QVAR

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**'

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**'