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Filiación

miembro de

• Red Investigadores de Economía Miembro No hay nada (Enlace no dispobible)

Publicaciones

publicaciones seleccionadas

• artículo

  • Financial and Macroeconomic Uncertainties and Real Estate Markets 2024
  • Financial integration and banking stability: A post-global crisis assessment 2024
  • High frequency monitoring of credit creation: A new tool for central banks in emerging market economies 2024
  • US uncertainty shocks on real and financial markets: A multi-country perspective 2024
  • An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk 2023
  • Bank market power and firm finance: evidence from bank and loan-level data 2023
  • Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries 2023
  • Does economic complexity reduce the probability of a fiscal crisis? 2023
  • Interdependent capital structure choices and the macroeconomy 2022
  • Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets 2022
  • Bancarization and violent attacks from guerrilla and other illegal groups in Colombia 2021
  • Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets 2021
  • More than words: Foreign exchange intervention under imperfect credibility 2021
  • Dynamic Relations Between Oil and Stock Markets: Volatility Spillovers, Networks and Causality 2021
  • Does The Financial Structure Of Banks Influence The Bank Lending Channel Of Monetary Policy? Evidence From Colombia 2020
  • Dynamic Relations between Oil and Stock Market Returns: A Multi-country Study 2020
  • Giving and Receiving: Exploring the Predictive Causality between Oil Prices and Exchange Rates 2020
  • Criptoactivos: analisis y revision de literatura 2019
  • A Rank Approach for Studying Cross-currency Bases and the Covered Interest Rate Parity 2019
  • Criptoactivos: Análisis y revisión de literatura 2019
  • Detecting Contagion in Asian Exchange Rate Markets Using Asymmetric DCC-GARCH and R-vine Copulas 2019
  • Detecting Exchange Rate Contagion Using Copula Functions 2019
  • Volatility Spillovers Among Global Stock Markets: Measuring Total and Directional Effects 2019
  • Determinants of Housing Bubbles' Duration in OECD Countries 2018
  • The Maple Bubble: A History of Migration Among Canadian Provinces 2018
  • When Bubble Meets Bubble: Contagion in OECD Countries 2018
  • Asset Price Bubbles: Existence, Persistence and Migration 2017
  • Sovereign Default Risk in OECD Countries: Do Global Factors Matter? 2017
  • Stock Market Volatility Spillovers: Evidence for Latin America 2017
  • Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero Colombiano 2016
  • Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies 2016
  • The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries' Term Premia 2016
  • Bank Lending, Risk Taking, and the Transmission of Monetary Policy: New Evidence for an Emerging Economy 2015
  • Credit and Business Cycles: Causal Effects in the Frequency Domain 2015
  • Exchange Rate Contagion in Latin America 2015
  • Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach 2015
  • Testing for Bubbles in the Colombian Housing Market: A New Approach 2015
  • Testing for Bubbles in the Colombian Housing Market: A New Approach [Detectando burbujas en el mercado de vivienda Colombiano: Un nuevo enfoque] 2015
  • Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito 2015
  • Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa 2014
  • Fallen Angels Effect in the Colombian Stock Market: The Case Study of Interbolsa Events [Efectos de «ángeles caídos» en el mercado accionario colombiano: Estudio de eventos del caso interbolsa] 2014
  • Non-parametric and semi-parametric Asset Pricing: An Application to the Colombian Stock Exchange 2014
  • Testing for Causality Between Credit and Real Business Cycles in the Frequency Domain: an Illustration 2014
  • The Term Structure of Sovereign Default Risk in an Emerging Economy 2014
  • Firm Failure and Relationship Lending in an Emerging Economy: New Evidence from Small Businesses 2013
  • Loan Growth and Bank Risk: New Evidence 2013
  • A Simple Test of Momentum in Foreign Exchange Markets 2012
  • Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia 2012
  • Failing and Merging as Competing Alternatives during Times of Financial Distress: Evidence from the Colombian Financial Crisis 2012
  • Flujos de capital y fragilidad financiera en Colombia 2012
  • Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetarias y financieras en Colombia 2012
  • The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size does Matter 2012
  • Determinantes del número de relaciones bancarias en Colombia 2011
  • Determinants of Number of Banking Relations in Colombia [Determinantes del número de relaciones bancarias en Colombia] 2011
  • Firm Failure and Relation Lending: New Evidence from Small Businesses 2011
  • The Number of Banking Relationships and the Business Cycle: New Evidence from Colombia 2011
  • An Early Warning Model for the Colombian Financial System [Un modelo de alerta temprana para el sistema financiero Colombiano] 2010
  • Estimation of Conditional Time-homogeneous Credit Quality Transition Matrices 2010
  • The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia's Financial Sector 2010
  • Un modelo de alerta temprana para el sistema financiero colombiano 2010
  • Bank Failure: Evidence From The Colombian Financial Crisis 2009
  • Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007 2009
  • Evidence of Non-Markovian Behavior in the Process of Bank Rating Migrations 2009
  • Evidence of a Bank Lending Channel for Argentina and Colombia 2007
  • El racionamiento del crédito y las crisis financieras 2002
  • Estimación de la demanda transaccional de dinero en Colombia 2001
  • Política monetaria, inflación y crecimiento económico 2000

