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Jose Gomez-Gonzalez

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2023. "US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries," Documentos de trabajo 20667, FLAR.

    Cited by:

    1. Mauricio Alvarado & Gabriel Rodríguez, 2024. "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-531, Departamento de Economía - Pontificia Universidad Católica del Perú.

  2. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.

    Cited by:

    1. Goran Hristovski & Gjorgji Gockov & Viktor Stojkoski, 2024. "Multidimensional Economic Complexity and Fiscal Crises," Papers 2411.02027, arXiv.org.

  3. Iader Giraldo & Carlos Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. "An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk," Documentos de trabajo 20789, FLAR.

    Cited by:

    1. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.
    2. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
    3. Goran Hristovski & Gjorgji Gockov & Viktor Stojkoski, 2024. "Multidimensional Economic Complexity and Fiscal Crises," Papers 2411.02027, arXiv.org.

  4. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.

    Cited by:

    1. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IDB Publications (Working Papers) 13447, Inter-American Development Bank.
    2. Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024. "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers 202402, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
    3. Zhizhen Chen & Guifen Shi & Boyang Sun, 2024. "Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models," Empirical Economics, Springer, vol. 67(6), pages 2463-2502, December.

  5. Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2022. "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries," Documentos de trabajo 20541, FLAR.

    Cited by:

    1. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Financial integration and banking stability: A post-global crisis assessment," Economic Modelling, Elsevier, vol. 139(C).

  6. José E. Gómez-González & Jorge M. Uribe & Oscar M. Valencia, 2022. ""Does economic complexity reduce the probability of a fiscal crisis?"," IREA Working Papers 202218, University of Barcelona, Research Institute of Applied Economics, revised Nov 2022.

    Cited by:

    1. Iader Giraldo & Carlos Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. "An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk," Documentos de trabajo 20789, FLAR.
    2. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.
    3. Claudimar Pereira da Veiga & Cássia Rita Pereira da Veiga & Felipe Mendes Girotto & Diego Antonio Bittencourt Marconatto & Zhaohui Su, 2024. "Implementation of the ARIMA model for prediction of economic variables: evidence from the health sector in Brazil," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
    4. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’," Documentos de trabajo 21169, FLAR.
    5. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," IDB Publications (Working Papers) 13447, Inter-American Development Bank.
    6. Andrian, Leandro Gaston & Rodríguez, César M. & Valencia, Oscar, 2024. "Surges in the Shadows: Stock-Flow Adjustments and Public Debt Spikes," IDB Publications (Working Papers) 13725, Inter-American Development Bank.
    7. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
    8. Goran Hristovski & Gjorgji Gockov & Viktor Stojkoski, 2024. "Multidimensional Economic Complexity and Fiscal Crises," Papers 2411.02027, arXiv.org.
    9. Jorge M. Uribe, 2023. ""Fiscal crises and climate change"," IREA Working Papers 202303, University of Barcelona, Research Institute of Applied Economics, revised Feb 2023.
    10. Arif Mostafa Khan & Meine Pieter van Dijk, 2024. "The role of multi‐stakeholder initiatives in advancing circularity and social sustainability in the textiles sector of Bangladesh," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(3), pages 1765-1788, April.

  7. Jorge M. Uribe & Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón, 2021. ""Interdependent Capital Structure Choices and the Macroeconomy"," IREA Working Papers 202107, University of Barcelona, Research Institute of Applied Economics, revised Apr 2021.

    Cited by:

    1. Llobet-Dalmases, Joan & Plana-Erta, Dolors & Uribe, Jorge M., 2023. "Cyclical capital structure decisions," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).

  8. Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge, 2020. "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Working papers 47, Red Investigadores de Economía.

    Cited by:

    1. Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024. "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    2. Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022. "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, vol. 62(C).

  9. Cesar E. Tamayo & Jose E. Gomez-Gonzalez & Oscar M. Valencia, 2019. "Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data," Documentos de Trabajo de Valor Público 17404, Universidad EAFIT.

    Cited by:

    1. Granda-Carvajal, Catalina & Hamann, Franz & Tamayo, Cesar E., 2022. "Credit and Saving Constraints in General Equilibrium: A Quantitative Exploration," Working papers 92, Red Investigadores de Economía.

  10. Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018. "Detecting exchange rate contagion using copula functions," Borradores de Economia 1047, Banco de la Republica de Colombia.

    Cited by:

    1. Lin, Saiyan & Chen, Rongda & Lv, Zhihong & Zhou, Tianqing & Jin, Chenglu, 2019. "Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    2. Muhammad Mar’i & Turgut Tursoy, 2021. "Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries," Capital Markets Review, Malaysian Finance Association, vol. 29(2), pages 43-54.
    3. Wang, Peiwan & Zong, Lu, 2020. "Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    4. Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020. "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1241-1303, November.
    5. Benkraiem, Ramzi & Garfatta, Riadh & Lakhal, Faten & Zorgati, Imen, 2022. "Financial contagion intensity during the COVID-19 outbreak: A copula approach," International Review of Financial Analysis, Elsevier, vol. 81(C).
    6. Xu, Yingying & Lien, Donald, 2020. "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 68(C).
    7. Hu, Genhua & Fan, Gang-Zhi, 2022. "Empirical evidence of risk contagion across regional housing markets in China," Economic Modelling, Elsevier, vol. 115(C).
    8. Ramzi Benkraiem & Riadh Garfatta & Faten Lakhal & Imen Zorgati, 2022. "Financial contagion intensity during the COVID-19 outbreak: A copula approach," Post-Print hal-03638322, HAL.
    9. Zhang, Feipeng & Xu, Yixiong & Yuan, Di, 2024. "Detecting financial contagion using a new nonparametric measure of asymmetric comovements," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 284-296.
    10. Xu, Yingying & Lien, Donald, 2022. "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, vol. 45(C).
    11. Jose Eduardo Gomez‐Gonzalez & Julian Andres Parra‐Polania & Mauricio Villamizar‐Villegas, 2021. "More than words: Foreign exchange intervention under imperfect credibility," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 499-507, October.
    12. Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2020. "Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas," MPRA Paper 102473, University Library of Munich, Germany.
    13. Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019. "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, vol. 43(3).
    14. Bhatia, Shipra & Tuteja, Divya, 2024. "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, vol. 94(C).
    15. Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021. "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, vol. 94(C), pages 401-414.
    16. Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022. "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, vol. 50(C).

  11. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Sebastian Sanin-Restrepo, 2018. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," Borradores de Economia 1051, Banco de la Republica de Colombia.

    Cited by:

    1. Jiang, Yonghong & Wang, Jieru & Lie, Jiayi & Mo, Bin, 2021. "Dynamic dependence nexus and causality of the renewable energy stock markets on the fossil energy markets," Energy, Elsevier, vol. 233(C).
    2. Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023. "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, vol. 126(C).
    3. Mesut Doğan & Sutbayeva Raikhan & Nurbossynova Zhanar & Bodaukhan Gulbagda, 2023. "Analysis of Dynamic Connectedness Relationships among Clean Energy, Carbon Emission Allowance, and BIST Indexes," Sustainability, MDPI, vol. 15(7), pages 1-13, March.
    4. Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019. "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, vol. 80(C), pages 267-276.
    5. Raheem, Ibrahim D., 2022. "Different strokes for different folks: The case of oil shocks and emerging equity markets," Energy Economics, Elsevier, vol. 108(C).
    6. Walid Chkili, 2022. "The links between gold, oil prices and Islamic stock markets in a regime switching environment," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 169-186, March.
    7. Ansaram, Karishma & Petitjean, Mikael, 2024. "A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy," Energy Economics, Elsevier, vol. 131(C).
    8. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    9. Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022. "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, vol. 62(C).

  12. Xavier Giné & Nídia García & José Gómez-González, 2017. "Financial Information in Colombia," Borradores de Economia 984, Banco de la Republica de Colombia.

    Cited by:

    1. Muñoz-Murillo, Melisa & Álvarez-Franco, Pilar B. & Restrepo-Tobón, Diego A., 2020. "The role of cognitive abilities on financial literacy: New experimental evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 84(C).
    2. Laura Catalina Díaz-Barreto & Juliana Gamboa-Arbelaez & Jose Eduardo Gomez-Gonzalez & Adolfo Meisel-Roca, 2017. "Costos de Intermediación Bancaria en Economías Emergentes: La Importancia de las Instituciones," Borradores de Economia 998, Banco de la Republica de Colombia.
    3. John D. Castro-Pantoja & Jose Eduardo Gomez-Gonzalez & Tatiana A. Mora-Arbelaez & Daniela Rodriguez-Novoa & Laura C. Diaz-Barreto, 2018. "Bancarization and Violence in Colombia," Borradores de Economia 1052, Banco de la Republica de Colombia.

  13. Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2017. "Sovereign default risk in OECD countries: do global factors matter?," Borradores de Economia 996, Banco de la Republica de Colombia.

    Cited by:

    1. Lukasz Dopierala & Daria Ilczuk & Liwiusz Wojciechowski, 2020. "Sovereign credit ratings and CDS spreads in Emerging Europe," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(3), pages 419-438, September.
    2. Montes, Gabriel Caldas & Souza, Ivan, 2020. "Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    3. Iader Giraldo & Carlos Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. "An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk," Documentos de trabajo 20789, FLAR.
    4. Chang, Chun-Ping & Wen, Jun & Zheng, Mingbo & Dong, Minyi & Hao, Yu, 2018. "Is higher government efficiency conducive to improving energy use efficiency? Evidence from OECD countries," Economic Modelling, Elsevier, vol. 72(C), pages 65-77.
    5. Shaowei Chen & Long Guo & Weike Zhang, 2023. "Financial Risk Measurement and Spatial Spillover Effects Based on an Imported Financial Risk Network: Evidence from Countries along the Belt and Road," Mathematics, MDPI, vol. 11(6), pages 1-25, March.
    6. Dimitris Malliaropulos & Petros M. Migiakis, 2016. "The re-pricing of sovereign risks following the global financial crisis," Working Papers 210, Bank of Greece.
    7. Hasan Dinçer & Serhat Yüksel & Seçil Şenel, 2018. "Analyzing the Global Risks for the Financial Crisis after the Great Depression Using Comparative Hybrid Hesitant Fuzzy Decision-Making Models: Policy Recommendations for Sustainable Economic Growth," Sustainability, MDPI, vol. 10(9), pages 1-15, September.
    8. Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022. "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, vol. 50(C).

  14. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2017. "Dynamic Connectedness and Causality between Oil prices and Exchange Rates," Borradores de Economia 1025, Banco de la Republica de Colombia.

    Cited by:

    1. Changyu Liu & Muhammad Abubakr Naeem & Mobeen Ur Rehman & Saqib Farid & Syed Jawad Hussain Shahzad, 2020. "Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies," Energies, MDPI, vol. 13(17), pages 1-19, August.
    2. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).

