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publications
The Government of Canada Debt Securities Data Set
Published in Bank of Canada Technical Report No. 112 , 2018
Recommended citation: Gao, J., Rivadeneyra, F., Rodriguez Rondon, G. (2018). "The Government of Canada Debt Securities Data Set." Bank of Canada Technical Report . 112. https://www.bankofcanada.ca/wp-content/uploads/2018/02/tr112.pdf
Monte Carlo Likelihood Ratio Tests for Markov Switching Models
Published in , 1900
Recommended citation: Dufour, JM. & Rodriguez Rondon, G. (2022). "Monte Carlo Likelihood Ratio Tests for Markov Switching Models .".
MSTest: An R-package for Testing Markov-Switching Models
Published in , 1900
Recommended citation: Dufour, JM. & Rodriguez Rondon, G. (2019). "MSTest: An R-package for Testing Markov-Switching Models ." Working Paper.
Joint Determination of Counterparty and Liquidity Risk in Payment Systems
Published in , 2021
Awards: Best Paper on Risk Management - 2019 Northern Finance Association (NFA) Conference.
Alternate title of paper: Netting Relationships and Credit Exposures in Payment Systems.
Recommended citation: Cruz Lopez, J., Kahn, C. & Rodriguez Rondon, G. (2021). "Joint Determination of Counterparty and Liquidity Risk in Payment Systems." Bank of Canada Working Paper . https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=AFA2022&paper_id=1752
talks
Joint Determination of Counterparty and Liquidity Risk in Payment Systems
Published:
Previous title of paper: Netting Relationships and Credit Exposures in Payment Systems.
Joint Determination of Counterparty and Liquidity Risk in Payment Systems
Published:
Previous title of paper: Netting Relationships and Credit Exposures in Payment Systems.
teaching
ECON 208: Microeconomic Analysis and Applications (Teaching Assistant)
Undergraduate course, McGill University, Economics Department, 2018
ECON 219: Current Economic Problems (Teaching Assistant)
Undergraduate course, McGill University, Economics Department, 2019
ECON 319: Economic Crises (Teaching Assistant)
Undergraduate course, McGill University, Economics Department, 2019
ECON 447: Economics of Information and Uncertainty (Teaching Assistant)
Undergraduate course, McGill University, Economics Department, 2020
ECON 257: Economic Statistics - Honours (Teaching Assistant)
Undergraduate course, McGill University, Economics Department, 2020