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Volatility spillovers among global stock markets : measuring total and directional effects

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1581-1599

Persistent link: https://www.econbiz.de/10012052208

Stock market volatility spillovers : evidence for Latin America

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - 2016

Persistent link: https://www.econbiz.de/10011618439

Stock market volatility spillovers : evidence for Latin America

Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Finance research letters 20 (2017), pp. 207-216

Persistent link: https://www.econbiz.de/10011806921

Dynamic relations between oil and stock markets : volatility spillovers, networks and causality

Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2018

Persistent link: https://www.econbiz.de/10011944544

Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets

Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - In: Journal of commodity markets 28 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10014335258

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

Dynamic relations between oil and stock markets : volatility spillovers, networks and causality

Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: International economics : a journal published by CEPII … 165 (2021), pp. 37-50

Persistent link: https://www.econbiz.de/10013254100

Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - In: Applied economics 55 (2023) 13, pp. 1477-1496

Persistent link: https://www.econbiz.de/10013554932

Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - 2022

This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...

Persistent link: https://www.econbiz.de/10014495999