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 2024-09-12. 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
   IDB Publications (Working Papers), Inter-American Development Bank
   Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2024)
2. Climate Growth at Risk in the Global South
   Documentos de trabajo, FLAR
3. High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies
   Documentos de trabajo, FLAR
   See also Journal Article High frequency monitoring of credit creation: A new tool for central banks in emerging market economies, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
4. Integration and Financial Stability: A Post-Global Crisis Assessment
   Documentos de trabajo, FLAR
5. Sovereign Risk and Economic Complexity
   IDB Publications (Working Papers), Inter-American Development Bank
6. Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’
   Documentos de trabajo, FLAR

2023

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

2022

11. Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries
    Documentos de trabajo, FLAR
    See also Journal Article Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries, Emerging Markets Review, Elsevier (2023) (2023)
12. Debt Affordability in Developed and Emerging Market Economies: The Role of Fiscal Rules
    IDB Publications (Working Papers), Inter-American Development Bank
    See also Journal Article Debt affordability in developed and emerging market economies: the role of fiscal rules, Journal of Economics and Finance, Springer (2024) (2024)
13. Does economic complexity reduce the probability of a fiscal crisis?
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics View citations (2)
    See also Journal Article Does economic complexity reduce the probability of a fiscal crisis?, World Development, Elsevier (2023) View citations (9) (2023)
14. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter
    IDB Publications (Working Papers), Inter-American Development Bank
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021)
    See also Journal Article Risk spillovers between global corporations and Latin American sovereigns: global factors matter, Applied Economics, Taylor & Francis Journals (2023) View citations (3) (2023)

2021

15. Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model
    Working papers, Red Investigadores de Economía
16. Explaining the Rural-Urban Student Performance Gap for Different Distribution Quantiles in Colombia
    Working papers, Red Investigadores de Economía
17. Financial and Macroeconomic Uncertainties and Real Estate Markets
    IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
    See also Journal Article Financial and Macroeconomic Uncertainties and Real Estate Markets, Eastern Economic Journal, Palgrave Macmillan (2024) (2024)
18. Interdependent Capital Structure Choices and the Macroeconomy
    Working papers, Red Investigadores de Economía
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2021)
    See also Journal Article Interdependent capital structure choices and the macroeconomy, The North American Journal of Economics and Finance, Elsevier (2022) View citations (1) (2022)
19. Sudden Stops, Sovereign Risk, and Fiscal Rules
    IDB Publications (Working Papers), Inter-American Development Bank

2020

20. Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
    Working papers, Red Investigadores de Economía View citations (1)
    See also Journal Article Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets, Journal of Real Estate Portfolio Management, Taylor & Francis Journals (2021) (2021)
21. Global effects of US uncertainty: real and financial shocks on real and financial markets
    Working papers, Red Investigadores de Economía
    Also in IREA Working Papers, University of Barcelona, Research Institute of Applied Economics (2020)
22. Sectoral Fiscal Multipliers and Budget Inflexibility: The Role of Allocative Inefficiency
    Working papers, Red Investigadores de Economía
23. 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

2019

24. Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data
    Documentos de Trabajo de Valor Público, Universidad EAFIT View citations (1)
    See also Journal Article Bank market power and firm finance: evidence from bank and loan-level data, Economic Change and Restructuring, Springer (2023) (2023)

2018

25. Bancarization and Violence in Colombia
    Borradores de Economia, Banco de la Republica de Colombia
26. Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas
    MPRA Paper, University Library of Munich, Germany
27. Detecting exchange rate contagion using copula functions
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    See also Journal Article Detecting exchange rate contagion using copula functions, The North American Journal of Economics and Finance, Elsevier (2019) View citations (16) (2019)
28. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
    See also Journal Article Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality, International Economics, Elsevier (2021) View citations (6) (2021)

