Details about Santiago Gamba

Access statistics for papers by Santiago Gamba.

Last updated 2021-12-04. Update your information in the RePEc Author Service.

Short-id: pga857

Working Papers

2021

1. What can credit vintages tell us about non-performing loans?
   Borradores de Economia, Banco de la Republica de Colombia

2017

2. SYSMO I: A Systemic Stress Model for the Colombian Financial System
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)
3. Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects
   Borradores de Economia, Banco de la Republica de Colombia View citations (4)
   See also Journal Article Volatility spillovers among global stock markets: measuring total and directional effects, Empirical Economics, Springer (2019) View citations (23) (2019)

2016

4. Comparison of Methods for Estimating the Uncertainty of Value at Risk
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)
   Also in Borradores de Economia, Banco de la Republica (2016) View citations (1)
   See also Journal Article Comparison of methods for estimating the uncertainty of value at risk, Studies in Economics and Finance, Emerald Group Publishing Limited (2016) View citations (1) (2016)
5. Stock Market Volatility Spillovers: Evidence for Latin America
   Borradores de Economia, Banco de la Republica de Colombia View citations (11)
   See also Journal Article Stock market volatility spillovers: Evidence for Latin America, Finance Research Letters, Elsevier (2017) View citations (39) (2017)
6. ¿Están ancladas las expectativas de inflación en Colombia?
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)

2015

7. COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO
   Temas de Estabilidad Financiera, Banco de la Republica de Colombia

Journal Articles

2019

1. Volatility spillovers among global stock markets: measuring total and directional effects
   Empirical Economics, 2019, 56, (5), 1581-1599 View citations (23)
   See also Working Paper Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects, Borradores de Economia (2017) View citations (4) (2017)

2017

2. Stock market volatility spillovers: Evidence for Latin America
   Finance Research Letters, 2017, 20, (C), 207-216 View citations (39)
   See also Working Paper Stock Market Volatility Spillovers: Evidence for Latin America, Borradores de Economia (2016) View citations (11) (2016)

2016

3. Comparison of methods for estimating the uncertainty of value at risk
   Studies in Economics and Finance, 2016, 33, (4), 595-624 View citations (1)
   See also Working Paper Comparison of Methods for Estimating the Uncertainty of Value at Risk, Borradores de Economia (2016) View citations (1) (2016)