Santiago Gamba : Citation Profile


Are you Santiago Gamba?

Banco de la Republica de Colombia

1

H index

1

i10 index

12

Citations

RESEARCH PRODUCTION:

1

Articles

6

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 6
   Journals where Santiago Gamba has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga857
   Updated: 2019-10-06    RAS profile: 2017-03-09    
   Missing citations? Add them    Incorrect content? Let us know

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 (3)

Hirs-Garzon, Jorge (3)

Quoreshi, Shahiduzzaman (1)

Siriopoulos, Costas (1)

Sanin Restrepo, Sebastian (1)

Zheng, Haitao (1)

Sandoval Paucar, Giovanny (1)

Gkillas (Gillas), Konstantinos (1)

Cites to:

Diebold, Francis (4)

Yilmaz, Kamil (4)

Newey, Whitney (2)

West, Kenneth (2)

Kouretas, Georgios (2)

Bollerslev, Tim (2)

Wang, Gang-Jin (2)

Levin, Andrew (2)

Engle, Robert (2)

Moraux, Franck (2)

Yang, Sheng-Yung (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 (2018 and 2017)


YearTitle of citing document
2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

Full description at Econpapers || Download paper

2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry. (2018). Nieto, Mara Rosa ; Carmona-Bentez, Rafael Bernardo. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:71:y:2018:i:c:p:1-8.

Full description at Econpapers || Download paper

2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Linkage Analysis among China’s Seven Emissions Trading Scheme Pilots. (2018). Li, Xuedi ; Zheng, Haitao ; Chen, Zhu ; Ma, Jie. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3389-:d:171598.

Full description at Econpapers || Download paper

2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

Full description at Econpapers || Download paper

2018Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:90422.

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.
[Full Text][Citation analysis]
paper1
2016Comparison of Methods for Estimating the Uncertainty of Value at Risk.(2016) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016¿Están ancladas las expectativas de inflación en Colombia? In: Borradores de Economia.
[Full Text][Citation analysis]
paper0
2016Stock Market Volatility Spillovers: Evidence for Latin America In: Borradores de Economia.
[Full Text][Citation analysis]
paper10
2017Stock market volatility spillovers: Evidence for Latin America.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects In: Borradores de Economia.
[Full Text][Citation analysis]
paper1
2015COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team