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Details about Jose Gomez-Gonzalez

E-mail:
Homepage:https://sites.google.com/cornell.edu/jose-e-gomez-gonzalez
Workplace:Department of Economics, Accounting and Business Administration, Lehman College, City University of New York (CUNY), (more information at EDIRC)

Access statistics for papers by Jose Gomez-Gonzalez.

Last updated 2024-01-25. Update your information in the RePEc Author Service.

Short-id: pgo947


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Working Papers

2024

  1. Asymmetric Sovereign Risk: Implications for Climate Change Preparation
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  2. Integration and Financial Stability: A Post-Global Crisis Assessment
    Documentos de trabajo, FLAR Downloads

2023

  1. An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk
    Documentos de trabajo, FLAR Downloads View citations (1)
    See also Journal Article in Finance Research Letters (2023)
  2. Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
  3. U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel
    Documentos de trabajo, FLAR Downloads
  4. US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries
    Documentos de trabajo, FLAR Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2023) Downloads

2022

  1. Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries
    Documentos de trabajo, FLAR Downloads
    See also Journal Article in Emerging Markets Review (2023)
  2. Debt Affordability in Developed and Emerging Market Economies: The Role of Fiscal Rules
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
  3. Does economic complexity reduce the probability of a fiscal crisis?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads View citations (1)
    See also Journal Article in World Development (2023)
  4. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021) Downloads

    See also Journal Article in Applied Economics (2023)

2021

  1. Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model
    Working papers, Red Investigadores de Economía Downloads
  2. Explaining the Rural-Urban Student Performance Gap for Different Distribution Quantiles in Colombia
    Working papers, Red Investigadores de Economía Downloads
  3. Financial and Macroeconomic Uncertainties and Real Estate Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    See also Journal Article in Eastern Economic Journal (2024)
  4. Interdependent Capital Structure Choices and the Macroeconomy
    Working papers, Red Investigadores de Economía Downloads
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2022)
  5. Sudden Stops, Sovereign Risk, and Fiscal Rules
    IDB Publications (Working Papers), Inter-American Development Bank Downloads

2020

  1. Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
    Working papers, Red Investigadores de Economía Downloads View citations (1)
  2. Global effects of US uncertainty: real and financial shocks on real and financial markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics Downloads
    Also in Working papers, Red Investigadores de Economía (2020) Downloads
  3. Sectoral Fiscal Multipliers and Budget Inflexibility: The Role of Allocative Inefficiency
    Working papers, Red Investigadores de Economía Downloads
  4. Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets
    Working papers, Red Investigadores de Economía Downloads

2019

  1. Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data
    Documentos de Trabajo de Valor Público, Universidad EAFIT Downloads View citations (1)
    See also Journal Article in Economic Change and Restructuring (2023)

2018

  1. Bancarization and Violence in Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  2. Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Detecting exchange rate contagion using copula functions
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2019)
  4. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    See also Journal Article in International Economics (2021)

2017

  1. A rank approach for studying cross-currency bases and the covered interest rate parity
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    See also Journal Article in Empirical Economics (2020)
  2. Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  3. Dynamic Connectedness and Causality between Oil prices and Exchange Rates
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  4. Financial Information in Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (3)
    Also in Policy Research Working Paper Series, The World Bank (2017) Downloads View citations (3)
  5. I know what you did during the last bubble: Determinants of housing bubbles' duration in OECD countries
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  6. Sovereign default risk in OECD countries: do global factors matter?
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (9)
    See also Journal Article in The North American Journal of Economics and Finance (2017)
  7. The Maple Bubble: A History of Migration among Canadian Provinces
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article in Journal of Housing Economics (2018)
  8. Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  9. Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    See also Journal Article in Empirical Economics (2019)
  10. Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation
    Documentos de Trabajo, Universidad del Rosario Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2017) Downloads

