Browsing by Author "Hansen Silva, Erwin"
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Gómez Méndez, Myriam; Hansen Silva, Erwin (Public Library Science, 2021)This paper analyzes the extent to which economic policy uncertainty affects presidential approval in four Latin American countries (Brazil, Chile, Colombia, and Mexico). Using panel (time-series cross-sectional) estimation ...
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Guidolin, Massimo; Hansen Silva, Erwin (Wiley-Blackwell, 2016)We price S&P 500 index options under the assumption that the conditional risk-neutral density function of the index follows a Semi-Nonparametric (SNP) process with GARCH variance. The model is estimated combining a set of ...
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Kausel Elicagaray, Edgar; Hansen Silva, Erwin; Tapia, Pablo (WILEY-BLACKWELL, 2016)We investigate the role of trait conscientiousness, from the Big Five personality traits, in explaining individual saving behavior. Conscientiousness is a disposition to be responsible and pursue non-immediate goals; thus, ...