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Bejarano-Bejarano, Luis V.; Gómez González, José Eduardo - 2015

Persistent link: https://www.econbiz.de/10010532458

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

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

Exchange rates contagion in Latin America

Loiza-Maya, Ruben; Gómez González, José Eduardo; … - 2014

Persistent link: https://www.econbiz.de/10010406810

Detecting exchange rate contagion using copula functions

Cubillos-Rocha, Juan S.; Gómez González, José Eduardo; … - In: The North American journal of economics and finance : a … 47 (2019), pp. 13-22

Persistent link: https://www.econbiz.de/10012117799

Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas

Gómez González, José Eduardo; Rojas-Espinosa, Wilmer - In: Economic systems 43 (2019) 3/4, pp. 1-12

Persistent link: https://www.econbiz.de/10012314692

When Bubble Meets Bubble : Contagion in OECD Countries

Gomez-Gonzalez, Jose E - 2018

We study the existence and international transmission of housing market bubbles, using quarterly information of twenty OECD countries for the period comprised between 1970 and 2015. We find that housing bubbles are present in all the countries included in our sample. Multiple bubbles are found...

Persistent link: https://www.econbiz.de/10012920155