2017

29. A rank approach for studying cross-currency bases and the covered interest rate parity
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
    See also Journal Article A rank approach for studying cross-currency bases and the covered interest rate parity, Empirical Economics, Springer (2020) View citations (2) (2020)
30. Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones
    Borradores de Economia, Banco de la Republica de Colombia
31. Dynamic Connectedness and Causality between Oil prices and Exchange Rates
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
32. Financial Information in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (3)
    Also in Policy Research Working Paper Series, The World Bank (2017) View citations (3)
33. 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
34. Sovereign default risk in OECD countries: do global factors matter?
    Borradores de Economia, Banco de la Republica de Colombia View citations (9)
    See also Journal Article Sovereign default risk in OECD countries: Do global factors matter?, The North American Journal of Economics and Finance, Elsevier (2017) View citations (9) (2017)
35. The Maple Bubble: A History of Migration among Canadian Provinces
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article The maple bubble: A history of migration among Canadian provinces, Journal of Housing Economics, Elsevier (2018) View citations (3) (2018)
36. 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 View citations (2)
37. 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 (19) (2019)
38. Young Innovative Firms, Investment-Cash Flow Sensitivities and Technological Misallocation
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Documentos de Trabajo, Universidad del Rosario (2017)

2016

39. Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
40. Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2016)
41. El Uso de Efectivo y Tarjetas Débito y Crédito en Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
42. 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 View citations (1)
43. 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 View citations (2)
44. 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 (38) (2017)
45. The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
46. When Bubble Meets Bubble: Contagion in OECD Countries
    Borradores de Economia, Banco de la Republica de Colombia View citations (8)
    See also Journal Article When Bubble Meets Bubble: Contagion in OECD Countries, The Journal of Real Estate Finance and Economics, Springer (2018) View citations (22) (2018)

2015

47. 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 View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (2)
48. Financial Contagion in Latin America
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2015) View citations (1)
49. Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Mind the gap: Computing finance-neutral output gaps in Latin-American economies, Economic Systems, Elsevier (2016) View citations (7) (2016)
50. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
    Also in Borradores de Economia, Banco de la Republica (2015) View citations (2)
    See also Journal Article The international transmission of risk: Causal relations among developed and emerging countries’ term premia, Research in International Business and Finance, Elsevier (2016) View citations (3) (2016)
51. Una Historia Exhaustiva de la Regulación Financiera en Colombia
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (7)
    See also Journal Article Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito, Coyuntura Económica, Fedesarrollo (2015) View citations (2) (2015)

2014

52. Bitcoin: something seems to be ‘fundamentally’ wrong
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (3)
53. Burbujas en precios de activos financieros: existencia, persistencia y migración
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2014) View citations (1)
    See also Chapter Burbujas en precios de activos financieros: existencia, persistencia y migración, Chapters, Banco de la Republica de Colombia (2015) (2015)
54. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2014)
    See also Journal Article Credit and business cycles: Causal effects in the frequency domain, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2015) View citations (9) (2015)
55. Exchange Rates Contagion in Latin America
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2014)
    See also Journal Article Exchange rate contagion in Latin America, Research in International Business and Finance, Elsevier (2015) View citations (21) (2015)
56. Innovation and Growth under Private Information
    Borradores de Economia, Banco de la Republica de Colombia

2013

57. Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (1)
58. Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (2)
    See also Journal Article Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2014) View citations (4) (2014)
59. Loans Growth and Banks´ Risk: New Evidence
    Borradores de Economia, Banco de la Republica View citations (8)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (11)
    See also Journal Article Loan growth and bank risk: new evidence, Financial Markets and Portfolio Management, Springer (2013) View citations (18) (2013)
60. Testing for Bubbles in Housing Markets: New Results Using a New Method
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (2)
61. The Interdependence between Credit and Real Business Cycles in Latin American Economies
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (5)

