publicaciones seleccionadas
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artículo
- Daily growth at risk: Financial or real drivers? The answer is not always the same 2024
- Vulnerability of European electricity markets: A quantile connectedness approach 2024
- Energy firms in emerging markets: Systemic risk and diversification opportunities 2023
- Expected, unexpected, good and bad aggregate uncertainty 2023
- Nonlinear market liquidity: An empirical examination 2023
- Systemic political risk 2023
- Asymmetric volatility spillovers and consumption risk-sharing 2021
- Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State 2021
- Uncovering the Time-Varying Relationship between Commonality in Liquidity and Volatility 2020
- Volatility Spillovers in Energy Markets 2019
- Welfare Gains of the Poor: An endogenous Bayesian Approach with Spatial Random Effects 2019
- Currency Downside Risk, Liquidity, and Financial Stability 2018
- Risk Synchronization in International Stock Markets 2018
- Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-vector Autoregressive Approach 2017
- Measuring Uncertainty in the Stock Market 2017
- Spillovers from the United States to Latin American and G7 Stock Markets: A VAR Quantile Analysis 2017
- Uncertainty, Systemic Shocks and the Global Banking Sector: Has the Crisis Modified their Relationship? 2017
- Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae 2016
- Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for an Emerging Economy 2015
- Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae 2015
- Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns Around the World 2014
- ¿Qué ocurre cuando el resultado está lejos? Violencia y teoría de juegos 1996
- Criminalidad en Colombia 1995
- La demanda de dinero en el corto y en el largo plazo en Colombia 1993
- Viabilidad macroeconómica y financiera de un sistema privado de pensiones 1992
- Política macroecónomica y distribución del ingreso en Colombia: 1980-1990 1986
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documento de trabajo
- Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI 2024
- Daily Growth at Risk: financial or real drivers? The answer is not always the same 2022
- Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities 2022
- Monitoring daily unemployment at risk 2022
- Vulnerable Funding in the Global Economy 2021
- Expected, Unexpected, Good and Bad Uncertainty 2019
- Uncovering the Time-varying Relationship between Commonality in Liquidity and Volatility 2019
- Together Forever? Good and Bad Market Volatility Shocks and International Consumption Risk Sharing: A Tale of a Sign 2018-05
- Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach 2016-07
- Spillovers from the United States to Latin American and G7 Stock Markets: A VAR Quantile Analysis 2015-10
- Measuaring Uncertainty in the Stock Market 2015
- Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions 2015