2016

  1. Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    See also Journal Article in Bulletin of Economic Research (2021)
  2. Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2016) Downloads
  3. El Uso de Efectivo y Tarjetas Débito y Crédito en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  4. El programa de apoyos para estudios en el exterior del Banco de la República y la formación del capital humano en el área económica en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
  5. El uso de efectivo y las tendencias de los pagos con tarjetas de débito y crédito en Colombia
    (Cash usage and trends in credit and debit card payments in Colombia)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  6. Stock Market Volatility Spillovers: Evidence for Latin America
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (11)
    See also Journal Article in Finance Research Letters (2017)
  7. The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
  8. When Bubble Meets Bubble: Contagion in OECD Countries
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (8)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2018)

2015

  1. Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero
    Borradores de Economia, Banco de la Republica Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (2)
  2. Financial Contagion in Latin America
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2015) Downloads View citations (1)
  3. Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Economic Systems (2016)
  4. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countriesâ Term Premia
    Borradores de Economia, Banco de la Republica Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (2)

    See also Journal Article in Research in International Business and Finance (2016)
  5. Una Historia Exhaustiva de la Regulación Financiera en Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (6)

    See also Journal Article in Coyuntura Económica (2015)

2014

  1. Bitcoin: something seems to be âfundamentallyâ wrong
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (3)
  2. Burbujas en precios de activos financieros: existencia, persistencia y migración
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    See also Chapter (2015)
  3. Burbujas en precios de activos financieros: existencia, persistencia y migración
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    See also Chapter (2015)
  4. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2014) Downloads

    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2015)
  5. Exchange Rates Contagion in Latin America
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article in Research in International Business and Finance (2015)
  6. Innovation and Growth under Private Information
    Borradores de Economia, Banco de la Republica de Colombia Downloads

2013

  1. Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (1)
  2. Efectos de âángeles caídosâ en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    Borradores de Economia, Banco de la Republica Downloads
  3. Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2014)
  4. Loans Growth and Banks´ Risk: New Evidence
    Borradores de Economia, Banco de la Republica Downloads View citations (7)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (10)

    See also Journal Article in Financial Markets and Portfolio Management (2013)
  5. Testing for Bubbles in Housing Markets: New Results Using a New Method
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (5)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (2)
  6. The Interdependence between Credit and Real Business Cycles in Latin American Economies
    Borradores de Economia, Banco de la Republica Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (5)

2012

  1. Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (7)
    See also Journal Article in Contemporary Economic Policy (2015)
  2. Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads
  3. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2012) Downloads

    See also Journal Article in Economic Systems (2014)
  4. The Term-Structure of Sovereign Default Risk in Colombia and its Determinants
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Borradores de Economia, Banco de la Republica (2012) Downloads

2011

  1. A Simple Test of Momentum in Foreign Exchange Markets
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in Documentos de Trabajo, Universidad del Rosario (2011) Downloads

    See also Journal Article in Emerging Markets Finance and Trade (2012)
  2. Firm Failure and Relationship Lending: New Evidence from Small Businesses
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads
  3. The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads

    See also Journal Article in Economic Modelling (2012)
  4. The cyclical behavior of bank capital buffers in an emerging economy: size do matters
    Documentos de Trabajo, Universidad del Rosario Downloads

2009

  1. Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
  2. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  3. Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica (2009) Downloads View citations (2)

    See also Journal Article in Revista de Economía del Rosario (2009)
  4. Determinantes del número de relaciones bancarias en Colombia
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads

    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2011)
  5. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
  6. Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
  7. Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia
    Borradores de Economia, Banco de la Republica Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads
  8. The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector
    Borradores de Economia, Banco de la Republica Downloads View citations (2)
  9. Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano
    Borradores de Economia, Banco de la Republica Downloads
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2010)

2007

  1. Estimación de matrices de transición de la calidad de cartera comercial de las entidades financieras colombianas
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia Downloads View citations (1)
  2. Evidence of non-Markovian behavior in the process of bank rating migrations
    Borradores de Economia, Banco de la Republica Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2007) Downloads View citations (1)
    Borradores de Economia, Banco de la Republica (2007) Downloads View citations (2)

    See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2009)

