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: 2026-01-17    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)

Yoon, Seong-Min (3)

Arreola Hernandez, Jose (3)

Giraldo, Iader (3)

Gamboa-Arbelaez, Juliana (3)

Cites to:

Diebold, Francis (6)

Yilmaz, Kamil (6)

Engle, Robert (5)

Smets, Frank (4)

Wouters, Raf (4)

Acharya, Viral (3)

Pierret, Diane (3)

Romero, José (2)

Chiang, Thomas (2)

Bollerslev, Tim (2)

Wang, Gang-Jin (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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