• Curriculum Vitae [PDF]

• Publications:

- Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns, joint work with R. Garcia, Journal of Applied Econometrics, 26 (2), pp. 193-212, 2011 [Appendix]

- The Option CAPM and the Performance of Hedge Funds, joint with R. Garcia, Review of Derivatives Research, 14 (2), pp. 137-167, 2011

- Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets, Emerging Markets Review, 10 (4), pp. 311-330, 2009

- Contagion and Portfolio Shift in Emerging Markets, joint work with A. Garcia-Herrero, Research in Banking and Finance, 4, pp. 301-320, 2004.

Notes and Short Papers:

- Internationally Affine Term Structure Models, Spanish Review of Financial Economics, 9 (1), pp. 31-34, 2011

- Can Affine Term Structure Models Help Us Predict Exchange Rates?, Journal of Money, Credit and Banking, 41 (4), pp. 755-766, 2009 [Appendix]

In Spanish:

- Crisis Cambiarias en Latinoamerica: Factores Especificos e Internacionales (Currency Crises in Latin-America: Specific and International Factors), joint work with A. Ortiz-Abarca, Informacion Comercial Española, Revista de Economia, 790, pp 93-106, March 2001. [Paper in PDF]

•  Working Papers:

- An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks, joint work with G. Bauer, 2012. [January 2012 version] [Appendix]

- McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates, Bank of Canada Working Paper 2008-43. [March 2010 version]

- Extracting Policy Rate Expectations in Canada, joint with C. Reid, 2008. [July 2008 version] 

•  Work-in-Progress:

- American Depositary Receipts Premia, What Can We Learn from their Comovements?, 2003. 

• Links:

- My  SSRN Author Page