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Rafael Roman Romero Meza

Profesor Asociado

Universidad Alberto Hurtado

Santiago, Chile

Líneas de Investigación


ECONOMIA FINANCIERA; FINANZAS CORPORATIVAS; DERIVADOS

Educación

  •  Finance, BOSTON UNIVERSITY. Estados Unidos, 2000
  •  Economics, BOSTON UNIVERSITY. Chile, 1997
  •  Economics, GEORGETOWN UNIVERSITY. Estados Unidos, 1990
  •  Ingeniero Comercial, UNIVERSIDAD DE CHILE. Chile, 1991

Experiencia Académica

  •   PROFESOR ASOCIADO Full Time

    UNIVERSIDAD ALBERTO HURTADO

    ECONOMIA Y NEGOCIOS

    SANTIAGO, Chile

    2017 - A la fecha


 

Article (13)

A Bayesian approach to model changes in volatility in the Mexican stock exchange index

Cabrera G., Coronado S.; Rojas O., Romero-Meza R.

Article
Applied Economics  (2017)

A study of co-movements between U.S. and Latin American stock markets: A cross-bicorrelations perspective [Un estudio de comovimientos entre las bolsas de valores de Estados Unidos de Norteamérica y América Latina: Una perspectiva de la bicorrelación cruz

Coronado S.; Rojas O.; Romero-Meza R.; Venegas-Martínez F.

Article
DYNA (Colombia)  (2016)

Nonlinearities and financial contagion in Latin American stock markets

Romero-Meza, R; Bonilla C.; Benedetti, H; Serletis A.

Article
Economic Modelling  (2015)

Oil and the economy: A cross bicorrelation perspective

Romero-Meza, Rafael; Coronado, Semei; Serletis, Apostolos

Article
The Journal of Economic Asymmetries  (2014)

EPISODIC NON-LINEARITIES AND MARKET EFFICIENCY IN THE MEXICAN STOCK MARKET

Bonilla, CA; Romero, R; Gutiérrez, E.

Article ISI SCOPUS
Manchester School  (2011)

NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA

Bonilla, CA; Romero-Meza R.; Maquieira, C

Article
MACROECONOMIC DYNAMICS  (2011)

INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT

Romero-Meza R.; Bonilla, CA; Hinich, MJ; Borquez, R

Article
MACROECONOMIC DYNAMICS  (2010)

Nonlinear behaviour of emerging market bonds spreads: the Latin American case

Bonilla, CA; Maquieira, CP; Romero-Meza, R

Article
APPLIED ECONOMICS  (2008)

GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America

Bonilla, CA; Romero-Meza, R; Hinich, MJ

Article
APPLIED ECONOMICS  (2007)

GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America

Bonilla, CA; Romero-Meza R.; Hinich, MJ

Article
APPLIED ECONOMICS  (2007)

Nonlinear event detection in the Chilean stock market

Romero-Meza, R; Bonilla, CA; Hinich, MJ

Article
APPLIED ECONOMICS LETTERS  (2007)

Nonlinear event detection in the Chilean stock market

Romero-Meza R.; Bonilla, CA; Hinich, MJ

Article
APPLIED ECONOMICS LETTERS  (2007)

Episodic nonlinearity in Latin American stock market indices

Bonilla, CA; Romero-Meza, R; Hinich, MJ

Article
APPLIED ECONOMICS LETTERS  (2006)

BookSection (1)

Crude Oil and Biofuel Agricultural Commodity Prices

Romero-Meza, Rafael; Serletis A.; Verteramo, Leslie; Jawadi

BookSection
 (2018)

Proyecto (2)

EXPLORANDO E IDENTIFICANDO LAS FORMAS DE NO LINEALIDAD EN MERCADOS FINANCIEROS EMERGENTES: EXTENSIONES Y GENERALIZACIONES

Bonilla, Claudio

Proyecto
 (2011)

EPISODIC NONLINEARITIES AND ECONOMIC AND POLITICAL EVENTS IN LATINAMERICAN FINANCIAL MARKETS

Bonilla, Claudio Andres

Proyecto
 (2010)

4
Rafael Romero

Profesor Asociado

Gestión y Negocios

Universidad Alberto Hurtado

Santiago, Chile

1
Elizabeth Gutierrez

Assistant Professor

UNIVERSIDAD DE CHILE

Santiago, Chile