Maria T Gonzalez-Perez

I'm Senior Economist at the Bank of Spain in Madrid, Spain. 

 

My primary research interests are in the fields of Macro-Finance (the relationship between risk, volatility and central bank's policies) and Asset Pricing (market risk and volatility modeling and option pricing).

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My secondary Research interests are the Market Microstructure (analysis of the role of Market Makers in the options market quality) and the econometrics of high-frequency data (spillover índices).