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González Pérez, María Teresa

Senior Economist

Analysis and Market Intelligence Division
DG Operations, Markets and Payment Systems

Información de contacto

Campos de interés

Macro-finance, Volatility modelling, Market risk, Asset pricing, Financial Economics

Códigos JEL

C58, C22, C32, N70, E3, E4, E5, G13

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

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)

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.

 

The impact of sovereign debt purchase programmes. A case study: the Spanish-to-Portuguese bond yield spread Fernando Cerezo, Pablo Girón, María T. González- Pérez y Roberto Pascual

Códigos JEL: 2422

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

Economic Modelling, 2023 (forthcoming)

How to measure inflation volatility. A note Alfredo García-Hiernaux, María T. González-Pérez y David E. Guerrero

Códigos JEL: 2314

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

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

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.

 

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

SSRN Working Paper, 2021

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.

Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector María T. González-Pérez

Códigos JEL: 2128

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

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

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

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

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

SSRN Working Paper, 2019.

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