  15. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.

    Cited by:

    1. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2021. "Testing for exuberance in house prices using data sampled at different frequencies," Working Paper series 21-13, Rimini Centre for Economic Analysis.
    2. Shuping Shi & Arafat Rahman & Ben Zhe Wang, 2020. "Australian Housing Market Booms: Fundamentals or Speculation?☆," The Economic Record, The Economic Society of Australia, vol. 96(315), pages 381-401, December.
    3. Rafiq Ahmed & Syed Tehseen Jawaid & Samina Khalil, 2021. "Bubble Detection in Housing Market: Evidence From a Developing Country," SAGE Open, , vol. 11(2), pages 21582440211, April.

  16. Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Santiago Gomez-Malagon & Luis Fernando Melo-Velandia, 2017. "A rank approach for studying cross-currency bases and the covered interest rate parity," Borradores de Economia 994, Banco de la Republica de Colombia.

    Cited by:

    1. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    2. Sevgi Coşkun & Oyakhilome Ibhagui, 2022. "Technology shocks and covered interest parity deviations in emerging market economies," Empirical Economics, Springer, vol. 63(3), pages 1337-1374, September.
    3. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.

  17. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.

    Cited by:

    1. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2017. "Dynamic Connectedness and Causality between Oil prices and Exchange Rates," Borradores de Economia 1025, Banco de la Republica de Colombia.
    2. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, vol. 165(C), pages 37-50.

  18. Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017. "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia 983, Banco de la Republica de Colombia.

    Cited by:

    1. Ben Amar, Amine & Bouattour, Mondher & Bellalah, Makram & Goutte, Stéphane, 2023. "Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
    2. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    3. Giofré, Maela, 2022. "Foreign investment in times of COVID-19: How strong is the flight to advanced economies?," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
    4. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    5. Gong, Xu & Xu, Jun & Liu, Tangyong & Zhou, Zicheng, 2022. "Dynamic volatility connectedness between industrial metal markets," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    6. Tingting Lan & Liuguo Shao & Hua Zhang & Caijun Yuan, 2023. "The impact of pandemic on dynamic volatility spillover network of international stock markets," Empirical Economics, Springer, vol. 65(5), pages 2115-2144, November.
    7. Amal Abricha & Amine Ben Amar & Makram Bellalah, 2024. "Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach," Post-Print hal-04515196, HAL.
    8. Bouri, Elie & Harb, Etienne, 2022. "The size of good and bad volatility shocks does matter for spillovers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    9. Mohammad Isleimeyyeh & Amine Ben Amar & Stéphane Goutte & Ramzi Benkraiem, 2022. "Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?," Post-Print hal-03674806, HAL.
    10. Shi, Yangyan & Feng, Yu & Zhang, Qi & Shuai, Jing & Niu, Jiangxin, 2023. "Does China's new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries," Energy, Elsevier, vol. 262(PA).
    11. Choi, Sun-Yong, 2022. "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    12. Gaoxiu Qiao & Yangli Cao & Feng Ma & Weiping Li, 2023. "Liquidity and realized covariance forecasting: a hybrid method with model uncertainty," Empirical Economics, Springer, vol. 64(1), pages 437-463, January.
    13. Liu, Xueyong & Jiang, Cheng, 2020. "The dynamic volatility transmission in the multiscale spillover network of the international stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    14. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, vol. 165(C), pages 37-50.
    15. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.
    16. Fateh Belaid & Amine Ben Amar & Stéphane Goutte & Khaled Guesmi, 2021. "Emerging and advanced economies markets behaviour during the COVID ‐19 crisis era," Post-Print hal-03273647, HAL.
    17. Hachicha, Néjib & Ben Amar, Amine & Ben Slimane, Ikrame & Bellalah, Makram & Prigent, Jean-Luc, 2022. "Dynamic connectedness and optimal hedging strategy among commodities and financial indices," International Review of Financial Analysis, Elsevier, vol. 83(C).
    18. Li, Wenqi, 2021. "COVID-19 and asymmetric volatility spillovers across global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    19. Shuping Li & Xinghua Liu & Chongren Wang, 2020. "The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China," Sustainability, MDPI, vol. 12(6), pages 1-15, March.

  19. Jose E. Gomez-Gonzalez & Julian A. Parra-Polania & Mauricio Villamizar-Villegas, 2016. "Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility," Borradores de Economia 949, Banco de la Republica de Colombia.

    Cited by:

    1. Wenbo Wang & Dieu Thanh Le & Hail Park, 2020. "Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects," Sustainability, MDPI, vol. 12(7), pages 1-20, April.

  20. Juliana Gamboa-Arbeláez & José E. Gómez-González & Jorge Hirs-Garzón & Adolfo Meisel-Roca & Jair N. Ojeda-Joya, 2016. "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 973, Banco de la Republica de Colombia.

    Cited by:

    1. Jorge Ivan Gonzalez & Mauricio Perez Salazar, 2019. "Mercados y Bienestar. Ensayos en memoria de homero cuevas," Books, Universidad Externado de Colombia, Facultad de Economía, number 79.

  21. José Eduardo Gómez-González & Juliana Jaramillo-Echeverri & Adolfo Meisel-Roca, 2016. "El Uso de Efectivo y Tarjetas Débito y Crédito en Colombia," Borradores de Economia 950, Banco de la Republica de Colombia.

    Cited by:

    1. Constanza Martínez Ventura, 2013. "El Uso de Efectivo y Tarjetas Débito como instrumentos de pago en Colombia," Borradores de Economia 10390, Banco de la Republica.
    2. Constanza Martínez Ventura, 2019. "The use of cash and debit cards as payment instruments in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 71-95, Enero - J.

  22. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.

    Cited by:

    1. Hamid Norfiqiri & Razali Muhammad Najib & Azmi Fatin Afiqah & Daud Siti Zaleha & Yunus Nurhidayah Md., 2022. "Prospecting Housing Bubbles in Malaysia," Real Estate Management and Valuation, Sciendo, vol. 30(4), pages 74-88, December.
    2. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
    3. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
    4. Hu, Yang & Oxley, Les, 2018. "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
    5. Joe Cho Yiu Ng, 2021. "International Macroeconomic Aspect of Housing," GRU Working Paper Series GRU_2021_014, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    6. Kholodilin, Konstantin A. & Michelsen, Claus, 2019. "Zehn Jahre nach dem großen Knall: wie ist es um die Stabilität der internationalen Immobilienmärkte bestellt?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(1), pages 67-87.
    7. Wang, Xichen & Liu, Qingya, 2023. "Can the global financial cycle explain the episodes of exuberance in international housing markets?," Finance Research Letters, Elsevier, vol. 52(C).
    8. Vinci, Sabato & Bartolacci, Francesca & Salvia, Rosanna & Salvati, Luca, 2022. "Housing markets, the great crisis, and metropolitan gradients: Insights from Greece, 2000–2014," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
    9. Konstantin A. Kholodilin & Sebastian Kohl & Florian Müller, 2023. "Government-Made House Price Bubbles? Austerity, Homeownership, Rental, and Credit Liberalization Policies and the “Irrational Exuberance” on Housing Markets," Discussion Papers of DIW Berlin 2061, DIW Berlin, German Institute for Economic Research.
    10. Nathan Burks & Adetokunbo Fadahunsi & Ann Marie Hibbert, 2021. "Financial Contagion: A Tale of Three Bubbles," JRFM, MDPI, vol. 14(5), pages 1-14, May.
    11. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
    12. Murray, Cameron, 2020. "Time is money: How landbanking constrains housing supply," OSF Preprints hym43, Center for Open Science.
    13. Jean-Louis Bago & Imad Rherrad & Koffi Akakpo & Ernest Ouédraogo, 2022. "An Empirical Investigation on Bubbles Contagion in Scandinavian Real Estate Markets," Businesses, MDPI, vol. 2(1), pages 1-8, March.
    14. Shuping Shi & Peter C B Phillips, 2020. "Diagnosing housing fever with an econometric thermometer," CAMA Working Papers 2020-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    15. Lan, Hao & Moreira, Fernando & Zhao, Sheng, 2023. "Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 841-859.
    16. Martijn Konings & Lisa Adkins & Dallas Rogers, 2021. "The institutional logic of property inflation," Environment and Planning A, , vol. 53(3), pages 448-456, May.
    17. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2021. "Testing for exuberance in house prices using data sampled at different frequencies," Working Paper series 21-13, Rimini Centre for Economic Analysis.
    18. Hurn, Stan & Shi, Shuping & Wang, Ben, 2022. "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, vol. 134(C).
    19. Geoffrey Poitras & Giovanna Zanotti, 2018. "Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households," JRFM, MDPI, vol. 11(3), pages 1-18, July.
    20. Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2019. "Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    21. J. Sebastian Amador-Torres & Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "I know what you did during the last bubble: Determinants of housing bubbles' duration in OECD countries," Borradores de Economia 1005, Banco de la Republica de Colombia.
    22. Rafiq Ahmed & Syed Tehseen Jawaid & Samina Khalil, 2021. "Bubble Detection in Housing Market: Evidence From a Developing Country," SAGE Open, , vol. 11(2), pages 21582440211, April.

  23. Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016. "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia 943, Banco de la Republica de Colombia.

