Assistant professor at ITAM in Mexico City.

     Contact Information:
      Río Hondo No. 1, 
      Col. Progreso Tizapán
      México, D.F.
      México, 01080

      Phone: 52 (55) 5628 4000 x6518

      Email: aurelio.vasquez@itam.mx

 

     Google Scholar

     SSRN


 

Research interests: Empirical Asset pricing, Derivatives, Risk Management and Fixed income.

Journal of Financial Economics, 2015, Volume 118, Issue 1, Pages 135-167.