Emerging Markets," Working Papers 2012-08, Banco de México.
  2. Abarca Gustavo & Rangel José Gonzalo & Benavides Guillermo, 2010. "Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009," Working Papers 2010-17, Banco de México.
  3. Rangel José Gonzalo & Engle Robert F., 2009. "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers 2009-03, Banco de México.
  4. Rangel José Gonzalo, 2009. "Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics," Working Papers 2009-15, Banco de México.
  5. Engle Robert F. & Rangel José Gonzalo, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  6. Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank.

Articles

  1. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
  2. Rocío Elizondo & Eduardo Morales-Ramos & José Gonzalo Rangel, 2011. "Inflación, crecimiento y bienestar social," Monetaria, CEMLA, vol. 0(2), pages 125-196, abril-jun.
  3. José Gonzalo Rangel & Robert F. Engle, 2011. "The Factor--Spline--GARCH Model for High and Low Frequency Correlations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 109-124, May.
  4. Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  5. Robert F. Engle & Jose Gonzalo Rangel, 2008. "The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1187-1222, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Euclidian citation score

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2006-06-10 2009-03-14 2009-12-19
  2. NEP-ETS: Econometric Time Series (3) 2006-06-10 2009-03-14 2009-12-19
  3. NEP-MON: Monetary Economics (3) 2009-12-19 2011-01-03 2012-10-06
  4. NEP-CBA: Central Banking (2) 2011-01-03 2012-10-06
  5. NEP-IFN: International Finance (2) 2011-01-03 2012-10-06
  6. NEP-MAC: Macroeconomics (2) 2006-06-10 2009-12-19
  7. NEP-MST: Market Microstructure (2) 2009-03-14 2009-12-19
  8. NEP-BAN: Banking (1) 2012-10-06
  9. NEP-BEC: Business Economics (1) 2006-06-10
  10. NEP-FOR: Forecasting (1) 2006-06-10

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