2006

  1. Análisis de la probabilidad condicional de incumplimiento de los mayores deudores privados del sistema financiero colombiano
    Temas de Estabilidad Financiera, Banco de la Republica de Colombia Downloads View citations (2)
  2. Bank Failure: Evidence from the Colombia Financial Crisis
    Working Papers, Cornell University, Center for Analytic Economics Downloads View citations (31)
    See also Journal Article in The International Journal of Business and Finance Research (2009)
  3. Evidence of Bank Lending Channel for Argentina and Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2006) Downloads View citations (2)

    See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2007)
  4. Explaining time to bank failure in Colombia during the financial crisis of the late 1990s
    Borradores de Economia, Banco de la Republica de Colombia Downloads

1999

  1. ESPECIFICACIÃN DE LA DEMANDA POR DINERO CON INNOVACIÃN FINANCIERA
    Borradores de Economia, Banco de la Republica Downloads

Journal Articles

2024

  1. Financial and Macroeconomic Uncertainties and Real Estate Markets
    Eastern Economic Journal, 2024, 50, (1), 29-53 Downloads
    See also Working Paper (2021)

2023

  1. An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk
    Finance Research Letters, 2023, 57, (C) Downloads View citations (1)
    See also Working Paper (2023)
  2. Bank market power and firm finance: evidence from bank and loan-level data
    Economic Change and Restructuring, 2023, 56, (6), 4629-4660 Downloads
    See also Working Paper (2019)
  3. Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries
    Emerging Markets Review, 2023, 55, (C) Downloads
    See also Working Paper (2022)
  4. Does economic complexity reduce the probability of a fiscal crisis?
    World Development, 2023, 168, (C) Downloads View citations (4)
    See also Working Paper (2022)
  5. Risk spillovers between global corporations and Latin American sovereigns: global factors matter
    Applied Economics, 2023, 55, (13), 1477-1496 Downloads View citations (2)
    See also Working Paper (2022)
  6. Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration
    Journal of Retailing and Consumer Services, 2023, 75, (C) Downloads

2022

  1. How fiscal rules can reduce sovereign debt default risk
    Emerging Markets Review, 2022, 50, (C) Downloads View citations (5)
  2. Interdependent capital structure choices and the macroeconomy
    The North American Journal of Economics and Finance, 2022, 62, (C) Downloads View citations (1)
    See also Working Paper (2021)
  3. Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
    Journal of Commodity Markets, 2022, 28, (C) Downloads View citations (5)

2021

  1. Bancarization and violent attacks from guerrilla and other illegal groups in Colombia
    Socio-Economic Planning Sciences, 2021, 78, (C) Downloads
  2. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
    International Economics, 2021, 165, (C), 37-50 Downloads View citations (6)
    Also in International Economics, 2021, (165), 37-50 (2021) Downloads View citations (1)

    See also Working Paper (2018)
  3. More than words: Foreign exchange intervention under imperfect credibility
    Bulletin of Economic Research, 2021, 73, (4), 499-507 Downloads View citations (1)
    See also Working Paper (2016)

2020

  1. A rank approach for studying cross-currency bases and the covered interest rate parity
    Empirical Economics, 2020, 59, (1), 357-369 Downloads View citations (2)
    See also Working Paper (2017)
  2. Does the financial structure of banks influence the bank lending channel of monetary policy? Evidence from Colombia
    International Journal of Emerging Markets, 2020, 16, (4), 765-785 Downloads
  3. Dynamic relations between oil and stock market returns: A multi-country study
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (10)
  4. Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
    International Finance, 2020, 23, (1), 175-194 Downloads View citations (13)

2019

  1. Criptoactivos: análisis y revisión de literatura
    Revista ESPE - Ensayos Sobre Política Económica, 2019, (92), 1-37 Downloads
    Also in Revista ESPE - Ensayos sobre Política Económica, 2019, (92), 1-37 (2019) Downloads
  2. Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
    Economic Systems, 2019, 43, (3) Downloads View citations (9)
  3. Detecting exchange rate contagion using copula functions
    The North American Journal of Economics and Finance, 2019, 47, (C), 13-22 Downloads View citations (13)
    See also Working Paper (2018)
  4. Volatility spillovers among global stock markets: measuring total and directional effects
    Empirical Economics, 2019, 56, (5), 1581-1599 Downloads View citations (18)
    See also Working Paper (2017)