    Cited by:

    1. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.
    2. Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018. "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 10-22.
    3. Eric Martial Etoundi Atenga & Mbodja Mougoué, 2021. "Return and volatility spillovers to African equity markets and their determinants," Empirical Economics, Springer, vol. 61(2), pages 883-918, August.
    4. Lei Ruan, 2018. "Research on Sustainable Development of the Stock Market Based on VIX Index," Sustainability, MDPI, vol. 10(11), pages 1-12, November.
    5. Xuedi Li & Jie Ma & Zhu Chen & Haitao Zheng, 2018. "Linkage Analysis among China’s Seven Emissions Trading Scheme Pilots," Sustainability, MDPI, vol. 10(10), pages 1-13, September.
    6. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
    7. Tsuji, Chikashi, 2020. "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, vol. 70(C).
    8. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Xu, Danyang, 2021. "Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 55-81.
    9. Saffet Akdag & Ömer İskenderoglu & Andrew Adewale Alola, 2020. "The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 49-65, April.
    10. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    11. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    12. Marcos Albuquerque Junior & José António Filipe & Paulo de Melo Jorge Neto & Cristiano da Costa da Silva, 2021. "Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
    13. PENDARAKI Konstantina & CHARDA Magdalini, 2023. "Investigating Causal Spillovers among International Stock Markets," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
    14. Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon, 2022. "Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 678-696, January.
    15. Tosin B. Fateye & Oluwaseun D. Ajay & Cyril A. Ajay, 2021. "Modelling of Daily Price Volatility of South Africa Property Stock Market Using GARCH Analysis," AfRES 2021-013, African Real Estate Society (AfRES).
    16. Carlos Giraldo & Iader Giraldo & Jose E. Gomez-Gonzalez & Jorge M. Uribe, 2023. ""US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries"," IREA Working Papers 202302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2023.
    17. Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020. "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print hal-02966894, HAL.
    18. Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017. "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia 983, Banco de la Republica de Colombia.
    19. Mustafa Çakır, 2023. "Regional inflation spillovers in Turkey," Economic Change and Restructuring, Springer, vol. 56(2), pages 959-980, April.
    20. A. Désiré Adom, 2022. "Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?," Business, Management and Economics Research, Academic Research Publishing Group, vol. 8(2), pages 17-27, 06-2022.
    21. Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
    22. A. M. M. Shahiduzzaman Quoreshi & Reaz Uddin & Viroj Jienwatcharamongkhol, 2019. "Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    23. Dimitrios Vortelinos & Konstantinos Gkillas (Gillas) & Costas Syriopoulos & Argyro Svingou, 2017. "Asymmetric and nonlinear inter-relations of US stock indices," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(1), pages 78-129, December.
    24. Newaz, Mohammad Khaleq & Park, Jin Suk, 2019. "The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 79-94.
    25. Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2020. "Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications," JRFM, MDPI, vol. 13(7), pages 1-19, July.
    26. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, vol. 165(C), pages 37-50.
    27. Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon, 2017. "Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study," Borradores de Economia 1009, Banco de la Republica de Colombia.
    28. Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana, 2022. "The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness," Global Finance Journal, Elsevier, vol. 51(C).
    29. Vladimir Balash & Alexey Faizliev & Sergei Sidorov & Elena Chistopolskaya, 2021. "Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets," Mathematics, MDPI, vol. 9(19), pages 1-31, October.
    30. Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon, 2021. "Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(4), pages 613-647, December.
    31. Tihana Škrinjarić, 2022. "Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets," Mathematics, MDPI, vol. 10(24), pages 1-34, December.
    32. Ismail Olaleke Fasanya Oluwatomisin Oyewole Taofeek Agbatogun, 2019. "Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 22(2), pages 71-94, November.
    33. BenSaïda, Ahmed, 2019. "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, vol. 43(C), pages 78-95.
    34. Cao, Li & Jiang, Junhua & Piljak, Vanja, 2023. "Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects," Research in International Business and Finance, Elsevier, vol. 65(C).
    35. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    36. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021. "Volatility spillovers during market supply shocks: The case of negative oil prices," Resources Policy, Elsevier, vol. 74(C).
    37. Kai Shi, 2021. "Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic," JRFM, MDPI, vol. 14(3), pages 1-37, March.
    38. Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022. "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 341-358.
    39. Meral Kagitci, 2020. "The impact of COVID – 19 on the stocks’ yield from the pharmaceutical sector," Journal of Financial Studies, Institute of Financial Studies, vol. 9(5), pages 58-71, November.

  24. Jose E. Gomez-Gonzalez & Ali M. Kutan & Jair N. Ojeda-Joya & María Camila Ortiz, 2016. "The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter," Borradores de Economia 953, Banco de la Republica de Colombia.

    Cited by:

    1. Juan Camilo Galvis Ciro & Guillermo David Hincapié Vélez, 2018. "Effect of Banking Concentration on the Lending Channel: evidence from Colombia," Economics Bulletin, AccessEcon, vol. 38(4), pages 2254-2265.

  25. Gómez González, José Eduardo & Jaramillo Echeverri y, Juliana & Meisel Roca, Adolfo, 2016. "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 78005, University Library of Munich, Germany, revised 15 Sep 2016.

    Cited by:

    1. Constanza Martínez Ventura, 2013. "El Uso de Efectivo y Tarjetas Débito como instrumentos de pago en Colombia," Borradores de Economia 10390, Banco de la Republica.
    2. Constanza Martínez Ventura, 2019. "The use of cash and debit cards as payment instruments in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 71-95, Enero - J.

  26. Ximena Chavarro-Sanchez & Deicy Cristiano-Botia & Jose E. Gomez-Gonzalez & Eliana González-Molano & Carlos Huertas-Campos, 2015. "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero," Borradores de Economia 874, Banco de la Republica de Colombia.

    Cited by:

    1. María Alejandra Hernández-Montes & Ramón Hernández-Ortega & Jonathan Alexander Muñoz-Martínez, 2022. "Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas," Borradores de Economia 1202, Banco de la Republica de Colombia.
    2. Carolina Ortega Londono & Diego Restrepo, 2018. "Transmission of Monetary Policy and Bank Heterogeneity in Colombia," Documentos de Trabajo de Valor Público 16987, Universidad EAFIT.
    3. Carolina Ortega Londono, 2018. "Transmission of Monetary Policy and Bank Heterogeneity in Colombia," Documentos de Trabajo de Valor Público 16792, Universidad EAFIT.

  27. Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015. "Financial Contagion in Latin America," Borradores de Economia 884, Banco de la Republica de Colombia.

    Cited by:

    1. Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.

  28. Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 887, Banco de la Republica de Colombia.

    Cited by:

    1. Javier G. Gómez-Pineda & Andrés Murcia & Wilmar Alexander Cabrera-Rodríguez & Hernando Vargas-Herrera & Leonardo Villar-Gómez, 2023. "The monetary and macroprudential policy framework in Colombia in the last 30 years: the lessons learnt and the challenges for the future," Borradores de Economia 1238, Banco de la Republica de Colombia.
    2. Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018. "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, vol. 113(C), pages 118-138.
    3. Pamela Cardozo & Fredy Gamboa & David Perez-Reyna & Mauricio Villamizar-Villegas, 2016. "Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel," Borradores de Economia 934, Banco de la Republica de Colombia.
    4. Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018. "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia 1060, Banco de la Republica de Colombia.
    5. Perez-Reyna, David & Villamizar-Villegas, Mauricio, 2019. "Exchange rate effects of financial regulations," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 228-245.
    6. Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 887, Banco de la Republica de Colombia.
    7. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019. "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 57-70.

  29. Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando, 2015. "Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies," MPRA Paper 66288, University Library of Munich, Germany.

    Cited by:

    1. Enrique Alberola-Ila & Rocío Gondo & Marco Jacopo Lombardi & Diego Urbina, 2016. "Output gaps and policy stabilisation in Latin America: the effect of commodity and capital flow cycles," BIS Working Papers 568, Bank for International Settlements.
    2. Enrique Alberola & Rocio Gondo & Marco Lombardi & Diego Urbina, 2017. "Output gaps and stabilisation policies in Latin America: The effect of commodity and capital flow cycles," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 35(82), pages 40-52, April.
    3. Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
    4. Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," JRC Working Papers in Economics and Finance 2020-11, Joint Research Centre, European Commission.

  30. Juan Andrés Espinosa-Torres & Jose E. Gomez-Gonzalez & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2015. "The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia," Borradores de Economia 869, Banco de la Republica de Colombia.

    Cited by:

    1. Laura Pareja Restrepo, 2016. "Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America," Documentos CEDE 14235, Universidad de los Andes, Facultad de Economía, CEDE.
    2. Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
    3. Roggi, Oliviero & Giannozzi, Alessandro & Baglioni, Tommaso, 2017. "Valuing emerging markets companies: New approaches to determine the effective exposure to country risk," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 553-567.
    4. Mudakkar, Syeda Rabab & Uppal, Jamshed Y., 2018. "Stability of cross-market bivariate return distributions during financial turbulence," Research in International Business and Finance, Elsevier, vol. 45(C), pages 389-401.
    5. Gkillas, Konstantinos & Konstantatos, Christoforos & Tsagkanos, Athanasios & Siriopoulos, Costas, 2021. "Do economic news releases affect tail risk? Evidence from an emerging market," Finance Research Letters, Elsevier, vol. 40(C).

  31. Juan Pablo Franco & José E. Gómez González & Jair N. Ojeda & Jhon Edward Torres, 2014. "Burbujas en precios de activos financieros: existencia, persistencia y migración," Borradores de Economia 823, Banco de la Republica de Colombia.

    Cited by:

    1. Milton Camelo Rincón & Jacobo Campo Robledo, 2016. "Análisis de la política de vivienda en Bogotá: un enfoque desde la oferta y la demanda," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 8(1), pages 105-122, March.

  32. Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2014. "Exchange Rates Contagion in Latin America," Borradores de Economia 842, Banco de la Republica de Colombia.

    Cited by:

    1. Narcisa Kadlčáková & Luboš Komárek, 2017. "Foreign Exchange Market Contagion in Central Europe from the Viewpoint of Extreme Value Theory," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(6), pages 690-721.
    2. Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015. "Financial Contagion in Latin America," Borradores de Economia 12820, Banco de la Republica.
    3. Muhammad Mar’i & Turgut Tursoy, 2021. "Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries," Capital Markets Review, Malaysian Finance Association, vol. 29(2), pages 43-54.
    4. Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017. "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, vol. 20(C), pages 207-216.
    5. Zhang, Feipeng & Xu, Yixiong & Yuan, Di, 2024. "Detecting financial contagion using a new nonparametric measure of asymmetric comovements," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 284-296.
    6. Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos, 2015. "Nonlinearities and financial contagion in Latin American stock markets," Economic Modelling, Elsevier, vol. 51(C), pages 653-656.
    7. Aristeidis, Samitas & Elias, Kampouris, 2018. "Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 263-286.
    8. Krapl, Alain A., 2020. "The time-varying diversifiability of corporate foreign exchange exposure," Journal of Corporate Finance, Elsevier, vol. 65(C).
    9. Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
    10. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016. "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 55(C), pages 6-14.
    11. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.
    12. Das, Suman & Roy, Saikat Sinha, 2023. "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, vol. 47(2).
    13. Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016. "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, vol. 37(C), pages 646-654.
    14. Martinez, Valeria & Tse, Yiuman, 2018. "Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico," Research in International Business and Finance, Elsevier, vol. 45(C), pages 271-284.
    15. Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(4), pages 391-408, November.
    16. Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019. "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, vol. 43(3).
    17. Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018. "Detecting exchange rate contagion using copula functions," Borradores de Economia 1047, Banco de la Republica de Colombia.
    18. He, Qing & Wang, Wenqing & Yu, Jishuang, 2023. "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, vol. 90(C).
    19. Gomez-Gonzalez, Jose & Rojas-Espinosa, Wilmer, 2018. "Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas," MPRA Paper 88578, University Library of Munich, Germany.

  33. Juan Sebastián Amador & Celina Gaitán-Maldonado & José Eduardo Gómez-González & Mauricio Villamizar-Villegas & Héctor Manuel Zárate, 2014. "Credit and Business Cycles: An Empirical Analysis in the Frequency Domain," Borradores de Economia 843, Banco de la Republica de Colombia.

