Details about Jose Gomez-Gonzalez

Access statistics for papers by Jose Gomez-Gonzalez.

Last updated 2022-06-22. Update your information in the RePEc Author Service.

Short-id: pgo947

Working Papers

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
2. Explaining the Rural-Urban Student Performance Gap for Different Distribution Quantiles in Colombia
   Working papers, Red Investigadores de Economía
3. Financial and Macroeconomic Uncertainties and Real Estate Markets
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
4. Interdependent Capital Structure Choices and the Macroeconomy
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in Working papers, Red Investigadores de Economía (2021)
5. Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
6. Sudden Stops, Sovereign Risk, and Fiscal Rules
   IDB Publications (Working Papers), Inter-American Development Bank

2020

7. Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets
   Working papers, Red Investigadores de Economía
8. 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)
9. Sectoral Fiscal Multipliers and Budget Inflexibility: The Role of Allocative Inefficiency
   Working papers, Red Investigadores de Economía
10. 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

11. Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data
    Documentos de Trabajo CIEF, Universidad EAFIT View citations (1)

2018

12. Bancarization and Violence in Colombia
    Borradores de Economia, Banco de la Republica de Colombia
13. Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas
    MPRA Paper, University Library of Munich, Germany
14. Detecting exchange rate contagion using copula functions
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article in The North American Journal of Economics and Finance (2019)
15. 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 in International Economics (2021)

2017

16. 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 in Empirical Economics (2020)
17. Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones
    Borradores de Economia, Banco de la Republica de Colombia
18. Dynamic Connectedness and Causality between Oil prices and Exchange Rates
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
19. 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)
20. 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
21. Sovereign default risk in OECD countries: do global factors matter?
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    See also Journal Article in The North American Journal of Economics and Finance (2017)
22. The Maple Bubble: A History of Migration among Canadian Provinces
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article in Journal of Housing Economics (2018)
23. 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)
24. 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 in Empirical Economics (2019)
25. 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

26. Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    See also Journal Article in Bulletin of Economic Research (2021)
27. Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2016)
28. El Uso de Efectivo y Tarjetas Débito y Crédito en Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
29. 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)
30. 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)
31. Stock Market Volatility Spillovers: Evidence for Latin America
    Borradores de Economia, Banco de la Republica de Colombia View citations (11)
    See also Journal Article in Finance Research Letters (2017)
32. 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)
33. When Bubble Meets Bubble: Contagion in OECD Countries
    Borradores de Economia, Banco de la Republica de Colombia View citations (8)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2018)

2015

34. 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 de Colombia View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2015) View citations (2)
35. Financial Contagion in Latin America
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (1)
36. 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 in Economic Systems (2016)
37. The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (1)
    See also Journal Article in Research in International Business and Finance (2016)
38. Una Historia Exhaustiva de la Regulación Financiera en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (6)
    See also Journal Article in Coyuntura Económica (2015)

2014

39. Bitcoin: something seems to be ‘fundamentally’ wrong
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (3)
40. Burbujas en precios de activos financieros: existencia, persistencia y migración
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (1)
    See also Chapter (2015)
41. 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 REPÚBLICA (2014)
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2015)
42. Exchange Rates Contagion in Latin America
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2014)
    See also Journal Article in Research in International Business and Finance (2015)
43. Innovation and Growth under Private Information
    Borradores de Economia, Banco de la Republica de Colombia

2013

44. Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) View citations (1)
45. Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013)
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2014)
46. Loans Growth and Banks´ Risk: New Evidence
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (9)
    See also Journal Article in Financial Markets and Portfolio Management (2013)
47. 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)
48. The Interdependence between Credit and Real Business Cycles in Latin American Economies
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (5)

2012

49. 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 in Contemporary Economic Policy (2015)
50. 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 REPÚBLICA View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
51. 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 REPÚBLICA (2012)
    See also Journal Article in Economic Systems (2014)
52. The Term-Structure of Sovereign Default Risk in Colombia and its Determinants
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)

2011

53. 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 in Emerging Markets Finance and Trade (2012)
54. Firm Failure and Relationship Lending: New Evidence from Small Businesses
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011)
55. The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011)
    See also Journal Article in Economic Modelling (2012)
56. The cyclical behavior of bank capital buffers in an emerging economy: size do matters
    Documentos de Trabajo, Universidad del Rosario

2009

57. Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
58. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?
    Borradores de Economia, Banco de la Republica de Colombia
59. Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (2)
    See also Journal Article in Revista de Economía del Rosario (2009)
60. 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 REPÚBLICA (2009) View citations (1)
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2011)
61. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (2)
62. 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 REPÚBLICA (2009)
63. The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    See also Journal Article in Economic Systems (2010)
64. Un Modelo de Alerta Temprana para el Sistema Financiero Colombiano
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2010)

2007

65. 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)
66. Evidence of non-Markovian behavior in the process of bank rating migrations
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2007) View citations (1)
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2007) View citations (2)
    See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2009)

