| The economics of distributed ledger technology for securities settlement E Benos, R Garratt, P Gurrola-Perez Available at SSRN 3023779, 2017 | 121 | 2017 |
| Filtered historical simulation Value-at-Risk models and their competitors P Gurrola-Perez, D Murphy Bank of England Working Paper, 2015 | 55 | 2015 |
| Maturity effects in the Mexican interest rate futures market P Gurrola, R Herrerias Journal of Futures Markets 31 (4), 371-393, 2011 | 22 | 2011 |
| An approach to the non-normal behavior of hedge fund indices using Johnson distributions PG Pérez Finance Department, ESSEC in Paris and submitted for publication, 2004 | 14 | 2004 |
| Managing market liquidity risk in central counterparties E Benos, P Gurrola-Perez, M Wood Journal of Financial Market Infrastructures 5 (4), 105-125, 2017 | 13 | 2017 |
| Capturing fat-tail risk in exchange rate returns using SU curves: A comparison with the normal mixture and skewed Student distributions P Gurrola The Journal of Risk 10 (2), 73, 2007 | 13 | 2007 |
| Procyclicality of CCP margin models: systemic problems need systemic approaches P Gurrola-Perez World Federation of Exchanges Research Working Paper, 2020 | 12 | 2020 |
| The validation of filtered historical value-at-risk models P Gurrola-Perez Journal of Risk Model Validation, 2018 | 9 | 2018 |
| A bound for the vanishing of the first cohomology group of a rank 2 stable reflexive sheaf over p3 P Gurrola Communications in Algebra 19 (9), 2487-2494, 1991 | 6 | 1991 |
| Circuit breakers and other market safeguards S Alderighi, P Gurrola-Perez, K Lin, B Speth Available at SSRN 4562240, 2021 | 5 | 2021 |
| The economics of distributed ledger technology for securities settlement. Bank of England E Benos, R Garratt, P Gurrola-Perez Staff Working Paper Staff Working Paper 670, 1-33, 2017 | 5 | 2017 |
| Monetary Policy Announcements and Short‐Term Interest Rate Futures Volatility: Evidence from the M exican Market R Herrerías, P Gurrola International Finance 15 (2), 225-250, 2012 | 5 | 2012 |
| Procyclicality of central counterparty margin models: systemic problems need systemic approaches P Gurrola-Perez Journal of Financial Market Infrastructures 10 (1), 2021 | 4 | 2021 |
| Retail Trading: An Analysis of Current Trends and Drivers P Gurrola-Perez, K Lin, B Speth Available at SSRN 4562259, 2022 | 3 | 2022 |
| What Does Academic Research Say about Short-Selling Bans? S Alderighi, P Gurrola-Perez WFE Research Working Papers, World Federation of Exchanges, 2020 | 3 | 2020 |
| Cuatro aproximaciones al" Tractatus" de Wittgenstein desde la literatura hispanoamericana P Gurrola Iberoamericana (2001-), 39-54, 2004 | 3 | 2004 |
| Wittgenstein en Cortázar y Elizondo P Gurrola Cuadernos hispanoamericanos, 213-220, 2004 | 3 | 2004 |
| Cohomologie quaternionique bivariante et caractére de Chern hermitien P Gurrola Communications in Algebra 22 (6), 2039-2055, 1994 | 3 | 1994 |
| How confident are we of margin model procyclicality measurements? P Gurrola-Perez Available at SSRN 4394462, 2023 | 2 | 2023 |
| Circuit breakers and market quality K Lin, P Gurrola-Perez, B Speth WFE Research Working Paper, 2022 | 2 | 2022 |
Renata HerreriasInstituto Tecnológico Autónomo de MéxicoVerified email at itam.mx