2018

  1. Determinants of housing bubbles' duration in OECD countries
    International Finance, 2018, 21, (2), 140-157 Downloads View citations (5)
  2. The maple bubble: A history of migration among Canadian provinces
    Journal of Housing Economics, 2018, 41, (C), 57-71 Downloads View citations (3)
    See also Working Paper (2017)
  3. When Bubble Meets Bubble: Contagion in OECD Countries
    The Journal of Real Estate Finance and Economics, 2018, 56, (4), 546-566 Downloads View citations (22)
    See also Working Paper (2016)

2017

  1. Asset Price Bubbles: Existence, Persistence and Migration
    South African Journal of Economics, 2017, 85, (1), 52-67 Downloads View citations (7)
  2. Sovereign default risk in OECD countries: Do global factors matter?
    The North American Journal of Economics and Finance, 2017, 42, (C), 629-639 Downloads View citations (9)
    See also Working Paper (2017)
  3. Stock market volatility spillovers: Evidence for Latin America
    Finance Research Letters, 2017, 20, (C), 207-216 Downloads View citations (38)
    See also Working Paper (2016)

2016

  1. Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero Colombiano
    Revista Ecos de Economía, 2016, 20, (42), 19-45 Downloads View citations (2)
  2. Mind the gap: Computing finance-neutral output gaps in Latin-American economies
    Economic Systems, 2016, 40, (3), 444-452 Downloads View citations (7)
    See also Working Paper (2015)
  3. The international transmission of risk: Causal relations among developed and emerging countries’ term premia
    Research in International Business and Finance, 2016, 37, (C), 646-654 Downloads View citations (3)
    See also Working Paper (2015)

2015

  1. Bank lending, risk taking, and the transmission of monetary policy: new evidence for an emerging economy
    Macroeconomics and Finance in Emerging Market Economies, 2015, 8, (1-2), 67-80 Downloads View citations (2)
  2. Credit and business cycles: Causal effects in the frequency domain
    Revista ESPE - Ensayos sobre Política Económica, 2015, 33, (78), 176-189 Downloads View citations (7)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2015, 33, (78), 176-189 (2015) Downloads View citations (7)

    See also Working Paper (2014)
  3. Exchange rate contagion in Latin America
    Research in International Business and Finance, 2015, 34, (C), 355-367 Downloads View citations (19)
    See also Working Paper (2014)
  4. LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
    Contemporary Economic Policy, 2015, 33, (3), 535-549 Downloads View citations (19)
    See also Working Paper (2012)
  5. Testing for Bubbles in the Colombian Housing Market: A New Approach
    Revista Desarrollo y Sociedad, 2015 Downloads View citations (6)
  6. Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito
    Coyuntura Económica, 2015, 45, (2), 221-268 Downloads View citations (2)
    See also Working Paper (2015)

2014

  1. Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    Revista ESPE - Ensayos sobre Política Económica, 2014, 32, (75), 23-27 Downloads View citations (3)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (75), 23-27 (2014) Downloads View citations (3)

    See also Working Paper (2013)
  2. Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange
    Economic Systems, 2014, 38, (2), 261-268 Downloads View citations (1)
    See also Working Paper (2012)
  3. Testing for causality between credit and real business cycles in the frequency domain: an illustration
    Applied Economics Letters, 2014, 21, (10), 697-701 Downloads View citations (10)
  4. The Term Structure of Sovereign Default Risk in an Emerging Economy
    Comparative Economic Studies, 2014, 56, (4), 657-675 Downloads View citations (6)

2013

  1. Firm failure and relationship lending in an emerging economy: new evidence from small businesses
    Macroeconomics and Finance in Emerging Market Economies, 2013, 6, (1), 131-145 Downloads
  2. Loan growth and bank risk: new evidence
    Financial Markets and Portfolio Management, 2013, 27, (4), 365-379 Downloads View citations (17)
    See also Working Paper (2013)

