Narrow search
Showing 1 - 10 of 16
Cover Image
The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia
Espinosa-Torres, Juan Andrés; Gomez-Gonzalez, Jose E.; … - Banco de la Republica de Colombia - 2015
We study the effect of shocks to the United States government bonds term premium on Latin American government bonds term premia. For doing so, we compute dynamic multipliers. Our main findings indicate that Latin American countries’ term premia respond permanently to changes in United States...
Persistent link: https://www.econbiz.de/10011188908
Cover Image
Financial contagion in Latin America
Bejarano-Bejarano, Luis V.; Gómez González, José Eduardo - 2015
Persistent link: https://www.econbiz.de/10010532458
Cover Image
The international transmission of risk : causal relations among developed and emerging countries term premia
Espinosa-Torres, Juan Andrés; Gómez González, José … - 2015
Persistent link: https://www.econbiz.de/10010532542
Cover Image
Latin American exchange rate dependencies : a regular vine copula approach
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - In: Contemporary economic policy : a journal of Western … 33 (2015) 3, pp. 535-549
Persistent link: https://www.econbiz.de/10011338784
Cover Image
Exchange rate contagion in Latin America
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - In: Research in international business and finance 34 (2015), pp. 355-367
Persistent link: https://www.econbiz.de/10011326205
Cover Image
Exchange rates contagion in Latin America
Loiza-Maya, Ruben; Gómez González, José Eduardo; … - 2014
Persistent link: https://www.econbiz.de/10010406810
Cover Image
A rank approach for studying cross-currency bases and the covered interest rate parity
Ordoñez-Callamand, Daniel; Gómez González, José Eduardo - 2017
Persistent link: https://www.econbiz.de/10011661630
Cover Image
Sovereign default risk in oecd countries : do global factors matter?
Ordoñez-Callamand, Daniel; Gómez González, José Eduardo - 2017
Persistent link: https://www.econbiz.de/10011661697
Cover Image
A rank approach for studying cross-currency bases and the covered interest rate parity
Gómez González, José Eduardo; Gomez-Malagon, Santiago; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 357-369
Persistent link: https://www.econbiz.de/10012253219
Cover Image
Volatility spillovers among global stock markets : measuring total and directional effects
Gamba-Santamaria, Santiago; Gómez González, José Eduardo - 2017
Persistent link: https://www.econbiz.de/10011650412