Marco Morales Sepúlveda
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Econometría de series de tiempo; econometría financiera; valoración de activos financieros; pensiones y rentas vitalicias.
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Publicaciones recientes
Publicaciones recientes
2024
Lag Order Selection for Long Run Variance Estimation in Econometrics
Marco Morales Sepúlveda
Econometric Reviews
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Economics
2021
When does the Central Bank intervene the FX market? Estimating a time-varying Central Banks threshold intervention function
Marco Morales Sepúlveda
International Review of Finance
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Economics
Statistic & Probability
2021
The Role of a Longevity Insurance for Defined Contribution Pension Systems
Marco Morales Sepúlveda
Insurance: Mathematics & Economics
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Economics
2017
Longevity risk and capital markets: the 2014–15 update****
Marco Morales Sepúlveda
Journal of Risk and Insurance
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Business
Finance
2017
The Chilean electronic market for annuities (SCOMP): reducing information asymmetries and improving competition
Marco Morales Sepúlveda
Geneva Papers on Risk and Insurance-Issues and Practice
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Business
Economics
Finance
2014
Cointegration testing under structural change: reducing size distortions and improving power of residual based tests
Marco Morales Sepúlveda
Statistical Methods and Applications
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Business
Finance
2014
Foreign shocks on Chilean financial markets: spillovers and comovements between bond and equity markets
Marco Morales Sepúlveda
Emerging Markets Finance and Trade
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Statistics and Probability
2013
Determinants of ownership concentration and tender offer law in the Chilean stock market
Marco Morales Sepúlveda
CEPAL Review
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