2012

62. Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach
    Borradores de Economia, Banco de la Republica de Colombia View citations (7)
    See also Journal Article LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH, Contemporary Economic Policy, Western Economic Association International (2015) View citations (19) (2015)
63. 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 de Colombia
    Also in Borradores de Economia, Banco de la Republica (2012) View citations (5)
    See also Journal Article 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, Banco de la República (2012) View citations (2) (2012)
64. Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2012)
    See also Journal Article Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange, Economic Systems, Elsevier (2014) View citations (1) (2014)
65. The Term-Structure of Sovereign Default Risk in Colombia and its Determinants
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)

2011

66. A Simple Test of Momentum in Foreign Exchange Markets
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Documentos de Trabajo, Universidad del Rosario (2011)
    See also Journal Article A Simple Test of Momentum in Foreign Exchange Markets, Emerging Markets Finance and Trade, Taylor & Francis Journals (2012) View citations (3) (2012)
67. Firm Failure and Relationship Lending: New Evidence from Small Businesses
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011)
68. The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011)
    See also Journal Article The cyclical behavior of bank capital buffers in an emerging economy: Size does matter, Economic Modelling, Elsevier (2012) View citations (28) (2012)
69. The cyclical behavior of bank capital buffers in an emerging economy: size do matters
    Documentos de Trabajo, Universidad del Rosario

2009

70. Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel
    Borradores de Economia, Banco de la Republica View citations (1)
71. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?
    Borradores de Economia, Banco de la Republica de Colombia
72. Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007
    Borradores de Economia, Banco de la Republica de Colombia View citations (4)
    Also in Borradores de Economia, Banco de la Republica (2009) View citations (4)
    See also Journal Article Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007, Revista de Economía del Rosario, Universidad del Rosario (2009) View citations (2) (2009)
73. Determinantes del número de relaciones bancarias en Colombia
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2009) View citations (1)
    See also Journal Article Determinantes Del Número De Relaciones Bancarias En Colombia, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2011) View citations (1) (2011)
74. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (2)
75. Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2009)
76. The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector
    Borradores de Economia, Banco de la Republica View citations (2)
    See also Journal Article The competing risks of acquiring and being acquired: Evidence from Colombia's financial sector, Economic Systems, Elsevier (2010) View citations (6) (2010)
77. Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano
    Borradores de Economia, Banco de la Republica
    See also Journal Article Un Modelo de alerta temprana para el sistema financiero colombiano, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2010) (2010)

2007

78. 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 View citations (1)
79. Evidence of non-Markovian behavior in the process of bank rating migrations
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2007) View citations (1)
    Borradores de Economia, Banco de la Republica (2007) View citations (2)
    See also Journal Article Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations, Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile. (2009) View citations (3) (2009)

2006

80. 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 View citations (2)
81. Bank Failure: Evidence from the Colombia Financial Crisis
    Working Papers, Cornell University, Center for Analytic Economics View citations (31)
    See also Journal Article BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS, The International Journal of Business and Finance Research, The Institute for Business and Finance Research (2009) View citations (27) (2009)
82. Evidence of Bank Lending Channel for Argentina and Colombia
    Borradores de Economia, Banco de la Republica View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2006) View citations (1)
    See also Journal Article Evidence of a Bank Lending Channel for Argentina and Colombia, Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile. (2007) View citations (15) (2007)
83. Explaining time to bank failure in Colombia during the financial crisis of the late 1990s
    Borradores de Economia, Banco de la Republica de Colombia

