Santiago Gamba : Citation Profile

Are you Santiago Gamba?

Banco de la Republica de Colombia

2

H index

2

i10 index

67

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 11
   Journals where Santiago Gamba has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (2.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga857
   Updated: 2024-11-04    RAS profile: 2021-12-04    
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Relations with other researchers

Works with:

Melo-Velandia, Luis (2)

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 (12)

Hirs-Garzon, Jorge (9)

Gomez-Gonzalez, Jose (9)

Ben Amar, Amine (6)

Sanin Restrepo, Sebastian (4)

Goutte, Stéphane (4)

Gamboa-Arbelaez, Juliana (3)

Uribe, Jorge (3)

Yoon, Seong-Min (3)

Romero, José (2)

Giraldo, Iader (2)

Cites to:

Yilmaz, Kamil (6)

Diebold, Francis (6)

Engle, Robert (5)

Smets, Frank (4)

Wouters, Raf (4)

Acharya, Viral (3)

Pierret, Diane (3)

Jalil, Munir (2)

Romero, José (2)

West, Kenneth (2)

Newey, Whitney (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 Colombia6

Recent works citing Santiago Gamba (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Does Chinas new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries. (2023). Niu, Jiangxin ; Shuai, Jing ; Zhang, QI ; Feng, YU ; Shi, Yangyan. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023027.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2023Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636.

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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

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2023US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries.. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: IREA Working Papers. RePEc:ira:wpaper:202302.

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2023Investigating Causal Spillovers among International Stock Markets. (2023). Magdalini, Charda ; Konstantina, Pendaraki. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2023:i:01:id:515.

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2023Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8.

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2023Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y.

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2023The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02422-w.

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2023Emerging and advanced economies markets behaviour during the COVID?19 crisis era. (2023). Goutte, Stéphane ; Fateh, BELAID ; Ben Amar, Amine ; Belaid, Fateh ; Guesmi, Khaled. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581.

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Works by Santiago Gamba:

YearTitleTypeCited
2017SYSMO I: A Systemic Stress Model for the Colombian Financial System In: Borradores de Economia.
[Full Text][Citation analysis]		paper2
2021What can credit vintages tell us about non-performing loans? In: Borradores de Economia.
[Full Text][Citation analysis]		paper0
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 nother version. Agregated cites: 1		paper
2016Comparison of methods for estimating the uncertainty of value at risk.(2016) In: Studies in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016¿Están ancladas las expectativas de inflación en Colombia? In: Borradores de Economia.
[Full Text][Citation analysis]		paper2
2016Stock Market Volatility Spillovers: Evidence for Latin America In: Borradores de Economia.
[Full Text][Citation analysis]		paper40
2017Stock market volatility spillovers: Evidence for Latin America.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects In: Borradores de Economia.
[Full Text][Citation analysis]		paper22
2019Volatility spillovers among global stock markets: measuring total and directional effects.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2015COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]		paper0

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