Research output per year
Research output per year
Personal profile
Personal information
I am an Assistant Professor at the Finance Department at Vrije Universiteit Amsterdam. I completed my Ph.D. in Economics at Tilburg University. In 2016, I graduated with distinction from the CentER Research Master in Economics program at Tilburg University.
Before starting my Ph. D. in the Netherlands, I completed an MSc in Economics at Universidad de Los Andes (Colombia) and worked as an economist at the Financial Stability Department at Banco de la Republica (Central Bank of Colombia).
Research
My research focuses on competition and innovation in retail banking, sustainability and microfinance. I use empirical industrial organization methods to analyze the effects of innovation and regulatory changes on financial access across geographic markets and competition.
Teaching
I am participating in the following teaching and supervision activities during the 2024-2025 academic year:
Corporate Finance: A Sustainability Perspective (IBA)
International Banking (Part-Time MBA)
Master Thesis Supervision
Premaster Finance - Academic Paper
Bachelor Thesis Supervision
Research Project (Master Course Finance)
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
Economics, PhD, Tilburg University
2016 → 2020
Award Date: 7 Dec 2020
Research Master in Economics (with distinction), Master, Tilburg University
2014 → 2016
Award Date: 31 Aug 2016
Economics, Master, Universidad de los Andes Colombia
2012 → 2014
Award Date: 30 Sept 2014
Keywords
- HG Finance
- Banking competition
- Microfinance
- FinTech
- F1201 Latin America (General)
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 8 Decent Work and Economic Growth -
SDG 13 Climate Action
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Capera Romero, L. & Opschoor, A., 13 Mar 2026, (E-pub ahead of print) In: Journal of Applied Econometrics. 41, 5, p. 523-538 16 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment
Capera Romero, L. M. & Opschoor, A., 26 Jun 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-041/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Bank Climate Commitments and the Geography of Cross-Border Lending
Capera Romero, L. M. & Artiga Gonzalez, T., 18 Jun 2025, SSRN.Research output: Working paper / Preprint › Working paper › Professional
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Green Gains: The Impact of REITs’ Environmental Performance on Sustainability-Linked Loan Interest Rates
Capera Romero, L. M., Artiga Gonzalez, T., Karmaziene, E. & Yuan, X., Jan 2025, In: Finance Research Letters. 71, p. 1-7 7 p., 106415.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting
Capera-Romero, L. M. & Opschoor, A., 20 Sept 2024, Tinbergen Institute, (TI Discussion Paper Series; no. 24-059/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access
Courses
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Academic Paper - Pre Master Finance and Financial Management
El Baroudi, S. & Capera-Romero, L. 1/09/24 → 31/08/25
Course
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