José Antonio Núñez

Research Professor at the Department of Finance and Business Economics

"I enjoy reading and quiet walks in the woods. I like to read literature, math, and finance. My passion is research. I believe that research is the way forward for Mexico and that a significant contribution can be made through education" .

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Profesor José Antonio Núñez

Biography

Professor Núñez Mora’s research and teaching focuses on the field of financial risk. As a researcher, he actively participates in the publication of articles in different national and international journals, books, and book chapters.

Professor Núñez Mora is a member of the SNI (Sistema Nacional de Investigadores, Level II, Conacyt. He is Director of the EGADE Business School’s  Journal of Administration, Finance, and Economics and he has directed 10 theses in the last five years for students of the Ph.D in Financial Sciences program.

In addition to his teaching activity at EGADE, Professor Núñez has been the Director of the Ph.D. in Management Sciences. He has also carried out consultancy in Tecnológico de Monterrey, Mexico City Campus, in topics related to the macro-economic impact of pension reforms in Mexico.

Professor Núñez Mora’s research and teaching focuses on the field of financial risk. As a researcher, he actively participates in the publication of articles in different national and international journals, books, and book chapters.

Professor Núñez Mora is a member of the SNI (Sistema Nacional de Investigadores, Level II, Conacyt. He is Director of the EGADE Business School’s  Journal of Administration, Finance, and Economics and he has directed 10 theses in the last five years for students of the Ph.D in Financial Sciences program.

In addition to his teaching activity at EGADE, Professor Núñez has been the Director of the Ph.D. in Management Sciences. He has also carried out consultancy in Tecnológico de Monterrey, Mexico City Campus, in topics related to the macro-economic impact of pension reforms in Mexico.

Awards

  • Sistema Nacional de Investigadores, level 2
  • Sistema Nacional de Investigadores, level 2

Education

  • Ph.D. in Administration with a focus on Finance
    Tecnológico de Monterrey
  • Master in Economics
    Colegio de México 
  • Ph.D. in Administration with a focus on Finance
    Tecnológico de Monterrey
  • Master in Economics
    Colegio de México 

Publications

  1. Santillán-Salgado, RJ; Núñez-Mora JA; Escobar-Saldivara, LJ (2019) "Exchange rate exposure of Latin American firms: Empirical evidence". Journal of Multinational Financial Management, 51, 80-97
  2. Núñez Mora, JA. (2018) Relationship between Exports and the BRICS Countries’ Gross Domestic Product: A Bayesian Vector Autoregression Approach in Business Governance and SocietyAnalyzing Shifts. Springer International Publishing.
  3. Matriz de covarianza bajo la familia hiperbólica generalizada y la construcción de portafolios. Revista de Contaduría y Administración, Vol.3, 2016 (Scopus)
  4. Dependence between the Chinese and MILA stock markets, Journal of Chinese Economics and Trade,2016 December (Scopus) 
  5. Efficient portfolios and the generalized hyperbolic distribution,Economics Bulletin,37(4) , 2017,(Scopus)
  6. Desempeño de un Conjunto de Estrategias Cambiarias,Revista Mexicana de Economía y Finanzas, (REMEF), Nueva época , Volumen 13 Número 2 , Abril – Junio 2018
  7. Underlying Assets Distribution in Derivatives: The BRIC Case February 2018
  1. Santillán-Salgado, RJ; Núñez-Mora JA; Escobar-Saldivara, LJ (2019) "Exchange rate exposure of Latin American firms: Empirical evidence". Journal of Multinational Financial Management, 51, 80-97
  2. Núñez Mora, JA. (2018) Relationship between Exports and the BRICS Countries’ Gross Domestic Product: A Bayesian Vector Autoregression Approach in Business Governance and SocietyAnalyzing Shifts. Springer International Publishing.
  3. Matriz de covarianza bajo la familia hiperbólica generalizada y la construcción de portafolios. Revista de Contaduría y Administración, Vol.3, 2016 (Scopus)
  4. Dependence between the Chinese and MILA stock markets, Journal of Chinese Economics and Trade,2016 December (Scopus) 
  5. Efficient portfolios and the generalized hyperbolic distribution,Economics Bulletin,37(4) , 2017,(Scopus)
  6. Desempeño de un Conjunto de Estrategias Cambiarias,Revista Mexicana de Economía y Finanzas, (REMEF), Nueva época , Volumen 13 Número 2 , Abril – Junio 2018
  7. Underlying Assets Distribution in Derivatives: The BRIC Case February 2018