    Cited by:

    1. Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2020. "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-29.
    2. Haykel Tlili & Kais Tissaoui & Bassem Kahouli & Rabab Triki, 2024. "How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-24, December.
    3. Matteo Farn'e & Angela Montanari, 2018. "A bootstrap test to detect prominent Granger-causalities across frequencies," Papers 1803.00374, arXiv.org, revised Oct 2018.
    4. Kais Tissaoui & Ilyes Abidi & Nadia Azibi & Mariem Nsaibi, 2024. "Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches," Energies, MDPI, vol. 17(2), pages 1-24, January.
    5. Matteo Farnè & Angela Montanari, 2022. "A Bootstrap Method to Test Granger-Causality in the Frequency Domain," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 935-966, March.
    6. Rajendra N. Paramanik & Avishek Bhandari & Bandi Kamaiah, 2022. "Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 825-837, July.
    7. Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
    8. Santander Quino, Camila Miriam, 2022. "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo 1/2022, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

  34. José E. Gómez-González & Julián A. Parra-Polania, 2014. "Bitcoin: something seems to be ‘fundamentally’ wrong," Borradores de Economia 819, Banco de la Republica de Colombia.

    Cited by:

    1. Beate Sauer, 2015. "Central Bank Behaviour Concerning the Level of Bitcoin Regulation as a Policy Variable," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 1(4), pages 273-286, April.
    2. Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
    3. Sofoklis Vogiazas & Constantinos Alexiou, 2019. "Bitcoin: The Road to Hell Is Paved With Good Promises," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 48(1), February.

  35. Ruth Reyes Nidia & José Eduardo Gómez G. & Jair Ojeda Joya, 2013. "Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia," Borradores de Economia 772, Banco de la Republica de Colombia.

    Cited by:

    1. Francisco A. Ramírez de León, 2018. "The Relation Between Credit and Business Cycles in Central America and the Dominican Republic," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 4, pages 107-131, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

  36. José Eduardo Gómez G. & Jair Ojeda Joya & Fernando Tenjo Galarza & Héctor Manuel Zárate Solano, 2013. "The Interdependence between Credit and Real Business Cycles in Latin American Economies," Borradores de Economia 768, Banco de la Republica de Colombia.

    Cited by:

    1. Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
    2. Ramirez, Francisco, 2013. "The Relationship Between Credit and Business Cycles in Central America and the Dominican Republic," MPRA Paper 50332, University Library of Munich, Germany.
    3. Santander Quino, Camila Miriam, 2022. "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo 1/2022, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.
    4. Francisco A. Ramírez de León, 2018. "The Relation Between Credit and Business Cycles in Central America and the Dominican Republic," Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 4, pages 107-131, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    5. Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las entidades financieras a lo largo del ciclo de negocios: ¿está el ciclo financiero sincronizado con el ciclo de negocios?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 28-40, December.

  37. Juan Sebastián Amador Torres & José EDuardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks’ Risk: New Evidence," Borradores de Economia 763, Banco de la Republica de Colombia.

    Cited by:

    1. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.
    2. Jose Eduardo Gomez-Gonzalez & Mauricio Villamizar-Villegas & Hector Manuel Zarate & Juan Sebastian Amador & Celina Gaitan-Maldonado, 2015. "Credit and business cycles: Causal effects in the frequency domain," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 176-189, December.
    3. Tammuz Alraheb & Amine Tarazi, 2018. "Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region," Post-Print hal-01558246, HAL.
    4. Almir ALIHODŽIĆ & İbrahim Halil EKŞİ, 2018. "Credit growth and non-performing loans: evidence from Turkey and some Balkan countries," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 229-249, December.
    5. Kočenda, Evžen & Iwasaki, Ichiro, 2021. "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series 2021-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    6. Laidroo, Laivi & Männasoo, Kadri, 2017. "Do credit commitments compromise credit quality?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 303-317.
    7. Niu, Jijun, 2016. "Loan growth and bank valuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 185-191.
    8. Luis E. Arango & Lina Cardona-Sosa, 2015. "Consumer credit performance over the business cycle in Colombia: some empirical facts," Borradores de Economia 12389, Banco de la Republica.
    9. José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "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, vol. 32(75), pages 23-27, December.
    10. Christina Atanasova & Mingxin Li & Yevgeny Mugerman & Mehrdad Rastan, 2019. "Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment," Journal of Asset Management, Palgrave Macmillan, vol. 20(6), pages 476-492, October.
    11. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
    12. Ernaningsih, Indria & Smaoui, Houcem & Temimi, Akram, 2023. "The effect of capitalization on the competition-stability Nexus: Evidence from dual banking systems," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    13. Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra, 2023. "The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock," International Review of Finance, International Review of Finance Ltd., vol. 23(4), pages 794-830, December.
    14. Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
    15. Dorsaf Elbir Merhbene, 2021. "The relationship between non-performing loans, banking system stability and economic activity: The case of Tunisia," IHEID Working Papers 03-2021, Economics Section, The Graduate Institute of International Studies.
    16. J. Sebastian Amador-Torres & Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "I know what you did during the last bubble: Determinants of housing bubbles' duration in OECD countries," Borradores de Economia 1005, Banco de la Republica de Colombia.

  38. José Eduardo Gómez G. & Jair Ojeda Joya & Catalina Rey Guerra & Natalia Sicard, 2013. "Testing for Bubbles in Housing Markets: New Results Using a New Method," Borradores de Economia 753, Banco de la Republica de Colombia.

    Cited by:

    1. Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya & Juan P. Franco & Jhon E. Torres, 2017. "Asset Price Bubbles: Existence, Persistence and Migration," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 52-67, March.
    2. Milton Camelo Rincón & Jacobo Campo Robledo, 2016. "Análisis de la política de vivienda en Bogotá: un enfoque desde la oferta y la demanda," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 8(1), pages 105-122, March.
    3. Vanessa Cediel Sánchez & Carlos Velásquez Vega, 2015. "¿Hay una burbuja inmobiliaria en Bogotá? Un estudio por segmentos de mercado," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 233-357, January-J.
    4. Juan Diego Lopez Rodriguez & Miguel D. Ramirez, 2016. "Are Controls Effective in Curbing Private Capital Flows in Colombia? A Time-Series Analysis," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 5(1), pages 23-34.
    5. Sergio Cerezo Aguirre, 2014. "Boom en el sector inmobiliario en Bolivia: ¿burbuja o fundamentos económicos?," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 20(1), pages 75-118, June.
    6. Gustavo Adolfo HERNANDEZ DIAZ & Gabriel PIRAQUIVE GALEANO, 2014. "Evolución de los precios de la vivienda en Colombia," Archivos de Economía 11208, Departamento Nacional de Planeación.

  39. José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.

    Cited by:

    1. López Gaviria, José Ignacio, 2019. "Predictibilidad del mercado accionario colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 117-150, July.
    2. Lukanima, Benedicto Kulwizira & Sanchez-Barrios, Luis Javier & Gómez-Bravo, Yuli Paola, 2024. "Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 478-497.
    3. Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2022. "Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia," Borradores de Economia 1195, Banco de la Republica de Colombia.
    4. Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
    5. Melo-Velandia, Luis Fernando & Orozco-Vanegas, Camilo Andrés & Parra-Amado, Daniel, 2023. "Ofertas públicas de adquisición y su efecto sobre la rentabilidad de los mercados accionarios: el caso de Nutresa y sura en Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(1), pages 1-37, June.

  40. José Eduardo Gómez-González & Elioth Mirsha Sanabria-Buenaventura, 2012. "Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange," Borradores de Economia 697, Banco de la Republica de Colombia.

    Cited by:

    1. Luz M. Gómez & Rogério F. Porto & Pedro A. Morettin, 2021. "Nonparametric regression with warped wavelets and strong mixing processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(6), pages 1203-1228, December.

  41. Juan Pablo Zárate Perdomo & Adolfo Léon Cobo Serna & Jose Eduardo Gómez González, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia," Borradores de Economia 708, Banco de la Republica de Colombia.

    Cited by:

    1. Juan José Echavarría & Luis Fernando Melo velandia & Santiago Téllez & Mauricio Villamizar Villegas, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 767, Banco de la Republica de Colombia.
    2. Juan José Echavarría & Andrés gonzález & Enrique López & Norberto Rodríguez, 2012. "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia 9884, Banco de la Republica.
    3. Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 821, Banco de la Republica de Colombia.
    4. Johanna Inés Cárdenas Pinzón & Luis Eudoro Vallejo Zamudio, 2013. "Comportamiento de la inflación en Colombia 2002-2010 y régimen de metas de inflación," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, June.
    5. Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015. "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia 887, Banco de la Republica de Colombia.

  42. Rubén Albeiro Loaiza Maya & José Eduardo Gómez-González & Luis Fernando Melo Velandia, 2012. "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Borradores de Economia 729, Banco de la Republica de Colombia.

    Cited by:

    1. Juan José Echavarría & Luis Fernando Melo velandia & Santiago Téllez & Mauricio Villamizar Villegas, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 767, Banco de la Republica de Colombia.
    2. Luis V. Bejarano-Bejarano & Jose E. Gomez-Gonzalez & Luis F. Melo-Velandia & Jhon E. Torres-Gorron, 2015. "Financial Contagion in Latin America," Borradores de Economia 12820, Banco de la Republica.
    3. Mauricio Villamizar-Villegas, 2016. "Identifying The Effects Of Simultaneous Monetary Policy Shocks," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 268-296, April.
    4. Muhammad Mar’i & Turgut Tursoy, 2021. "Exchange Rate Dependency Between Emerging Countries-Case of Black Sea Countries," Capital Markets Review, Malaysian Finance Association, vol. 29(2), pages 43-54.
    5. Himchan Jeong & Dipak Dey, 2020. "Application of a Vine Copula for Multi-Line Insurance Reserving," Risks, MDPI, vol. 8(4), pages 1-23, October.
    6. Huang, Wanling & Mollick, André Varella & Nguyen, Khoa Huu, 2016. "U.S. stock markets and the role of real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 231-242.
    7. Kjersti Aas, 2016. "Pair-Copula Constructions for Financial Applications: A Review," Econometrics, MDPI, vol. 4(4), pages 1-15, October.
    8. Cyprian Omari & Peter Mwita & Anthony Waititu, 2019. "Conditional Dependence Modelling with Regular Vine Copulas," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 8(1), pages 1-5.
    9. Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015. "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, vol. 34(C), pages 355-367.
    10. Semih Emre Cekin & Ashis Kumar Pradhan & Aviral Kumar Tiwari & Rangan Gupta, 2018. "Measuring Co-Dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas," Working Papers 201867, University of Pretoria, Department of Economics.
    11. Kunlapath Sukcharoen & David Leatham, 2018. "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 193-201.
    12. Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
    13. Gong, Yuting & Ma, Chao & Chen, Qiang, 2022. "Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach," Journal of International Money and Finance, Elsevier, vol. 123(C).
    14. Das, Suman & Roy, Saikat Sinha, 2023. "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, vol. 47(2).
    15. Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019. "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, vol. 43(3).
    16. Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019. "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 137-149.
    17. Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018. "Detecting exchange rate contagion using copula functions," Borradores de Economia 1047, Banco de la Republica de Colombia.
    18. Gomez-Gonzalez, Jose & Rojas-Espinosa, Wilmer, 2018. "Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas," MPRA Paper 88578, University Library of Munich, Germany.

