Santiago Gamba : Citation Profile


Are you Santiago Gamba?

Banco de la Republica de Colombia

2

H index

1

i10 index

21

Citations

RESEARCH PRODUCTION:

1

Articles

6

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 10
   Journals where Santiago Gamba has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga857
   Updated: 2020-10-17    RAS profile: 2017-03-09    
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Relations with other researchers


Works with:

Melo-Velandia, Luis (7)

Gomez-Gonzalez, Jose (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Santiago Gamba.

Is cited by:

Gomez-Gonzalez, Jose (6)

Hirs-Garzon, Jorge (5)

Gamboa-Arbelaez, Juliana (2)

Sanin Restrepo, Sebastian (1)

Zheng, Haitao (1)

Siriopoulos, Costas (1)

Quoreshi, Shahiduzzaman (1)

Wong, Wing-Keung (1)

Sandoval Paucar, Giovanny (1)

Gkillas (Gillas), Konstantinos (1)

Melo-Velandia, Luis (1)

Cites to:

Diebold, Francis (4)

Yilmaz, Kamil (4)

Moraux, Franck (2)

Engle, Robert (2)

Levin, Andrew (2)

Newey, Whitney (2)

Yang, Sheng-Yung (2)

Bollerslev, Tim (2)

Kouretas, Georgios (2)

Wang, Gang-Jin (2)

West, Kenneth (2)

Main data


Where Santiago Gamba has published?


Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia4

Recent works citing Santiago Gamba (2020 and 2019)


YearTitle of citing document
2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

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2019The 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. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2020Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691.

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2020The Influence of Internet Finance on the Sustainable Development of the Financial Ecosystem in China. (2020). Liu, Xinghua ; Wang, Chongren. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2365-:d:333850.

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2019Volatility spillovers among global stock markets: measuring total and directional effects. (2019). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1406-3.

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2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

Full description at Econpapers || Download paper

Works by Santiago Gamba:


YearTitleTypeCited
2016Comparison of Methods for Estimating the Uncertainty of Value at Risk In: Borradores de Economia.
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paper2
2016Comparison of Methods for Estimating the Uncertainty of Value at Risk.(2016) In: BORRADORES DE ECONOMIA.
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This paper has another version. Agregated cites: 2
paper
2016¿Están ancladas las expectativas de inflación en Colombia? In: Borradores de Economia.
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paper0
2016Stock Market Volatility Spillovers: Evidence for Latin America In: Borradores de Economia.
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paper16
2017Stock market volatility spillovers: Evidence for Latin America.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects In: Borradores de Economia.
[Full Text][Citation analysis]
paper3
2015COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO. In: Temas de Estabilidad Financiera.
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paper0

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