2
H index
2
i10 index
67
Citations
Santiago Gamba : Citation Profile
Banco de la Republica de Colombia | RESEARCH PRODUCTION: 3 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2015 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Santiago Gamba. | Is cited by:
| Cites to:
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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 Colombia | 6 |
Recent works citing Santiago Gamba (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Does 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Commodity 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. Full description at Econpapers || Download paper |
| 2023 | Did 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. Full description at Econpapers || Download paper |
| 2023 | Shift 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. Full description at Econpapers || Download paper |
| 2023 | US 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. Full description at Econpapers || Download paper |
| 2023 | Investigating 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. Full description at Econpapers || Download paper |
| 2023 | Regional 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. Full description at Econpapers || Download paper |
| 2023 | Liquidity 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
Works by Santiago Gamba:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | SYSMO I: A Systemic Stress Model for the Colombian Financial System In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2021 | What can credit vintages tell us about non-performing loans? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Comparison of Methods for Estimating the Uncertainty of Value at Risk In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Comparison 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 | |
| 2016 | Comparison 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] | paper | 2 |
| 2016 | Stock Market Volatility Spillovers: Evidence for Latin America In: Borradores de Economia. [Full Text][Citation analysis] | paper | 40 |
| 2017 | Stock 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 | |
| 2017 | Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects In: Borradores de Economia. [Full Text][Citation analysis] | paper | 22 |
| 2019 | Volatility 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 | |
| 2015 | COMPARACIÓN DE MÉTODOS PARA LA ESTIMACIÓN DE LA INCERTIDUMBRE DEL VALOR EN RIESGO. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 0 |
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