Research

Publications:

• Effects of the International Regulatory Reforms over Market Liquidity of Mexican Sovereign Debt (with José Luis Lara, Fabrizio López-Gallo, and Alberto Romero), Journal of Financial Stability, October 2020.

Working Papers:

• FX Interventions in a Small Open Economy: The Case of Domestic Non-Deliverable Forwards (with Yeonggyu Yun), August 2024.

• Sovereign Default and Foreign Political Pressures: Lessons from Mexico and the Rhetoric of Donald Trump, October 2023.

• A Pre-COVID Measure of the Effect of the 2018 Economic Shift in Mexico (with Felipe Meza), February 2022.

• Detecting a Fall in Trend Growth of the Mexican Economy in 2019 (with Felipe Meza), June 2021.

Work in Progress:

• On the Cyclicality of Markups, Aggregate Demand, and Uncertainty Shocks (with Julio Mereb), October 2024.

• Heterogeneous Responses to Uncertainty Shocks in a Developing Economy: The Case of Mexico, January 2024.

Old Projects:

• Forecasting the Impact of the COVID-19 Shock on the Economic Activity of States of the Mexican Republic using a Panel VAR with Exogenous Variables (with Cutberto Frías), December 2020.

• Increased Uncertainty due to COVID-19 and its Consequences on the Real and Financial Sector of Mexico (with Cutberto Frías, Jorge De la Vega, and Alberto Romero), November 2020.

• An Application of Fisher’s non-parametric Test for Sovereign and Corporate Credit Ratings (with Jorge De la Vega, Cutberto Frías, and Alberto Romero), February 2020.

• Determinants of the Sovereign Ratings using an Ordered Probit (with Cutberto Frías and Alberto Romero), July 2018.

• The Introduction of Exchange Rates Derivatives to Mitigate Exchange Rates Volatility (with Alberto Romero), July 2018.