RESEARCH
Articles
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"Dynamics of the Default Frequency of Consumer Fixed-Payment Credits" (with Rodrigo Alfaro and David Pacheco), El Trimestre Economico, June 2013.
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"The Business Cycle, Credit Cost and Risk in Chile from a Structural VAR Model's Perspective" (with Carlos Garcia), Journal The Chilean Economy, April 2013.
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"Credit Contraction and International Trade: Evidence from Chilean Exporters" (with Ari Aisen, Roberto Alvarez and Javier Turen), World Development, April 2013.
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"Liquidity Crises and Corporate Cash Holdings in Chile" (with Roberto Alvarez and Carla Valdivia), The Developing Economies, December 2012.
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"The Inflow into Non-Performing Loans Ratio as a Measure of Credit Risk: Analysis and Application to the Chilean Case", Economic Analysis Review, April 2012.
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"Stress Tests for Banking Sector: A Technical Note" (with Rodrigo Alfaro), Money Affairs, December 2011.
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"Real Exchange Rate Fluctuations and Tradability of Goods in Chile-US International Trade", Economic Analysis Review, December 2011.
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"Determinants of Housing Prices in the Metropolitan Area of Santiago", El Trimestre Economico, December 2011.
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"Estimating Chile's Nominal Interest Rate Structure: An Application of the Dynamic Nelson-Siegel Model" (with Rodrigo Alfaro and Juan Sebastian Becerra), Journal The Chilean Economy, December 2011.
Working Papers
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"Interest Rate Ceiling and Credit Supply" (with Rodrigo Alfaro and Camilo Vio), Central Bank of Chile, July 2012.
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"Applications of the Binomial Model for Risk Analysis" (with Rodrigo Alfaro and Carmen Gloria Silva), Central Bank of Chile, May 2011.
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"Arbitrage Pricing Theory of Chilean Bonds and Stocks Using the Principal Component Method" (with Natalia Gallardo), Central Bank of Chile, March 2010.
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"When RSI Met the Binomial Tree" (with Rodrigo Alfaro), Central Bank of Chile, June 2009.
Book Chapters
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"Dynamics of the Default Frequency of Consumer Fixed-Payment Credits" (with Rodrigo Alfaro and David Pacheco), in J. Callaghan, A. Murphy and H. Qian (editors), First International Conference on Credit Analysis and Risk Management, Cambridge Scholars Publishing.