2012

  1. A Simple Test of Momentum in Foreign Exchange Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 66-77 Downloads View citations (3)
    See also Working Paper (2011)
  2. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia
    Emerging Markets Finance and Trade, 2012, 48, (4), 50-66 Downloads View citations (4)
  3. Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis
    International Economic Journal, 2012, 26, (4), 655-671 Downloads
  4. Flujos de capital y fragilidad financiera en Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 68-109 Downloads View citations (1)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 68-109 (2012) Downloads
  5. Lecciones de las crisis financieras recientes para el diseno e implementación de las políticas monetarias y financieras en Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 258-293 Downloads View citations (2)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 258-293 (2012) Downloads View citations (1)
  6. The cyclical behavior of bank capital buffers in an emerging economy: Size does matter
    Economic Modelling, 2012, 29, (5), 1612-1617 Downloads View citations (28)
    See also Working Paper (2011)

2011

  1. Determinantes Del Número De Relaciones Bancarias En Colombia
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (65), 176-196 Downloads View citations (1)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 176-196 (2011) Downloads View citations (1)

    See also Working Paper (2009)
  2. The number of banking relationships and the business cycle: New evidence from Colombia
    Economic Systems, 2011, 35, (3), 408-418 Downloads View citations (8)

2010

  1. Estimation of conditional time-homogeneous credit quality transition matrices
    Economic Modelling, 2010, 27, (1), 89-96 Downloads View citations (9)
  2. The competing risks of acquiring and being acquired: Evidence from Colombia's financial sector
    Economic Systems, 2010, 34, (4), 437-449 Downloads View citations (6)
  3. Un Modelo de alerta temprana para el sistema financiero colombiano
    Revista ESPE - Ensayos Sobre Política Económica, 2010, 28, (62), 124-147 Downloads
    Also in Revista ESPE - Ensayos sobre Política Económica, 2010, 28, (62), 124-147 (2010) Downloads

    See also Working Paper (2009)

2009

  1. An alternative methodology for estimating credit quality transition matrices
    Journal of Risk Management in Financial Institutions, 2009, 2, (4), 353-364 Downloads
  2. BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS
    The International Journal of Business and Finance Research, 2009, 3, (2), 15-31 Downloads View citations (27)
    See also Working Paper (2006)
  3. Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007
    Revista de Economía del Rosario, 2009 Downloads View citations (2)
    See also Working Paper (2009)
  4. Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2009, 46, (133), 33-50 Downloads View citations (3)
    See also Working Paper (2007)

2007

  1. Evidence of a Bank Lending Channel for Argentina and Colombia
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2007, 44, (129), 109-126 Downloads View citations (15)
    See also Working Paper (2006)

2002

  1. El racionamiento del crédito y las crisis financieras
    Revista de Economía Institucional, 2002, 4, (7), 62-75 Downloads

2001

  1. Estimacion de la demanda transaccional de dinero en Colombia
    Lecturas de Economía, 2001, (54), 115-131 Downloads

2000

  1. Política monetaria, inflación y crecimiento económico
    Revista Cuadernos de Economia, 2000 Downloads View citations (2)

Books

2023

  1. Historia del Banco de la República, cien años
    Books, Banco de la Republica de Colombia Downloads

Edited books

2015

  1. Política monetaria y estabilidad financiera en economías pequeñas y abiertas
    Books, Banco de la Republica de Colombia Downloads

Chapters

2017

  1. La política monetaria durante los primeros años del Banco Central independiente: 1992-1998
    Chapter 9 in Historia del Banco de la República 1923-2015, 2017, pp 411-435 Downloads

2015

  1. Burbujas en precios de activos financieros: existencia, persistencia y migración
    Chapter 12 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 389-416 Downloads
    See also Working Paper (2014)
    Working Paper (2014)
  2. La interdependencia entre el crédito y los ciclos económicos reales en economías latinoamericanas
    Chapter 7 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 213-233 Downloads

2013

  1. Flujos de capitales y fragilidad financiera
    Chapter 7 in Flujos de capitales, choques externos y respuestas de política en países emergentes, 2013, pp 261-299 Downloads
  2. Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia
    Chapter 17 in Flujos de capitales, choques externos y respuestas de política en países emergentes, 2013, pp 645-674 Downloads View citations (2)
 
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