Jorge L. Urrutia

Loyola University Chicago — United States

Economics, Econometrics and Finance · Social Sciences

14h-index1.1kcitations45works0.02yr avg
OpenAlex↗Google Scholar↗Lab page↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Market Dynamics and Volatility(21), Monetary Policy and Economic Impact(13), Insurance and Financial Risk Management(12), Financial Markets and Investment Strategies(10), Insurance, Mortality, Demography, Risk Management(9)

Publications45 total

Untitled
Estudios de Administración·2020· 1 citedOpen Access
Time Series Properties of four Latin American Equity Markets: Argentina, Brazil, Chile and Mexico
Estudios de Administración·2020· 5 citedOpen Access
The Expected Utility Maximization Framework And The Demand and Supply For Retroactive Liability Insurance
Journal of Applied Business Research (JABR)·2011Open Access
Weekly Expected Credit Spreads in Latin-American Brady Bonds
Kluwer Academic Publishers eBooks·2006
Empirical Evidence of Nonlinearity and Chaos in the Returns of American Depository Receipts
Quarterly journal of business and economics·2006· 7 cited
EQUITY AND OIL MARKETS UNDER EXTERNAL SHOCKS
WORLD SCIENTIFIC eBooks·2005· 8 cited
An empirical investigation among real, monetary and financial variables
WORLD SCIENTIFIC eBooks·2005· 2 cited
The International Crash of October 1987: Causality Tests
WORLD SCIENTIFIC eBooks·2005
How big is the random walk in macroeconomic time series: Variance ratio tests
WORLD SCIENTIFIC eBooks·2005· 3 cited
OIL AND WORLD STOCK MARKETS' REACTION TO THE GULF CRISIS
WORLD SCIENTIFIC eBooks·2005
THE IMPACT OF THE PERSIAN GULF CRISIS ON NATIONAL EQUITY MARKETS
WORLD SCIENTIFIC eBooks·2005· 9 cited
EUROPEAN STOCK MARKET FLUCTUATIONS: SHORT AND LONG TERM LINKS
WORLD SCIENTIFIC eBooks·2005· 8 cited
Oil And World Stock Markets' Reaction To The Gulf Crisis
World Scientific Book Chapters·2005
The Impact Of The Persian Gulf Crisis On National Equity Markets
World Scientific Book Chapters·2005
A Poisson Model with Common Shocks for CDO Valuation
The Journal of Fixed Income·2004· 6 cited
Nonlinearity and Low Deterministic Chaotic Behavior in Insurance Portfolio Stock Returns
Journal of Risk & Insurance·2002· 1 cited
Short-term and long-term linkages among the Colombian capital market indexes
International Review of Financial Analysis·2001· 38 cited
An Option-Based Approach to Determining the Optimal Reinsurance Stop-Loss Premium
SSRN Electronic Journal·1999· 1 citedOpen Access
Deposit Insurance Subsidies, Moral Hazard, and Bank Regulation
SSRN Electronic Journal·1998· 1 citedOpen Access
Volume and price relationships: Hypotheses and testing for agricultural futures
Journal of Futures Markets·1998· 55 cited
page 1 of 3Next →

Frequent Co-authors

A. G. Malliaris(18), Robert C. Witt(4), Suk Hun Lee(3), Hyun Mo Sung(3), Chandrasekhar Mishra(3), Joseph D.V. Vu(2), Harvey Arbeláez(1), Nidal Abbas(1), Soichiro Moridaira(1), Joseph Vu(1), Chih-Wei Lee(1), Cheng‐Kun Kuo(1), Paul L. Gronewoller(1), Monzurul Hoque(1), Franco Parisi(1), Ike Mathur(1)