Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of María Teresa González Pérez. The Banco de España is not responsible for their content.
María Teresa González Pérez
Senior Economist
Analysis and Market Intelligence Division
DG Operations, Markets and Payment Systems
Contact Information
- Address: Calle Alcala 48, 28014 Madrid, España // ORCID: 0000-0003-1053-7066
Fields of Interest
- Macro-finance
- Volatility modelling
- Market risk
- Asset pricing
- Financial Economics
JEL Codes
C58, C22, C32, N70, E3, E4, E5, G13
Curriculum Vitae
(535 KB)
Selected Publications and Working Papers
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“Eurozone Prices: A Tale of Convergence and Divergence”
Alfredo Garcia-Hiernaux, Maria T Gonzalez-Perez and David E Guerrero
Economic Modelling, 2023 (forthcoming)
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“How to measure inflation volatility. A Note.”
Alfredo Garcia-Hiernaux, Maria T Gonzalez-Perez and David E Guerrero
Bank of Spain Working Paper, No. 2314, 2023.
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“The short-term and long-term relationship between EURUSD expected and realized volatility”
Maria T Gonzalez-Perez
Working Paper, 2023.
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“VIX Interpolation”
Torben G. Andersen, Oleg Bondarenko and Maria T Gonzalez-Perez
Working Paper, 2023.
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“Lessons from estimating the average option-implied volatility term-structure for the Spanish banking sector”
Maria T Gonzalez-Perez
Bank of Spain Working Paper No. 2128, 2022.
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“Is it expected volatility or expected precision?”
Maria T. Gonzalez Perez and David E. Guerrero
SSRN Working Paper, 2021
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“An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research”
Juana Aledo, Juan M. Garcia-Lara, Maria T Gonzalez-Perez and Christos A Grambovas
Accounting and Finance, 2020, Vol 60 (4): 3905-3933
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“Measuring the spillovers of uncertainty shocks” (previously titled: “Understanding the international spillovers of volatility expectations”
Maria T Gonzalez-Perez
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“A Corridor FIX for High-Frequency VIX: Developing Coherent Implied Volatility Measures”
Torben G. Andersen, Oleg Bondarenko and Maria T Gonzalez-Perez
Working Paper, 2019
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“Exploring Returns Dynamics via Corridor Implied Volatility”
Torben G. Andersen, Oleg Bondarenko and Maria T Gonzalez-Perez
The Review of Financial Studies, 2015, Vol 28 (10): 2902-2945
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“Model-Free Volatility Indexes in the Financial Literature: A Review”
Maria T Gonzalez-Perez
International Review of Economics and Finance, 2015, Vol 40: 141-159
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“Day of week effect on VIX. A parsimonious Representation”
Maria T Gonzalez-Perez and David E. Guerrero
The North American Journal of Economics and Finance, 2013, Vol. 2(2), 185-216
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“The Information content in a volatility index for Spain”
Maria T Gonzalez-Perez and Alfonso Novales
Journal of the Spanish Eocnomic Association (SERIEs), 2011, Vol. 2(2), 185-216