Santiago Gamba : Citation Profile

Banco de la Republica de Colombia

2

H index

2

i10 index

71

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: 3.    Total self citations: 2 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga857
   Updated: 2025-03-22    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 (12)

Ben Amar, Amine (10)

Gomez-Gonzalez, Jose (9)

Hirs-Garzon, Jorge (9)

Goutte, Stéphane (5)

Sanin Restrepo, Sebastian (4)

Uribe, Jorge (3)

Gamboa-Arbelaez, Juliana (3)

Yoon, Seong-Min (3)

Arreola Hernandez, Jose (3)

Oxley, Les (2)

Cites to:

Yilmaz, Kamil (6)

Diebold, Francis (6)

Engle, Robert (5)

Wouters, Raf (4)

Smets, Frank (4)

Pierret, Diane (3)

Acharya, Viral (3)

Bollerslev, Tim (2)

Jeon, Bang (2)

Romero, José (2)

Zakoian, Jean-Michel (2)

Main data

Production by document typepaperarticle201520162017201820192020202102.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20172018201920202021202220232024202505101520Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2016201720182019202020210204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents12340204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030123h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title of citing document  ↓
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Santiago Gamba:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper26
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: 26		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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