González Pérez, María Teresa

Inflation volatility under rational inattention: A semi-parametric model and the directional volatility ratio.

Alfredo Garcia-Hiernaux, Maria T. Gonzalez-Perez and David E. Guerrero

Economic Modelling, 2026 (forthcoming)

Eurozone Prices: A Tale of Convergence and Divergence.

Alfredo Garcia-Hiernaux, Maria T. Gonzalez-Perez and David E. Guerrero

Economic Modelling, 2023, Vol. 126, 106418

VIX Maturity Interpolation Torben G Andersen, Oleg Bondarenko and Maria T Gonzalez-Perez

Review of Derivative Research, 2025, Vol. 28, 4.

The impact of Sovereign Debt Purchase programs. A case study: the Spanish-to-Portuguese bond yield spread Fernando Cerezo, Pablo Giron, Maria T Gonzalez-Perez and Roberto Pascual.

Bank of Spain Working Paper, No. 2422, 2024.

Eurozone Prices: A Tale of Convergence and Divergence Alfredo Garcia-Hiernaux, Maria T Gonzalez-Perez and David E Guerrero

Economic Modelling, 2023 (forthcoming)

Inflation Volatility and The Directional Volatility Ratio (previously titled: 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.

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.

Is it expected volatility or expected precision? Maria T. Gonzalez Perez and David E. Guerrero

SSRN Working Paper, 2021

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

Measuring the Spillovers of Uncertainty Shocks (previously titled: “Understanding the international spillovers of volatility expectations”) Maria T Gonzalez-Perez

SSRN Working Paper, 2019.

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

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

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

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