  43. Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.

    Cited by:

    1. Carvallo Valencia, Oscar & Ortiz Bolaños, Alberto, 2018. "Bank capital buffers around the world: Cyclical patterns and the effect of market power," Journal of Financial Stability, Elsevier, vol. 38(C), pages 119-131.
    2. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
    3. Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
    4. Mohamed Trabelsi & Ibrahim Elbadawi & Dhuha Fadhel, 2015. "Bank's Capital Buffers and Business Cycle: Evidence from GCC Countries. 2004-2011," Working Papers 925, Economic Research Forum, revised Jul 2015.
    5. Lin, Karen Lai Kai, 2020. "The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 53(1), pages 49-68, February.
    6. Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021. "Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
    7. Toh, Moau Yong & Zhang, Yongmin, 2022. "Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).
    8. Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013. "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 17, pages 645-674, Banco de la Republica de Colombia.
    9. Boubakri, Narjess & Mirzaei, Ali & Saad, Mohsen, 2023. "Bank lending during the COVID-19 pandemic: A comparison of Islamic and conventional banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
    10. Sine KONTBAY BUSUN & Adnan KASMAN, 2015. "A Note on Bank Capital Buffer, Portfolio Risk and Business Cycle," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 15(1), pages 1-7.
    11. Aysan, Ahmet F. & Ozturk, Huseyin, 2018. "Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system," Journal of Financial Stability, Elsevier, vol. 36(C), pages 22-38.
    12. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2024. "Financial integration and banking stability: A post-global crisis assessment," Economic Modelling, Elsevier, vol. 139(C).
    13. José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "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, vol. 32(75), pages 23-27, December.
    14. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
    15. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    16. Ahmad Sahyouni & Man Wang, 2022. "Bank capital and liquidity creation: evidence from Islamic and conventional MENA banks," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 12(3), pages 291-311.
    17. de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016. "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, vol. 56(C), pages 177-186.
    18. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
    19. Soumaré, Issouf & Tchakoute Tchuigoua, Hubert & Hessou, Hélyoth T.S., 2020. "Are microfinance institutions resilient to economic slowdown? Evidence from their capital ratio adjustment over the business cycle," Economic Modelling, Elsevier, vol. 92(C), pages 1-22.
    20. Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
    21. Rincón, Hernán & Velasco, Andrés M. (ed.), 2013. "Flujos de capitales, choques externos y respuestas de política en países emergentes," Books, Banco de la Republica de Colombia, number 2013-09.
    22. Carvallo, Oscar & Kasman, Adnan & Kontbay-Busun, Sine, 2015. "The Latin American bank capital buffers and business cycle: Are they pro-cyclical?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 148-160.
    23. Syed Moudud-Ul-Huq, 2019. "Banks’ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(4), pages 467-492, December.

  44. Andrés Felipe García-Suaza & Jose Eduardo Gómez González, 2011. "A Simple Test of Momentum in Foreign Exchange Markets," Borradores de Economia 647, Banco de la Republica de Colombia.

    Cited by:

    1. Bitar, Joseph, 2021. "Foreign Currency Intermediation: Systemic Risk and Macroprudential Regulation," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    2. Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015. "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, vol. 34(C), pages 355-367.
    3. Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018. "Detecting exchange rate contagion using copula functions," Borradores de Economia 1047, Banco de la Republica de Colombia.

  45. Inés Paola Orozco & Jose E. Gómez González & Jose Piñeros & Jose Vicente Romero, 2009. "Determinantes del número de relaciones bancarias en Colombia," Borradores de Economia 577, Banco de la Republica de Colombia.

    Cited by:

    1. Stefany Moreno-Burbano & Andrés Vargas-Vargas & Juan Sebastián Vélez-Velásquez, 2019. "Interest rate dispersion in commercial loans," Borradores de Economia 1088, Banco de la Republica de Colombia.

  46. José E. Gómez González & Paola Morales Acevedo, 2009. "Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel," Borradores de Economia 5219, Banco de la Republica.

    Cited by:

    1. International Monetary Fund, 2010. "Colombia: Selected Issues Paper," IMF Staff Country Reports 2010/106, International Monetary Fund.

  47. Andrés Felipe García-Suaza & José Eduardo Gómez-González, 2009. "The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector," Borradores de Economia 5676, Banco de la Republica.

    Cited by:

    1. Diego Restrepo-Tobón & Jim Sánchez-González, 2018. "Measuring Profit Efficiency of Colombian Banks: A Composite Nonstandard Profit Function Approach," Documentos de Trabajo de Valor Público 16986, Universidad EAFIT.
    2. Juan Pablo Zárate Perdomo & Adolfo León Cobo Serna & José Eduardo Gómez-González, 2012. "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, vol. 30(69), pages 258-293, December.
    3. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.

  48. José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia 562, Banco de la Republica de Colombia.

    Cited by:

    1. Ahmet Duran & Mahmut Sami Gungor, 2017. "Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 10(3), pages 67-72, September.
    2. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

  49. Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia 550, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés Felipe García-Suaza & José Eduardo Gómez-González, 2009. "The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector," Borradores de Economia 5676, Banco de la Republica.
    2. José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.

  50. José Eduardo Gómez G. & Paola Morales Acevedo & Fernando Pineda G. & Nancy Zamudio Gómez, 2007. "Estimación de matrices de transición de la calidad de cartera comercial de las entidades financieras colombianas," Temas de Estabilidad Financiera 026, Banco de la Republica de Colombia.

    Cited by:

    1. Rodríguez-García, Jair Hissarly & Venegas-Martínez, Francisco, 2021. "Reducción de la brecha del crédito en México en un ambiente de incertidumbre generada por la pandemia COVID-19: Un enfoque de ciencia de datos (machine learning) [Reducing the credit gap in Mexico ," MPRA Paper 105133, University Library of Munich, Germany.

  51. José E.Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 448, Banco de la Republica de Colombia.

    Cited by:

    1. Gómez-González, José Eduardo & Hinojosa, Inés Paola Orozco, 2010. "Estimation of conditional time-homogeneous credit quality transition matrices," Economic Modelling, Elsevier, vol. 27(1), pages 89-96, January.
    2. Jose E. Gómez & Paola Morales & Fernando Pineda & nzamudgo@banrep.gov.co, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 478, Banco de la Republica de Colombia.
    3. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Federica Sist & Pietro Vozzella, 2019. "Credit Risk Migration and Economic Cycles," Risks, MDPI, vol. 7(4), pages 1-18, October.
    4. Camilla Ferretti & Giampaolo Gabbi & Piero Ganugi & Pietro Vozzella, 2016. "Rating Trajectories and Credit Risk Migration: Evidence for SMEs," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1615, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).

  52. José Gómez González & Fernando Grosz, 2006. "Evidence of Bank Lending Channel for Argentina and Colombia," Borradores de Economia 396, Banco de la Republica de Colombia.

    Cited by:

    1. Jorge Mario Uribe Gil & Isabel Espinosa Castillo, 2017. "Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 10(1), pages 173-187, November.
    2. Bustamante, José & Cuba, Walter & Nivín, Rafael, 2019. "Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: Un análisis a nivel de préstamos," Working Papers 2019-007, Banco Central de Reserva del Perú.
    3. Tenjo Galarza, Fernando & López-Enciso, Enrique Antonio & Zárate-Solano, Hector Manuel, 2015. "Riesgo de crédito y transmisión de la política monetaria en Colombia," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 4, pages 91-105, Banco de la Republica de Colombia.
    4. James L Butkiewicz & Zeliha Ozdogan, 2014. "Financial crisis, monetary policy reform and the monetary transmission mechanism in Turkey," Middle East Development Journal, Taylor & Francis Journals, vol. 6(1), pages 66-83, January.
    5. Ruth Reyes Nidia & José Eduardo Gómez G. & Jair Ojeda Joya, 2013. "Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia," Borradores de Economia 772, Banco de la Republica de Colombia.
    6. José Eduardo Gómez & Paola Morales Acevedo, 2009. "Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel," Borradores de Economia 545, Banco de la Republica de Colombia.
    7. Ximena Chavarro-Sanchez & Deicy Cristiano-Botia & Jose E. Gomez-Gonzalez & Eliana González-Molano, Carlos Huertas-Campos, 2015. "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero," Borradores de Economia 12625, Banco de la Republica.
    8. Carolina Ortega Londono & Diego Restrepo, 2018. "Transmission of Monetary Policy and Bank Heterogeneity in Colombia," Documentos de Trabajo de Valor Público 16987, Universidad EAFIT.
    9. José Bustamante & Walter Cuba & Rafael Nivin, 2019. "Determinants of credit growth and the bank-lending channel in Peru: A loan level analysis," BIS Working Papers 803, Bank for International Settlements.
    10. International Monetary Fund, 2010. "Colombia: Selected Issues Paper," IMF Staff Country Reports 2010/106, International Monetary Fund.
    11. Muhamed Zulkhibri, 2013. "Bank-characteristics, lending channel and monetary policy in emerging markets: bank-level evidence from Malaysia," Applied Financial Economics, Taylor & Francis Journals, vol. 23(5), pages 347-362, March.
    12. David Rodríguez-González & Inés María Ulloa-Villegas, 2020. "Global financial crisis and its effects on the bank lending channel in the Colombian economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 93, pages 261-296, Julio-Dic.
    13. Carolina Ortega Londono, 2018. "Transmission of Monetary Policy and Bank Heterogeneity in Colombia," Documentos de Trabajo de Valor Público 16792, Universidad EAFIT.
    14. Jose E. Gomez-Gonzalez & Ali M. Kutan & Jair N. Ojeda-Joya & María Camila Ortiz, 2016. "The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter," Borradores de Economia 953, Banco de la Republica de Colombia.

  53. Gomez-Gonzalez, Jose E. & Kiefer, Nicholas M., 2006. "Bank Failure: Evidence from the Colombia Financial Crisis," Working Papers 06-12, Cornell University, Center for Analytic Economics.