1999

84. ESPECIFICACIÓN DE LA DEMANDA POR DINERO CON INNOVACIÓN FINANCIERA
    Borradores de Economia, Banco de la Republica

Journal Articles

2024

1. Debt affordability in developed and emerging market economies: the role of fiscal rules
   Journal of Economics and Finance, 2024, 48, (2), 377-393
   See also Working Paper Debt Affordability in Developed and Emerging Market Economies: The Role of Fiscal Rules, IDB Publications (Working Papers) (2022) (2022)
2. Financial and Macroeconomic Uncertainties and Real Estate Markets
   Eastern Economic Journal, 2024, 50, (1), 29-53
   See also Working Paper Financial and Macroeconomic Uncertainties and Real Estate Markets, IREA Working Papers (2021) (2021)
3. Financial integration and banking stability: A post-global crisis assessment
   Economic Modelling, 2024, 139, (C)
4. High frequency monitoring of credit creation: A new tool for central banks in emerging market economies
   The Quarterly Review of Economics and Finance, 2024, 97, (C)
   See also Working Paper High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies, Documentos de trabajo (2024) (2024)
5. The rural-urban student performance gap in Colombia
   Revista Desarrollo y Sociedad, 2024, 97, (3), 59-75
6. US uncertainty shocks on real and financial markets: A multi-country perspective
   Economic Systems, 2024, 48, (3)

2023

7. An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk
   Finance Research Letters, 2023, 57, (C) View citations (2)
   See also Working Paper An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk, Documentos de trabajo (2023) View citations (3) (2023)
8. Bank market power and firm finance: evidence from bank and loan-level data
   Economic Change and Restructuring, 2023, 56, (6), 4629-4660
   See also Working Paper Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data, Documentos de Trabajo de Valor Público (2019) View citations (1) (2019)
9. Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries
   Emerging Markets Review, 2023, 55, (C)
   See also Working Paper Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries, Documentos de trabajo (2022) (2022)
10. Does economic complexity reduce the probability of a fiscal crisis?
    World Development, 2023, 168, (C) View citations (9)
    See also Working Paper Does economic complexity reduce the probability of a fiscal crisis?, IREA Working Papers (2022) View citations (2) (2022)
11. Risk spillovers between global corporations and Latin American sovereigns: global factors matter
    Applied Economics, 2023, 55, (13), 1477-1496 View citations (3)
    See also Working Paper Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter, IDB Publications (Working Papers) (2022) (2022)
12. Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration
    Journal of Retailing and Consumer Services, 2023, 75, (C) View citations (2)

2022

13. How fiscal rules can reduce sovereign debt default risk
    Emerging Markets Review, 2022, 50, (C) View citations (11)
14. Interdependent capital structure choices and the macroeconomy
    The North American Journal of Economics and Finance, 2022, 62, (C) View citations (1)
    See also Working Paper Interdependent Capital Structure Choices and the Macroeconomy, Working papers (2021) (2021)
15. Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets
    Journal of Commodity Markets, 2022, 28, (C) View citations (12)

2021

16. Bancarization and violent attacks from guerrilla and other illegal groups in Colombia
    Socio-Economic Planning Sciences, 2021, 78, (C)
17. Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
    Journal of Real Estate Portfolio Management, 2021, 27, (1), 20-28
    See also Working Paper Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets, Working papers (2020) View citations (1) (2020)
18. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
    International Economics, 2021, 165, (C), 37-50 View citations (6)
    Also in International Economics, 2021, (165), 37-50 (2021) View citations (3)
    See also Working Paper Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality, Borradores de Economia (2018) View citations (2) (2018)
19. More than words: Foreign exchange intervention under imperfect credibility
    Bulletin of Economic Research, 2021, 73, (4), 499-507 View citations (1)

2020

20. A rank approach for studying cross-currency bases and the covered interest rate parity
    Empirical Economics, 2020, 59, (1), 357-369 View citations (2)
    See also Working Paper A rank approach for studying cross-currency bases and the covered interest rate parity, Borradores de Economia (2017) View citations (2) (2017)
21. 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
22. Dynamic relations between oil and stock market returns: A multi-country study
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (14)
23. Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
    International Finance, 2020, 23, (1), 175-194 View citations (14)

2019

24. Criptoactivos: análisis y revisión de literatura
    Revista ESPE - Ensayos Sobre Política Económica, 2019, (92), 1-37
    Also in Revista ESPE - Ensayos sobre Política Económica, 2019, (92), 1-37 (2019)
25. Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
    Economic Systems, 2019, 43, (3) View citations (10)
26. Detecting exchange rate contagion using copula functions
    The North American Journal of Economics and Finance, 2019, 47, (C), 13-22 View citations (16)
    See also Working Paper Detecting exchange rate contagion using copula functions, Borradores de Economia (2018) View citations (1) (2018)
27. Volatility spillovers among global stock markets: measuring total and directional effects
    Empirical Economics, 2019, 56, (5), 1581-1599 View citations (19)
    See also Working Paper Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects, Borradores de Economia (2017) View citations (4) (2017)

