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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
The international transmission of risk : causal relations among developed and emerging countries' term premia
Espinosa-Torres, Juan Andrés
;
Gómez González, José …
- In:
Research in international business and finance
37
(
2016
),
pp. 646-654
Persistent link: https://www.econbiz.de/10011595435
Saved in:
7
Sovereign default risk in OECD countries : do global factors matter?
Ordoñez-Callamand, Daniel
;
Gómez González, José Eduardo
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 629-639
Persistent link: https://www.econbiz.de/10011938215
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8
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
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9
Desagregación temporal : una metodología multivariada alternativa
Hurtado, Jorge
;
Melo-Velandia, Luis Fernando
- In:
Lecturas de economía
82
(
2015
),
pp. 11-55
Persistent link: https://www.econbiz.de/10011524026
Saved in:
10
Comparison of methods for estimating the uncertainty of value at risk
Gamba-Santamaria, Santiago
;
Jaulin-Mendez, Oscar Fernando
; …
- In:
Studies in economics and finance
33
(
2016
)
4
,
pp. 595-624
Persistent link: https://www.econbiz.de/10011722562
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