    Cited by:

    1. Andres Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The cyclical behavior of bank capital buffers in an emerging economy: size do matters," Documentos de Trabajo 8275, Universidad del Rosario.
    2. Evzen Kocenda & Ichiro Iwasaki, 2020. "Bank Survival in Central and Eastern Europe," KIER Working Papers 1022, Kyoto University, Institute of Economic Research.
    3. Parra-Polanía, Julián Andrés & Vargas-Riaño, Carmiña Ofelia, 2013. "Impuesto pigouviano a los flujos de capitales : una estimación para Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 16, pages 627-644, Banco de la Republica de Colombia.
    4. Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva Escobar & Fernando Tenjo Galarza, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia 10695, Banco de la Republica.
    5. Andrés Felipe García-Suaza & José Eduardo Gómez-González, 2009. "The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector," Borradores de Economia 5676, Banco de la Republica.
    6. Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper 2015-036, Tilburg University, Center for Economic Research.
    7. Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K., 2018. "The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 226-240.
    8. Gomez-Gonzalez, Jose E. & Castro-Pantoja, John D. & Díaz-Barreto, Laura C. & Mora-Arbeláez, Tatiana A. & Rodriguez-Novoa, Daniela, 2021. "Bancarization and violent attacks from guerrilla and other illegal groups in Colombia," Socio-Economic Planning Sciences, Elsevier, vol. 78(C).
    9. Kočenda, Evžen & Iwasaki, Ichiro, 2021. "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series 2021-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    10. José E. Gómez González & Nicholas M. Kiefer, 2007. "Evidence of non-Markovian behavior in the process of bank rating migrations," Borradores de Economia 4016, Banco de la Republica.
    11. José Eduardo Gómez González & Ines Paola Orozco Hinojosa, 2010. "Un modelo de alerta temprana para el sistema financiero colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 124-147, June.
    12. Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.
    13. Jose E. Gómez & Paola Morales & Fernando Pineda & nzamudgo@banrep.gov.co, 2007. "An Alternative Methodology for Estimating Credit Quality Transition Matrices," Borradores de Economia 478, Banco de la Republica de Colombia.
    14. Hu, Yang & Oxley, Les, 2017. "Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies," Economic Modelling, Elsevier, vol. 64(C), pages 419-442.
    15. Gómez-González, José Eduardo & Silva, Luisa & Restrepo, Sergio & Salazar, Mauricio, 2013. "Flujos de capitales y fragilidad financiera," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 7, pages 261-299, Banco de la Republica de Colombia.
    16. Franz Hamann & Rafael Hernández & Luisa Silva & Fernando Tenjo G., 2014. "Leverage Pro-cyclicality and Bank Balance Sheet in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 50-76, July.
    17. Mr. Pablo Federico & Mr. Francisco F. Vazquez, 2012. "Bank Funding Structures and Risk: Evidence From the Global Financial Crisis," IMF Working Papers 2012/029, International Monetary Fund.
    18. Julián A.Parra Polanía & Carmiña O.Vargas Riaño, 2012. "Valor óptimo del impuesto sobre flujos de capital para Colombia," Borradores de Economia 715, Banco de la Republica de Colombia.
    19. Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
    20. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
    21. José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia 5405, Banco de la Republica.
    22. Juliana Gamboa-Arbeláez & José E. Gómez-González & Jorge Hirs-Garzón & Adolfo Meisel-Roca & Jair N. Ojeda-Joya, 2016. "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 973, Banco de la Republica de Colombia.
    23. Meral Varish Kiefer, 2014. "Bank failures and mergers in Turkey: 1992-2014," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(5), pages 31-49, October.
    24. Julian Parra-Polania & Carmiña Vargas, 2015. "Optimal tax on capital inflows discriminated by debt-risk profile," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 102-119, February.
    25. Pérez Pérez, Jorge, 2020. "The minimum wage in formal and informal sectors: Evidence from an inflation shock," World Development, Elsevier, vol. 133(C).
    26. Francis, William, 2014. "UK deposit-taker responses to the financial crisis: what are the lessons?," Bank of England working papers 501, Bank of England.
    27. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
    28. John D. Castro-Pantoja & Jose Eduardo Gomez-Gonzalez & Tatiana A. Mora-Arbelaez & Daniela Rodriguez-Novoa & Laura C. Diaz-Barreto, 2018. "Bancarization and Violence in Colombia," Borradores de Economia 1052, Banco de la Republica de Colombia.

  54. José Eduardo Gómez G. & Inés Orozco & Nancy Zamudio Gómez, 2006. "Análisis de la probabilidad condicional de incumplimiento de los mayores deudores privados del sistema financiero colombiano," Temas de Estabilidad Financiera 019, Banco de la Republica de Colombia.

    Cited by:

    1. Nancy Eugenia Zamudio Gómez, 2007. "Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas," Borradores de Economia 466, Banco de la Republica de Colombia.

  55. José Eduardo Gómez G., 1999. "Especificación De La Demanda Por Dinero Con Innovación Financiera," Borradores de Economia 2587, Banco de la Republica.

    Cited by:

    1. Hernández Monsalve, Mauricio A. & Posada Posada, Carlos Esteban, 2006. "La demanda por dinero en Colombia: un poco más de evidencia en el período reciente," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, July.
    2. Mauricio Hernández Monsalve & Munir A. Jalil Barney & Carlos Esteban Posada, 2006. "¿Por qué ha crecido tanto la cantidad de dinero?: teoría y Evidencia Internacional (1975-2002)," Borradores de Economia 3821, Banco de la Republica.

Articles

  1. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023. "Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries," Emerging Markets Review, Elsevier, vol. 55(C).
    See citations under working paper version above.
  2. Pardo-Jaramillo, Sergio & Muñoz-Villamizar, Andrés & Gomez-Gonzalez, Jose E., 2023. "Unveiling the influence of COVID-19 on the online retail market: A comprehensive exploration," Journal of Retailing and Consumer Services, Elsevier, vol. 75(C).

    Cited by:

    1. Vinoi, Nivin & Shankar, Amit & Mehrotra, Ankit & Kumar, Jitender & Azad, Nasreen, 2024. "Enablers and inhibitors of digital hoarding behaviour. An application of dual-factor theory and regret theory," Journal of Retailing and Consumer Services, Elsevier, vol. 77(C).
    2. Muñoz-Villamizar, Andrés & Piatti, Matias & Mejía-Argueta, Christopher & Pirabe, Luis Felipe & Namdar, Jafar & Gomez, Juan Felipe, 2024. "Navigating retail inflation in Brazil: A machine learning and web scraping approach to the basic food basket," Journal of Retailing and Consumer Services, Elsevier, vol. 79(C).

  3. Jose E. Gomez-Gonzalez & Sebastian Sanin-Restrepo & Cesar E. Tamayo & Oscar M. Valencia, 2023. "Bank market power and firm finance: evidence from bank and loan-level data," Economic Change and Restructuring, Springer, vol. 56(6), pages 4629-4660, December.
    See citations under working paper version above.
  4. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Risk spillovers between global corporations and Latin American sovereigns: global factors matter," Applied Economics, Taylor & Francis Journals, vol. 55(13), pages 1477-1496, March.
    See citations under working paper version above.
  5. Giraldo, Carlos & Giraldo, Iader & Gomez-Gonzalez, Jose E. & Uribe, Jorge M., 2023. "An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk," Finance Research Letters, Elsevier, vol. 57(C).
    See citations under working paper version above.
  6. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2023. "Does economic complexity reduce the probability of a fiscal crisis?," World Development, Elsevier, vol. 168(C).
    See citations under working paper version above.
  7. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022. "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, vol. 28(C).

    Cited by:

    1. Evžen Kočenda & Michala Moravcová & Evžen Kocenda, 2024. "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series 10889, CESifo.
    2. Kumar, Pawan & Singh, Vipul Kumar & Rao, Sandeep, 2023. "Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?," Energy Economics, Elsevier, vol. 119(C).
    3. Restrepo, Natalia & Ceballos, Juan Camilo & Uribe, Jorge M., 2023. "Risk spillovers of critical metals firms," Resources Policy, Elsevier, vol. 86(PB).
    4. Yunhan Zhang & Qiang Ji & David Gabauer & Rangan Gupta, 2024. "How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence," Working Papers 202405, University of Pretoria, Department of Economics.
    5. Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024. "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    6. Naeem, Muhammad Abubakr & Senthilkumar, Arunachalam & Arfaoui, Nadia & Mohnot, Rajesh, 2024. "Mapping fear in financial markets: Insights from dynamic networks and centrality measures," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    7. Youtao Xiang & Sumuya Borjigin, 2024. "High–low volatility spillover network between economic policy uncertainty and commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(8), pages 1295-1319, August.
    8. Helena Chuliá & Jorge A. Muñoz-Mendoza & Jorge M. Uribe, 2022. ""Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities"," IREA Working Papers 202216, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    9. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
    10. Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023. "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, vol. 86(PA).
    11. Mensi, Walid & Ko, Hee-Un & Sensoy, Ahmet & Kang, Sang Hoon, 2024. "Higher-order moment connectedness between stock and commodity markets and portfolio management," Resources Policy, Elsevier, vol. 89(C).
    12. Jinxin Cui & Aktham Maghyereh, 2022. "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.

  8. Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022. "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, vol. 50(C).

    Cited by:

    1. Christos Chrysanthakopoulos & Athanasios Tagkalakis, 2024. "The medium-term effects of fiscal policy rules," Working Papers 325, Bank of Greece.
    2. Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2023. "Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk," Working Papers of Romania Fiscal Council 230201, Romania Fiscal Council.
    3. Jiang, Yong & Al-Nassar, Nassar S. & Ren, Yi-Shuai & Ma, Chao-Qun & Yang, Xiao-Guang, 2024. "Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period," Research in International Business and Finance, Elsevier, vol. 70(PB).
    4. Ablam Estel Apeti & Bao-We-Wal Bambe & Jean-Louis Combes, 2023. "On the Macroeconomic Effects of Fiscal Reforms: Fiscal Rules and Public Expenditure Efficiency," Working Papers hal-03961062, HAL.
    5. Zanoni, Wladimir & Díaz, Emily & Paredes, Jorge & Andrian, Leandro Gaston & Maldonado, Juan Lorenzo, 2024. "Emerging Markets Bond Index Performance and Sovereign Default: The Case of Ecuador," IDB Publications (Working Papers) 13432, Inter-American Development Bank.
    6. Andrian, Leandro Gaston & Valencia, Oscar & Hirs, Jorge & Urrea Rios, Ivan Leonardo, 2022. "Fiscal Rules and Economic Cycles: Quality (Always) Matters," IDB Publications (Working Papers) 12639, Inter-American Development Bank.
    7. Apeti, Ablam Estel & Bambe, Bao-We-Wal & Combes, Jean-Louis & Edoh, Eyah Denise, 2024. "Original sin: Fiscal rules and government debt in foreign currency in developing countries," Journal of Macroeconomics, Elsevier, vol. 80(C).
    8. Sawadogo, Rayangnewendé Frans, 2024. "Do fiscal rules shape private-sector investment decisions?," Journal of Macroeconomics, Elsevier, vol. 81(C).
    9. Vid Adrison, 2024. "Fiscal Sustainability in Indonesia: Policies and Progress," Asian Economic Policy Review, Japan Center for Economic Research, vol. 19(2), pages 224-247, July.
    10. Cruz Walteros, Nicolás, 2023. "Un canal de confianza: Reglas fiscales y riesgo soberano en economías emergentes," Documentos CEDE 20306, Universidad de los Andes, Facultad de Economía, CEDE.

