Nombre(s) / Name(s):

José Gonzalo

Apellido paterno / Last name:

Rangel

Apellido materno:

-

Grado académico / Academic degree:

Dr. / Ph.D.

Centro / Center:

Centro de Estudios Económicos

Nombramiento / Title:

Profesor – Invitado

CV breve / Short Vita:

Gonzalo Rangel es Licenciado en Actuaría (Universidad Nacional Autónoma de México), Maestro en Economía (El Colegio de México y University of California) y doctor en Economía (University of California at San Diego). Gonzalo Rangel fue profesor-invitado del Centro de Estudios Económicos de El Colegio de México en 2009. Actualmente es investigador del Banco de México.

Gonzalo Rangel holds a B. A. in Actuarial Mathematics from Universidad Nacional Autónoma de México, a M. A. in Economics from El Colegio de México and University of California at San Diego, and a Ph.D. in Economics from University of California at San Diego. He was a guest professor and researcher at Centro de Estudios Económicos in 2009. He is currently a Research Economist at Banco de México.

Líneas de investigación / Research topics:

C580 - Financial Econometrics
C220 - Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models
C320 - Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models
L100 - Market Structure, Firm Strategy, and Market Performance: General
D220 - Firm Behavior: Empirical Analysis

Proyectos de investigación / Research projects:

“The Cross-Section of Price and Liquidity Effects Around Earnings Announcements”, with Maria Kasch (in progress)
“High and Low Frequency Correlations in Global Equity Markets”. (Coauthored with Robert F. Engle).
“Market Crashes, Order Imbalance and Stock Returns: Evidence from NYSE”. (Coauthored with Maria Kasch and Moritz Weigand).
“Macroeconomic Announcements, Price Discovery, and Order Flow Effects in the Stock Market: Evidence from Daily Data”.

Libros /Books:

-

Artículos y capítulos de libros /Articles and book chapters:

• Rangel, G. (2008), “The Spline GARCH Model for Low Frequency Volatility and its Global Macroeconomic Causes”. (Coauthored with Robert F. Engle), Review of Financial Studies, 2008, 21, 1187-1222.
• Rangel, G. (2007), “The Factor-Spline-GARCH Model for High and Low Frequency Correlations”. (Coauthored with Robert F. Engle, Revise and resubmit, Journal of Business and Economic Statistics).
• Rangel, G. (2006), “News, Announcements and Stock Market Volatility Dynamics” (Revise and resubmit, Journal of Banking and Finance)

Cubículo /Office number:

-

Teléfono / Telephone*:

-

Secretaria / Secretary:

-

Correo-e /E-mail*:

Esta dirección electrónica esta protegida contra spam bots. Necesita activar JavaScript para visualizarla

Página web personal / Personal website:

http://sites.google.com/site/jgrangelsite/home

Blog:

-