2006

67. 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)
68. Bank Failure: Evidence from the Colombia Financial Crisis
    Working Papers, Cornell University, Center for Analytic Economics View citations (26)
    See also Journal Article in The International Journal of Business and Finance Research (2009)
69. Evidence of Bank Lending Channel for Argentina and Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations (2)
    See also Journal Article in Latin American Journal of Economics-formerly Cuadernos de Economía (2007)
70. 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

71. ESPECIFICACIÓN DE LA DEMANDA POR DINERO CON INNOVACIÓN FINANCIERA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA

Journal Articles

2022

1. How fiscal rules can reduce sovereign debt default risk
   Emerging Markets Review, 2022, 50, (C)

2021

2. Bancarization and violent attacks from guerrilla and other illegal groups in Colombia
   Socio-Economic Planning Sciences, 2021, 78, (C)
3. Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
   International Economics, 2021, 165, (C), 37-50 View citations (2)
   See also Working Paper (2018)
4. More than words: Foreign exchange intervention under imperfect credibility
   Bulletin of Economic Research, 2021, 73, (4), 499-507
   See also Working Paper (2016)

2020

5. A rank approach for studying cross-currency bases and the covered interest rate parity
   Empirical Economics, 2020, 59, (1), 357-369
   See also Working Paper (2017)
6. 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 (3)
7. Giving and receiving: Exploring the predictive causality between oil prices and exchange rates
   International Finance, 2020, 23, (1), 175-194 View citations (9)

2019

8. 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)
9. Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
   Economic Systems, 2019, 43, (3) View citations (4)
10. Detecting exchange rate contagion using copula functions
    The North American Journal of Economics and Finance, 2019, 47, (C), 13-22 View citations (8)
    See also Working Paper (2018)
11. Volatility spillovers among global stock markets: measuring total and directional effects
    Empirical Economics, 2019, 56, (5), 1581-1599 View citations (6)
    See also Working Paper (2017)

2018

12. Determinants of housing bubbles' duration in OECD countries
    International Finance, 2018, 21, (2), 140-157 View citations (5)
13. The maple bubble: A history of migration among Canadian provinces
    Journal of Housing Economics, 2018, 41, (C), 57-71 View citations (2)
    See also Working Paper (2017)
14. When Bubble Meets Bubble: Contagion in OECD Countries
    The Journal of Real Estate Finance and Economics, 2018, 56, (4), 546-566 View citations (14)
    See also Working Paper (2016)

2017

15. Asset Price Bubbles: Existence, Persistence and Migration
    South African Journal of Economics, 2017, 85, (1), 52-67 View citations (6)
16. 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 (5)
    See also Working Paper (2017)
17. Stock market volatility spillovers: Evidence for Latin America
    Finance Research Letters, 2017, 20, (C), 207-216 View citations (29)
    See also Working Paper (2016)

2016

18. 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 (1)
19. 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 (2015)
20. 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 (2015)

2015

21. 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)
22. Credit and business cycles: Causal effects in the frequency domain
    Revista ESPE - Ensayos Sobre Política Económica, 2015, 33, (78), 176-189 View citations (6)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2015, 33, (78), 176-189 (2015) View citations (6)
    See also Working Paper (2014)
23. Exchange rate contagion in Latin America
    Research in International Business and Finance, 2015, 34, (C), 355-367 View citations (17)
    See also Working Paper (2014)
24. LATIN AMERICAN EXCHANGE RATE DEPENDENCIES: A REGULAR VINE COPULA APPROACH
    Contemporary Economic Policy, 2015, 33, (3), 535-549 View citations (16)
    See also Working Paper (2012)
25. Testing for Bubbles in the Colombian Housing Market: A New Approach
    Revista Desarrollo y Sociedad, 2015 View citations (6)
26. 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 (2015)

2014

27. 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
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (75), 23-27 (2014) View citations (1)
    See also Working Paper (2013)
28. 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 (2012)
29. 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 (9)
30. The Term Structure of Sovereign Default Risk in an Emerging Economy
    Comparative Economic Studies, 2014, 56, (4), 657-675 View citations (5)

2013

31. 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
32. Loan growth and bank risk: new evidence
    Financial Markets and Portfolio Management, 2013, 27, (4), 365-379 View citations (16)
    See also Working Paper (2013)

2012

33. 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 (2011)
34. 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 (3)
35. 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
36. Flujos de capital y fragilidad financiera en Colombia
    Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 68-109
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 68-109 (2012) View citations (1)
37. 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 (2012)
38. The cyclical behavior of bank capital buffers in an emerging economy: Size does matter
    Economic Modelling, 2012, 29, (5), 1612-1617 View citations (24)
    See also Working Paper (2011)

2011

39. 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)
    See also Working Paper (2009)
40. The number of banking relationships and the business cycle: New evidence from Colombia
    Economic Systems, 2011, 35, (3), 408-418 View citations (7)

2010

41. Estimation of conditional time-homogeneous credit quality transition matrices
    Economic Modelling, 2010, 27, (1), 89-96 View citations (9)
42. 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 (2009)
43. 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 (2009)

2009

44. 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 (2006)
45. 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 (2009)
46. 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 (2)
    See also Working Paper (2007)

2007

47. 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 (2006)

2002

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

2001

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

2000

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

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 (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