2018

28. Determinants of housing bubbles' duration in OECD countries
    International Finance, 2018, 21, (2), 140-157 View citations (5)
29. The maple bubble: A history of migration among Canadian provinces
    Journal of Housing Economics, 2018, 41, (C), 57-71 View citations (3)
    See also Working Paper The Maple Bubble: A History of Migration among Canadian Provinces, Borradores de Economia (2017) (2017)
30. When Bubble Meets Bubble: Contagion in OECD Countries
    The Journal of Real Estate Finance and Economics, 2018, 56, (4), 546-566 View citations (22)
    See also Working Paper When Bubble Meets Bubble: Contagion in OECD Countries, Borradores de Economia (2016) View citations (8) (2016)

2017

31. Asset Price Bubbles: Existence, Persistence and Migration
    South African Journal of Economics, 2017, 85, (1), 52-67 View citations (7)
32. Sovereign default risk in OECD countries: Do global factors matter?
    The North American Journal of Economics and Finance, 2017, 42, (C), 629-639 View citations (9)
    See also Working Paper Sovereign default risk in OECD countries: do global factors matter?, Borradores de Economia (2017) View citations (9) (2017)
33. Stock market volatility spillovers: Evidence for Latin America
    Finance Research Letters, 2017, 20, (C), 207-216 View citations (38)
    See also Working Paper Stock Market Volatility Spillovers: Evidence for Latin America, Borradores de Economia (2016) View citations (11) (2016)

2016

34. 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 View citations (2)
35. Mind the gap: Computing finance-neutral output gaps in Latin-American economies
    Economic Systems, 2016, 40, (3), 444-452 View citations (7)
    See also Working Paper Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies, MPRA Paper (2015) View citations (3) (2015)
36. 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 View citations (3)
    See also Working Paper The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia, Borradores de Economia (2015) View citations (2) (2015)

2015

37. 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 View citations (2)
38. Credit and business cycles: Causal effects in the frequency domain
    Revista ESPE - Ensayos Sobre Política Económica, 2015, 33, (78), 176-189 View citations (9)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2015, 33, (78), 176-189 (2015) View citations (8)
    See also Working Paper Credit and Business Cycles: An Empirical Analysis in the Frequency Domain, Borradores de Economia (2014) (2014)
39. Exchange rate contagion in Latin America
    Research in International Business and Finance, 2015, 34, (C), 355-367 View citations (21)
    See also Working Paper Exchange Rates Contagion in Latin America, Borradores de Economia (2014) (2014)
40. LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
    Contemporary Economic Policy, 2015, 33, (3), 535-549 View citations (19)
    See also Working Paper Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach, Borradores de Economia (2012) View citations (7) (2012)
41. Testing for Bubbles in the Colombian Housing Market: A New Approach
    Revista Desarrollo y Sociedad, 2015 View citations (6)
42. 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 View citations (2)
    See also Working Paper Una Historia Exhaustiva de la Regulación Financiera en Colombia, Borradores de Economia (2015) View citations (4) (2015)

2014

43. 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 View citations (4)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2014, 32, (75), 23-27 (2014) View citations (4)
    See also Working Paper Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa, Borradores de Economia (2013) (2013)
44. Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange
    Economic Systems, 2014, 38, (2), 261-268 View citations (1)
    See also Working Paper Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange, Borradores de Economia (2012) View citations (1) (2012)
45. Testing for causality between credit and real business cycles in the frequency domain: an illustration
    Applied Economics Letters, 2014, 21, (10), 697-701 View citations (10)
46. The Term Structure of Sovereign Default Risk in an Emerging Economy
    Comparative Economic Studies, 2014, 56, (4), 657-675 View citations (6)

