Artículos

Mostrando 1 - 5 de 5
Gómez-González, J. E., Melo-Velandia, L. F., Gomez-Malagon, S., Ordoñez-Callamand, D., (2019) . A rank approach for studying cross-currency bases and the covered interest rate parity. EMPIRICAL ECONOMICS (pp. 1-13)
Cubillos-Rocha, J. S., Gómez-González, J. E., Melo-Velandia, L. F., (2019) . Detecting exchange rate contagion using copula functions. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE 47 (pp. 13-22)
Gamba-Santamaría, S., Gómez-González, J. E., Hurtado-Guarín, J. L., Melo-Velandia, L. F., (2019) . Volatility spillovers among global stock markets: measuring total and directional effects. EMPIRICAL ECONOMICS 56 (5) (pp. 1581-1599)
Gómez-González, J. E., Gamboa-Arbeláez, J., Hirs-Garzón, J., Pinchao-Rosero, A., (2018) . When Bubble Meets Bubble: Contagion in OECD Countries. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS 56 (4) (pp. 546-566)
Gómez-González, J. E., Sanín-Restrepo, S., (2018) . The Maple Bubble: A History of Migration among Canadian Provinces. JOURNAL OF HOUSING ECONOMICS 41 (pp. 57-71)

Documentos de Trabajo

Mostrando 1 - 5 de 5
Gómez-González, J. E., Hirs-Garzón, J., Sanín-Restrepo, S., (2018) . Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. Borradores de Economia (1051)
Cubillos-Rocha, J. S., Gómez-González, J. E., Melo-Velandia, L. F., (2018) . Detecting exchange rate contagion using copula functions. Borradores de Economia (1047)
Gómez-González, J. E., Hirs-Garzón, J., Uribe-Gil, J. M., (2018) . Dynamic connectedness and causality between oil prices and exchange rates. Borradores de Economia (1025)
Gómez-González, J. E., Hirs-Garzón, J., (2017) . Uncovering the time-varying nature of causality between oil prices and stock market returns : a multi-country study. Borradores de Economia (1009)
Amador-Torres, J. S., Gómez-González, J. E., Sanín-Restrepo, S., (2017) . I know what you did during the last bubble : determinants of housing bubbles' duration in OECD countries. Borradores de Economia (1005)