User profiles for Guillermo Benavides

Guillermo Benavides

Banco de Mexico
Verified email at banxico.org.mx
Cited by 562

Price volatility forecasts for agricultural commodities: an application of historical volatility models, option implieds and composite approaches for futures prices of corn …

G Benavides - Option Implieds and Composite Approaches for …, 2004 - papers.ssrn.com
There has been substantial research effort aimed to forecast futures price return volatilities
of financial and commodity assets. Some part of this research focuses on the performance of …

Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts

G Benavides, C Capistrán - Journal of Empirical Finance, 2012 - Elsevier
This paper provides empirical evidence that combinations of option implied and time series
volatility forecasts that are conditional on current information are statistically superior to …

El Estado ecuatoriano y el crimen organizado

D Guerrero, G Benavides - Revista de la Academia del Guerra …, 2023 - journal.espe.edu.ec
El presente artículo analiza la incidencia actual del crimen organizado en nuestro país, una
de las principales amenazas a la seguridad nacional. Revisa el rol del poder militar, y el …

[PDF][PDF] Una nota sobre la volatilidad de la tasa de interés y del tipo de cambio bajo diferentes instrumentos de política monetaria: México 1998-2008

G Benavides, C Capistrán - … de Investigación del Banco de México, 2009 - academia.edu
Para avanzar nuestro entendimiento de los mecanismos a través de los cuales la polıtica
monetaria afecta a la economıa, en esta nota analizamos las volatilidades de la tasa de …

The demand for money and inflation in Mexico 1980–1999: implications for stability and real seigniorage revenues

P Turner, G Benavides - Applied Economics Letters, 2001 - Taylor & Francis
This paper presents estimates of the demand for money function and the Phillips curve using
quarterly data for the Mexican economy over the period 1980-–1999. These estimates are …

[PDF][PDF] Recopilación de experiencias silvícolas en el" Bosque nativo maulino".

M Aguilera Fernández, G Benavides - 2005 - bibliotecadigital.ciren.cl
El presente documento pretende proporcionar antecedentes técnicos de las experiencias
silvícolas realizadas en el bosque nativo maulino, cuyas ejecuciones se hayan efectuado …

[PDF][PDF] Pronosticó de la Volatilidad del Tipo de Cambio: el Desempeñó Superior de Combinaciones Condicionales de Pronósticos de Series de Tiempo y Pronósticos …

G Benavides, C Capistran - Revista Banco de México, 2009 - banxico.org.mx
Guillermo Benavides† Carlos Capistrán‡ Banco de México Banco de México Resumen:
Este documento provee evidencia empırica de que combinaciones de pronósticos de …

Are loan guarantees effective? The case of Mexican government banks

G Benavides, A Huidobro - The Case of Mexican Government …, 2008 - papers.ssrn.com
Mexican Government's Banks offer loan guarantees to private banks in order to spur credit
directed to non-financial small and medium sized firms and this policy is examined here. …

Volatility Forecasts for the Mexican Peso-US Dollar Exchange Rate: An Empirical Analysis of GARCH, Option Implied and Composite Forecast Models

G Benavides - Banco de Mexico, Research Document, 2006 - papers.ssrn.com
The volatility accuracy of several volatility forecast models is examined for the case of daily
spot returns for the Mexican peso-US Dollar exchange rate. The models applied are …

The impact of quality management on productivity in the hospitality sector

CG Benavides-Chicón, B Ortega - International Journal of Hospitality …, 2014 - Elsevier
This paper attempts to determine the relationship between quality and productivity in the
hospitality sector. Although both variables are crucial to the competitive and value creation …