Santiago Gamba : Citation Profile

Banco de la Republica de Colombia

2

H index

2

i10 index

86

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 14
   Journals where Santiago Gamba has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (2.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga857
   Updated: 2026-02-21    RAS profile: 2021-12-04    
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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:

Gomez-Gonzalez, Jose (14)

Ben Amar, Amine (10)

Hirs-Garzon, Jorge (9)

Gomez-Gonzalez, Jose (9)

Uribe, Jorge (5)

Goutte, Stéphane (5)

Sanin Restrepo, Sebastian (4)

Arreola Hernandez, Jose (3)

Giraldo, Iader (3)

Gamboa-Arbelaez, Juliana (3)

Giraldo, Carlos (3)

Cites to:

Yilmaz, Kamil (6)

Diebold, Francis (6)

Engle, Robert (5)

Smets, Frank (4)

Wouters, Raf (4)

Acharya, Viral (3)

Pierret, Diane (3)

West, Kenneth (2)

Jalil, Munir (2)

González-Molano, Eliana (2)

Kouretas, Georgios (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 (2025 and 2024)

YearTitle of citing document
2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2025Doom loops in Latin America. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M ; Kim, Bum. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000834.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru. (2025). Rodrguez, Gabriel ; Alvarado, Mauricio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000117.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; 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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2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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2025Volatility Spillovers among Major U.S. Companies. (2025). el Dada, Mariyah. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:3:p:1072-1091.

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2025Analysing Market Volatility and Economic Policy Uncertainty of South Africa with BRIC and the USA During COVID-19. (2025). Ramakau, Thokozane ; Mokatsanyane, Daniel ; Ferreira-Schenk, Sune ; Matlhaku, Kago. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:400-:d:1705333.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2025Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z.

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2025Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519.

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2024Time and frequency volatility spillovers among commodities: Evidence from pre and during the Russia-Ukraine war. (2024). Chen, Yunfei ; Jiang, Wei. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00242-5.

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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]		paper47
2017Stock market volatility spillovers: Evidence for Latin America.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects In: Borradores de Economia.
[Full Text][Citation analysis]		paper34
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: 34		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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