  9. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Uribe, Jorge M., 2022. "Interdependent capital structure choices and the macroeconomy," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    See citations under working paper version above.
  10. Jose Eduardo Gomez‐Gonzalez & Julian Andres Parra‐Polania & Mauricio Villamizar‐Villegas, 2021. "More than words: Foreign exchange intervention under imperfect credibility," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 499-507, October.

    Cited by:

    1. Julian A. Parra-Polania & Andrés Sánchez-Jabba & Miguel Sarmiento, 2022. "Oral FX Interventions in Emerging Markets: the Colombian case," Borradores de Economia 1194, Banco de la Republica de Colombia.

  11. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon, 2021. "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 27(1), pages 20-28, January.
    See citations under working paper version above.
  12. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanín-Restrepo, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, CEPII research center, issue 165, pages 37-50.
    See citations under working paper version above.
  13. Jose E. Gomez‐Gonzalez & Jorge Hirs‐Garzon & Jorge M. Uribe, 2020. "Giving and receiving: Exploring the predictive causality between oil prices and exchange rates," International Finance, Wiley Blackwell, vol. 23(1), pages 175-194, March.

    Cited by:

    1. Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
    2. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    3. Witold Orzeszko, 2021. "Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting," Energies, MDPI, vol. 14(19), pages 1-16, September.
    4. Juan Manuel Julio-Román & Fredy Gamboa-Estrada, 2019. "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Borradores de Economia 1091, Banco de la Republica de Colombia.
    5. Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022. "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, vol. 106(C).
    6. Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020. "Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets," Working papers 46, Red Investigadores de Economía.
    7. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, vol. 165(C), pages 37-50.
    8. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022. "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, vol. 28(C).
    9. Das, Suman & Roy, Saikat Sinha, 2023. "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, vol. 47(2).
    10. Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
    11. Agudze, Komla & Ibhagui, Oyakhilome, 2020. "Oil Price Dynamics and Currency-Hedging Behavior," MPRA Paper 100949, University Library of Munich, Germany.
    12. Ricardo Jacob Mendoza-Rivera & Francisco Venegas-Martínez, 2021. "Impacto de la pandemia COVID-19 en los precios de la gasolina y el gas natural en las principales economías de Latinoamérica," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-22, Julio - S.
    13. Yıldırım, Durmuş Çağrı & Erdoğan, Fatma & Tarı, Elif Nur, 2022. "Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies," Resources Policy, Elsevier, vol. 76(C).
    14. Huang, Shoujun & Gubareva, Mariya & Teplova, Tamara & Bossman, Ahmed, 2024. "African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk," Energy Economics, Elsevier, vol. 136(C).
    15. Dacio Villarreal-Samaniego, 2021. "The dynamics of oil prices, COVID-19, and exchange rates in five emerging economies in the atypical first quarter of 2020," Estudios Gerenciales, Universidad Icesi, vol. 37(158), pages 17-27, March.

  14. Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020. "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).

    Cited by:

    1. Qin, Yun & Chen, Jinyu & Dong, Xuesong, 2021. "Oil prices, policy uncertainty and travel and leisure stocks in China," Energy Economics, Elsevier, vol. 96(C).
    2. Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024. "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    3. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    4. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022. "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, vol. 62(C).
    5. Ahmed, Maruf Yakubu & Sarkodie, Samuel Asumadu, 2021. "Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States," Resources Policy, Elsevier, vol. 72(C).
    6. Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023. "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, vol. 87(C).
    7. Esteban Vanegas & Andrés Mora-Valencia, 2025. "Skew Index: a machine learning forecasting approach," Risk Management, Palgrave Macmillan, vol. 27(1), pages 1-60, January.
    8. Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021. "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, vol. 165(C), pages 37-50.
    9. Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022. "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, vol. 196(C), pages 535-546.
    10. Guo, Qingran & Ahmed, Khalid & Ding, Cuicui & Khan, Bareerah, 2024. "How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets," Resources Policy, Elsevier, vol. 90(C).
    11. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
    12. Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024. "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, vol. 131(C).
    13. Escribano, Ana & Koczar, Monika W. & Jareño, Francisco & Esparcia, Carlos, 2023. "Shock transmission between crude oil prices and stock markets," Resources Policy, Elsevier, vol. 83(C).
    14. Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022. "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, vol. 62(C).

  15. Jose E. Gomez-Gonzalez & Santiago Gomez-Malagon & Luis F. Melo-Velandia & Daniel Ordoñez-Callamand, 2020. "A rank approach for studying cross-currency bases and the covered interest rate parity," Empirical Economics, Springer, vol. 59(1), pages 357-369, July.
    See citations under working paper version above.
  16. Cubillos-Rocha, Juan S. & Gomez-Gonzalez, Jose E. & Melo-Velandia, Luis F., 2019. "Detecting exchange rate contagion using copula functions," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 13-22.
    See citations under working paper version above.
  17. Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019. "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, vol. 43(3).

    Cited by:

    1. Anwer, Zaheer & Naeem, Muhammad Abubakr & Hassan, M. Kabir & Karim, Sitara, 2022. "Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis," Finance Research Letters, Elsevier, vol. 47(PB).
    2. Jose Eduardo Gomez‐Gonzalez & Julian Andres Parra‐Polania & Mauricio Villamizar‐Villegas, 2021. "More than words: Foreign exchange intervention under imperfect credibility," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 499-507, October.
    3. Tetsuji Tanaka & Jin Guo, 2020. "International price volatility transmission and structural change: a market connectivity analysis in the beef sector," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-13, December.
    4. Yuexu Zhao & Weiqi Xu, 2023. "Measurement of risk spillover effect based on EV-Copula method," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
    5. Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022. "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    6. Das, Suman & Roy, Saikat Sinha, 2023. "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, vol. 47(2).
    7. Yao, Yuan & Zhao, Yang & Li, Yan, 2022. "A volatility model based on adaptive expectations: An improvement on the rational expectations model," International Review of Financial Analysis, Elsevier, vol. 82(C).
    8. Sevda Kuşkaya & Nurhan Toğuç & Faik Bilgili, 2022. "Wavelet coherence analysis and exchange rate movements," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(6), pages 4675-4692, December.
    9. Bhatia, Shipra & Tuteja, Divya, 2024. "Contagion and linkages across international currencies," International Review of Financial Analysis, Elsevier, vol. 94(C).
    10. Shuping Li & Xinghua Liu & Chongren Wang, 2020. "The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China," Sustainability, MDPI, vol. 12(6), pages 1-15, March.

  18. Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2019. "Volatility spillovers among global stock markets: measuring total and directional effects," Empirical Economics, Springer, vol. 56(5), pages 1581-1599, May.
    See citations under working paper version above.
  19. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018. "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 546-566, May.
    See citations under working paper version above.
  20. Juan S. Amador‐Torres & Jose E. Gomez‐Gonzalez & Sebastian Sanin‐Restrepo, 2018. "Determinants of housing bubbles' duration in OECD countries," International Finance, Wiley Blackwell, vol. 21(2), pages 140-157, June.

    Cited by:

    1. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
    2. Czerniak, Adam & Borowski, Jakub & Boratyński, Jakub & Rosati, Dariusz, 2020. "Asset price bubbles in a monetary union: Mind the convergence gap," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 288-302.
    3. Simo-Kengne, Beatrice D. & Bonga-Bonga, Lumengo, 2020. "House prices and fertility in South Africa: A spatial econometric analysis," MPRA Paper 100546, University Library of Munich, Germany.
    4. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.

  21. Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018. "The maple bubble: A history of migration among Canadian provinces," Journal of Housing Economics, Elsevier, vol. 41(C), pages 57-71.
    See citations under working paper version above.
  22. Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017. "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, vol. 20(C), pages 207-216.
    See citations under working paper version above.
  23. Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017. "Sovereign default risk in OECD countries: Do global factors matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 629-639.
    See citations under working paper version above.
  24. Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya & Juan P. Franco & Jhon E. Torres, 2017. "Asset Price Bubbles: Existence, Persistence and Migration," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 52-67, March.

    Cited by:

    1. Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020. "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, vol. 69(C).
    2. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.
    3. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
    4. Hu, Yang & Oxley, Les, 2018. "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 89-95.
    5. Wei-Fong Pan, 2019. "Detecting bubbles in China’s regional housing markets," Empirical Economics, Springer, vol. 56(4), pages 1413-1432, April.

  25. Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016. "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, vol. 40(3), pages 444-452.
    See citations under working paper version above.
  26. Jose Eduardo Gomez-Gonzalez & Eliana González-Molano & Carlos Huertas-Campos & Deicy Cristiano-Botia & Ximena Chavarro-Sanchez, 2016. "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero Colombiano," Revista Ecos de Economía, Universidad EAFIT, vol. 20(42), pages 19-45, June.

    Cited by:

    1. Batz, A. & Montes, J. & Romero, J. & Rubio, P., 2021. "Análisis de la transmisión de la tasa de interés de política monetaria en la tasa de interés de microcréditos en Colombia: discusiones de independencia," Documentos de trabajo - Alianza EFI 20041, Alianza EFI.
    2. Lahura, Erick, 2017. "El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 9-27.

  27. Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016. "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, vol. 37(C), pages 646-654.
    See citations under working paper version above.
  28. Loaiza-Maya, Rubén Albeiro & Gómez-González, José Eduardo & Melo-Velandia, Luis Fernando, 2015. "Exchange rate contagion in Latin America," Research in International Business and Finance, Elsevier, vol. 34(C), pages 355-367.
    See citations under working paper version above.
  29. José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2015. "Testing for Bubbles in the Colombian Housing Market: A New Approach," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, August.

    Cited by:

    1. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
    2. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2016. "When Bubble Meets Bubble: Contagion in OECD Countries," Borradores de Economia 942, Banco de la Republica de Colombia.
    3. Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016. "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, vol. 40(3), pages 444-452.
    4. Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2019. "Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).

