Juan Díaz

  • Assistant Professor
    Academic Training
  • Ph.D. in Statistics, Harvard University

    Ph.D. en Economía, Universidad de Chile

    M.Sc. in Statistics, Harvard University

    Magíster en Economía, Universidad de Chile

    Ingeniero comercial, Universidad de Chile

Publications in Magazines with Editorial Committee
2025 / Price effects of asset forced sales during massive pension funds withdrawals? / International Review of Financial Analysis - Vol. 97, No. 103.869
2025 (Forthcoming) / Forecasting the Volatility of US Oil and Gas Firms With Machine Learning / JOURNAL OF FORECASTING -
2024 / Citizens’ Stability of Electoral Preferences in Chile Since the Social Upheaval / Journal of Politics in Latin America - Vol. 16, No. 1
2024 (Forthcoming) / Stock returns and tax progressivity / Finance Research Letters - Vol. 69, No. 106.175
2024 (Forthcoming) / Machine-learning stock market volatility: Predictability, drivers, and economic value / International Review of Financial Analysis - Vol. 94
2024 (Forthcoming) / Intergenerational earnings mobility in Chile: the tale of the upper tail / Empirical Economics -
2023 / Explaining the volatility of the real exchange rate in emerging markets / International Review of Economics & Finance - Vol. 87
2023 / Gold risk premium estimation with machine learning methods / Journal of Commodity Markets - Vol. 31
2021 / The impact of grade retention on juvenile crime / ECONOMICS OF EDUCATION REVIEW - Vol. 84
2021 / Economic drivers of commodity volatility: The case of copper / RESOURCES POLICY - Vol. 73
2021 / Implementing blopmatching in Stata / Stata Journal - Vol. 21, No. 1
2021 / The exponential Pareto model with hidden income processes: Evidence from Chile / Physica A: Statistical Mechanics and its Applications - Vol. 561
2021 / The importance of large shocks to return predictability / Pacific-Basin Finance Journal - Vol. 68
2019 / Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities? / JOURNAL OF INTERNATIONAL MONEY AND FINANCE - Vol. 96
2015 / A matching estimator based on a bilevel optimization problem / REVIEW OF ECONOMICS AND STATISTICS - Vol. 97, No. 4
Book Chapters