Finance

Macrofinancial interconnections in the Pacific Alliance: a quantile approach of stock markets and macroeconomic factors

2024 - *(with Gómez, J.A., López-Estrada, S.).* '**APPLIED ECONOMICS LETTERS**'

Exploring the asymmetric relationship between macroeconomic factors and corporate profitability in the MSCI Colombia index

2024 - *(with Osorio-Vanegas, B., Ramirez-Patiño, C., Ojeda-Echeverry, C.).* '**JOURNAL OF ECONOMICS, FINANCE AND ADMINISTRATIVE SCIENCE**'

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)👨🏻‍🏫 that I presented at the conference.

Index Fund to NASDAQ100.

In this post, I present a dashboard that optimizes through an Index Fund the NASDAQ💯.

An app for Value at Risk (VaR).

I designed an app 📈 to calculate a value at risk (VaR) for the stocks of NASDAQ 💯. The VaR is calculated in the individual assets and the assets portfolio.