  30. Nidia Ruth Reyes & José E. Gómez-González & Jair Ojeda-Joya, 2015. "Bank lending, risk taking, and the transmission of monetary policy: new evidence for an emerging economy," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(1-2), pages 67-80, July.

    Cited by:

    1. Ximena Chavarro-Sanchez & Deicy Cristiano-Botia & Jose E. Gomez-Gonzalez & Eliana González-Molano, Carlos Huertas-Campos, 2015. "Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero," Borradores de Economia 12625, Banco de la Republica.
    2. Jose E. Gomez-Gonzalez & Ali M. Kutan & Jair N. Ojeda-Joya & María Camila Ortiz, 2016. "The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter," Borradores de Economia 953, Banco de la Republica de Colombia.

  31. Andrés J. García Bernal & José E. Gómez-González & Tatiana A. Mora-Arbeláez & Mauricio Villamizar-Villegas, 2015. "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, vol. 45(2), pages 221-268, December.
    See citations under working paper version above.
  32. Jose Eduardo Gomez-Gonzalez & Mauricio Villamizar-Villegas & Hector Manuel Zarate & Juan Sebastian Amador & Celina Gaitan-Maldonado, 2015. "Credit and business cycles: Causal effects in the frequency domain," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 176-189, December.
    See citations under working paper version above.
  33. Rubén Albeiro Loaiza Maya & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo Velandia, 2015. "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach," Contemporary Economic Policy, Western Economic Association International, vol. 33(3), pages 535-549, July.
    See citations under working paper version above.
  34. Jair N Ojeda-Joya & José E Gómez-González, 2014. "The Term Structure of Sovereign Default Risk in an Emerging Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(4), pages 657-675, December.

    Cited by:

    1. Daniel Ordoñez-Callamand & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2017. "Sovereign default risk in OECD countries: do global factors matter?," Borradores de Economia 996, Banco de la Republica de Colombia.
    2. Espinosa-Torres, Juan Andrés & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando & Moreno-Gutiérrez, José Fernando, 2016. "The international transmission of risk: Causal relations among developed and emerging countries’ term premia," Research in International Business and Finance, Elsevier, vol. 37(C), pages 646-654.
    3. Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022. "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, vol. 50(C).

  35. Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014. "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, vol. 38(2), pages 261-268.
    See citations under working paper version above.
  36. José E. Gómez-González & Luis Fernando Melo Velandia, 2014. "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 23-27, December.
    See citations under working paper version above.
  37. Jos� E. G�mez-Gonz�lez & Jair N. Ojeda-Joya & H�ctor Manuel Z�rate & Fernando Tenjo-Galarza, 2014. "Testing for causality between credit and real business cycles in the frequency domain: an illustration," Applied Economics Letters, Taylor & Francis Journals, vol. 21(10), pages 697-701, July.

    Cited by:

    1. Bogdan Andrei Dumitrescu & Robert-Adrian Grecu, 2023. "Impact of Financial Factors on the Economic Cycle Dynamics in Selected European Countries," JRFM, MDPI, vol. 16(12), pages 1-17, November.
    2. Mikhail Stolbov, 2017. "Causality between credit depth and economic growth: evidence from 24 OECD countries," Empirical Economics, Springer, vol. 53(2), pages 493-524, September.
    3. Süssmuth, Bernd, 2019. "Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203566, Verein für Socialpolitik / German Economic Association.
    4. Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
    5. Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando, 2016. "Mind the gap: Computing finance-neutral output gaps in Latin-American economies," Economic Systems, Elsevier, vol. 40(3), pages 444-452.
    6. Oguzhan Cepni & Yavuz Selim Hacihasanoglu & Muhammed Hasan Yilmaz, 2020. "Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach," Working Papers 2014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    7. Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    8. Luigi Oddo & Mile Bosnjak, 2021. "A comparative analysis of the monetary policy transmission channels in the U.S: a wavelet-based approach," Applied Economics, Taylor & Francis Journals, vol. 53(38), pages 4448-4463, August.

  38. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
    See citations under working paper version above.
  39. José Eduardo Gómez-González & Andrés F. García-Suaza, 2012. "A Simple Test of Momentum in Foreign Exchange Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(5), pages 66-77, September.
    See citations under working paper version above.
  40. García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
    See citations under working paper version above.
  41. José Eduardo Gómez-González & Carlos Eduardo León Rincón & Karen Juliet Gómez-González, 2012. "Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(4), pages 50-66, July.

    Cited by:

    1. Ahmet Duran & Mahmut Sami Gungor, 2017. "Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 10(3), pages 67-72, September.
    2. Bachiller, Patricia & Boubaker, Sabri & Mefteh-Wali, Salma, 2021. "Financial derivatives and firm value: What have we learned?," Finance Research Letters, Elsevier, vol. 39(C).
    3. Fernando Avalos & Ramon Moreno, 2013. "Hedging in derivatives markets: the experience of Chile," BIS Quarterly Review, Bank for International Settlements, March.
    4. Gamze Ozturk Danisman & Pelin Demirel, 2019. "Corporate risk management practices and firm value in an emerging market: a mixed methods approach," Risk Management, Palgrave Macmillan, vol. 21(1), pages 19-47, March.
    5. Jyoti Prakash Das & Shailendra Kumar, 2023. "Impact of corporate hedging practices on firm's value: An empirical evidence from Indian MNCs," Risk Management, Palgrave Macmillan, vol. 25(2), pages 1-35, June.

  42. José Eduardo Gómez-González & Luisa Silva & Sergio Restrepo & Mauricio Salazar, 2012. "Flujos de capital y fragilidad financiera en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 68-109, December.

    Cited by:

    1. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013. "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera 075, Banco de la Republica de Colombia.
    2. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    3. José Antonio Ocampo & Jonathan Malagón González & Juan Sebastian Betancur, 2015. "La banca central colombiana en una década de expansión, 2003-2013," Books, Universidad Externado de Colombia, Facultad de Economía, edition 1, number 72.

  43. Juan Pablo Zárate Perdomo & Adolfo León Cobo & José Eduardo Gómez-González, 2012. "Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 30(69), pages 258-293, December.
    See citations under working paper version above.
  44. Gómez-González, José Eduardo & Reyes, Nidia Ruth, 2011. "The number of banking relationships and the business cycle: New evidence from Colombia," Economic Systems, Elsevier, vol. 35(3), pages 408-418, September.

    Cited by:

    1. Kim, Dongwoo, 2024. "Corporate loan duration, macroeconomic environments, and COVID-19," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1088-1103.
    2. Ruth Reyes Nidia & José Eduardo Gómez G. & Jair Ojeda Joya, 2013. "Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for Colombia," Borradores de Economia 772, Banco de la Republica de Colombia.
    3. José Eduardo Gómez-González & Nidia Ruth Reyes, 2011. "Firm Failure and Relationship Lending:New Evidence from Small Businesses," Borradores de Economia 638, Banco de la Republica de Colombia.
    4. Jose E. Gomez-Gonzalez & Sebastian Sanin-Restrepo & Cesar E. Tamayo & Oscar M. Valencia, 2023. "Bank market power and firm finance: evidence from bank and loan-level data," Economic Change and Restructuring, Springer, vol. 56(6), pages 4629-4660, December.
    5. Nidia Ruth Reyes & José E. Gómez-González & Jair Ojeda-Joya, 2015. "Bank lending, risk taking, and the transmission of monetary policy: new evidence for an emerging economy," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(1-2), pages 67-80, July.
    6. Jose Eduardo Gomez-Gonzalez & Nidia Ruth Reyes, 2013. "Firm failure and relationship lending in an emerging economy: new evidence from small businesses," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(1), pages 131-145, March.
    7. Dongwoo Kim & Hoon Jung, 2025. "Impact of economic crises on corporate‐banking relationship: Evidence from Korea," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 33(1), pages 195-205, January.

  45. Inés Paola Orozco & José Eduardo Gómez-González & José Piñeros & José Vicente Romero, 2011. "Determinantes Del Número De Relaciones Bancarias En Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 176-196, June.
    See citations under working paper version above.
  46. Gómez-González, José Eduardo & Hinojosa, Inés Paola Orozco, 2010. "Estimation of conditional time-homogeneous credit quality transition matrices," Economic Modelling, Elsevier, vol. 27(1), pages 89-96, January.

    Cited by:

    1. Andres Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The cyclical behavior of bank capital buffers in an emerging economy: size do matters," Documentos de Trabajo 8275, Universidad del Rosario.
    2. Andres Felipe García-Suaza & José E. Gómez González, 2011. "A simple test of momentum in foreign exchange markets," Documentos de Trabajo 8170, Universidad del Rosario.
    3. Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia 650, Banco de la Republica de Colombia.
    4. Anisa Caja & Frédéric Planchet, 2014. "Modeling Cycle Dependence in Credit Insurance," Risks, MDPI, vol. 2(1), pages 1-15, March.

  47. García-Suaza, Andrés Felipe & Gómez-González, José E., 2010. "The competing risks of acquiring and being acquired: Evidence from Colombia's financial sector," Economic Systems, Elsevier, vol. 34(4), pages 437-449, December.
    See citations under working paper version above.
  48. José E. Gómez-Gonzalez & Nicholas M. Kiefer, 2009. "Bank Failure: Evidence From The Colombian Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 15-31.
    See citations under working paper version above.
  49. José E. Gómez-González & Nicholas M. Kiefer., 2009. "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., vol. 46(133), pages 33-50.
    See citations under working paper version above.
  50. Andrés Garcia & José Gomez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Revista de Economía del Rosario, Universidad del Rosario, May.
    See citations under working paper version above.
  51. José Gómez-González & Fernando Grosz, 2007. "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., vol. 44(129), pages 109-126.
    See citations under working paper version above.
  52. Nidia R. Reyes & José Eduardo Gómez, 2000. "Política monetaria, inflación y crecimiento económico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.

    Cited by:

    1. José Eduardo Gómez & Nidia Ruth Reyes, 2002. "El racionamiento del crédito y las crisis financieras," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 4(7), pages 62-75, July-Dece.
    2. Nidia Ruth Reyes & José Eduardo Gómez González, 2001. "Estimacion de la demanda transaccional de dinero en Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 54, pages 115-131, Enero Jun.

Chapters

  1. Gómez-González, José Eduardo & Franco, Juan Pablo & Ojeda-Joya, Jair N. & Torres, Jhon Edwar, 2015. "Burbujas en precios de activos financieros : existencia, persistencia y migración," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 12, pages 389-416, Banco de la Republica de Colombia.
    See citations under working paper version above.
  2. Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013. "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 17, pages 645-674, Banco de la Republica de Colombia.

    Cited by:

    1. Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Borradores de Economia 810, Banco de la Republica de Colombia.

Books

    Sorry, no citations of books recorded.
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