2013

47. 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
48. Loan growth and bank risk: new evidence
    Financial Markets and Portfolio Management, 2013, 27, (4), 365-379 View citations (18)
    See also Working Paper Loans Growth and Banks´ Risk: New Evidence, Borradores de Economia (2013) View citations (8) (2013)

2012

49. A Simple Test of Momentum in Foreign Exchange Markets
    Emerging Markets Finance and Trade, 2012, 48, (5), 66-77 View citations (3)
    See also Working Paper A Simple Test of Momentum in Foreign Exchange Markets, Borradores de Economia (2011) (2011)
50. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia
    Emerging Markets Finance and Trade, 2012, 48, (4), 50-66 View citations (5)
51. 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
52. Flujos de capital y fragilidad financiera en Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 68-109 View citations (1)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 68-109 (2012)
53. 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 View citations (2)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 258-293 (2012) View citations (1)
    See also Working Paper Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia, Borradores de Economia (2012) (2012)
54. The cyclical behavior of bank capital buffers in an emerging economy: Size does matter
    Economic Modelling, 2012, 29, (5), 1612-1617 View citations (28)
    See also Working Paper The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter, Borradores de Economia (2011) (2011)

2011

55. Determinantes Del Número De Relaciones Bancarias En Colombia
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (65), 176-196 View citations (1)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 176-196 (2011) View citations (1)
    See also Working Paper Determinantes del número de relaciones bancarias en Colombia, Borradores de Economia (2009) (2009)
56. The number of banking relationships and the business cycle: New evidence from Colombia
    Economic Systems, 2011, 35, (3), 408-418 View citations (9)

2010

57. Estimation of conditional time-homogeneous credit quality transition matrices
    Economic Modelling, 2010, 27, (1), 89-96 View citations (9)
58. The competing risks of acquiring and being acquired: Evidence from Colombia's financial sector
    Economic Systems, 2010, 34, (4), 437-449 View citations (6)
    See also Working Paper The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector, Borradores de Economia (2009) View citations (2) (2009)
59. Un Modelo de alerta temprana para el sistema financiero colombiano
    Revista ESPE - Ensayos Sobre Política Económica, 2010, 28, (62), 124-147
    Also in Revista ESPE - Ensayos sobre Política Económica, 2010, 28, (62), 124-147 (2010)
    See also Working Paper Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano, Borradores de Economia (2009) (2009)

2009

60. An alternative methodology for estimating credit quality transition matrices
    Journal of Risk Management in Financial Institutions, 2009, 2, (4), 353-364
61. BANK FAILURE: EVIDENCE FROM THE COLOMBIAN FINANCIAL CRISIS
    The International Journal of Business and Finance Research, 2009, 3, (2), 15-31 View citations (27)
    See also Working Paper Bank Failure: Evidence from the Colombia Financial Crisis, Working Papers (2006) View citations (31) (2006)
62. Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007
    Revista de Economía del Rosario, 2009 View citations (2)
    See also Working Paper Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007, Borradores de Economia (2009) View citations (4) (2009)
63. 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 View citations (3)
    See also Working Paper Evidence of non-Markovian behavior in the process of bank rating migrations, Borradores de Economia (2007) View citations (1) (2007)

2007

64. Evidence of a Bank Lending Channel for Argentina and Colombia
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2007, 44, (129), 109-126 View citations (15)
    See also Working Paper Evidence of Bank Lending Channel for Argentina and Colombia, Borradores de Economia (2006) View citations (2) (2006)

2002

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

2001

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

2000

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

Books

2023

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

Edited books

2015

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

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

2015

2. 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
   See also Working Paper Burbujas en precios de activos financieros: existencia, persistencia y migración, Banco de la Republica de Colombia (2014) View citations (1) (2014)
3. 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

2013

4. 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
5. 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 View citations (2)