• capítulo

  • La política monetaria durante los primeros años del Banco Central independiente: 1992-1998.  Historia del Banco de la República 1923-2015. 411. 2017
  • Burbujas en precios de activos financieros: existencia, persistencia y migración.  Política monetaria y estabilidad financiera en economías pequeñas y abiertas. 389. 2015
  • La interdependencia entre el crédito y los ciclos económicos reales en economías latinoamericanas.  Política monetaria y estabilidad financiera en economías pequeñas y abiertas. 213. 2015
  • Flujos de capitales y fragilidad financiera.  Flujos de capitales, choques externos y respuestas de política en países emergentes. 261. 2013
  • Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia.  Flujos de capitales, choques externos y respuestas de política en países emergentes. 645. 2013

• documento de trabajo

  • Asymmetric Sovereign Risk: Implications for Climate Change Preparation 2024
  • Asymmetric Sovereign Risk: Implications for Climate Change Preparation 2024
  • Climate Growth at Risk in the Global South 2024
  • High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies 2024
  • Integration and Financial Stability: A Post-Global Crisis Assessment 2024
  • Sovereign Risk and Economic Complexity 2024
  • Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’ 2024
  • An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk 2023
  • Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction 2023
  • U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel 2023
  • US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries 2023
  • Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries 2022
  • Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter 2022
  • “Does economic complexity reduce the probability of a fiscal crisis?” 2022
  • Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter 2021
  • Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model 2021
  • Explaining the Rural-Urban Student Performance Gap for Different Distribution Quantiles in Colombia 2021
  • Financial and Macroeconomic Uncertainties and Real Estate Markets 2021
  • Interdependent Capital Structure Choices and the Macroeconomy 2021
  • Interdependent Capital Structure Choices and the Macroeconomy 2021
  • Sudden Stops, Sovereign Risk, and Fiscal Rules 2021
  • Global effects of US uncertainty: real and financial shocks on real and financial markets 2020
  • Global effects of US uncertainty: real and financial shocks on real and financial markets 2020
  • Sectoral Fiscal Multipliers and Budget Inflexibility: The Role of Allocative Inefficiency 2020
  • Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets 2020
  • Spillovers Beyond the Variance: Exploring the Natural Gas and Oil Higher Order Risk Linkages with the Global Financial Markets 2020
  • Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data 2019-09
  • Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data 2019
  • Bancarization and Violence in Colombia 2018-09
  • Dynamic Relations Between Oil and Stock Markets: Volatility Spillovers, Networks and Causality 2018-09
  • Detecting Exchange Rate Contagion Using Copula Functions 2018-08
  • Detecting Exchange Rate Contagion in Asian Exchange Rate Markets using Asymmetric DDC-GARCH and R-Vine Copulas 2018-08
  • Dynamic Connectedness and Causality between Oil prices and Exchange Rates 2017-10
  • Uncovering the Time-Varying Nature of Causality between Oil Prices and Stock Market Returns: A Multi-Country Study 2017-08
  • I Know what you did During the Last Bubble: Determinants of Housing Bubbles' Duration in OECD Countries 2017-07
  • Young Innovative Firms: Investment, Cash Flow, Sensitivities and Technological Misallocation 2017-06
  • A Rank Approach for Studying Cross Currency Bases and the Covered Interest Rate Parity 2017-05
  • Costos de intermediación bancaria en economías emergentes: la importancia de las instituciones 2017-05
  • Sovereign Default Risk in OECD Countries: Do Global Factors Matter? 2017-05
  • The Maple Bubble: A History of Migration among Canadian Provinces 2017-05
  • Financial Information in Colombia 2017-02
  • Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects 2017-01
  • El programa de apoyos para estudios en el exterior del Banco de la República y la formación del capital humano en el área económica en Colombia 2016-12
  • The Bank Lending Channel of Monetary Policy: Does the Financial Structure of Banks Matter 2016-08
  • Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility 2016-07
  • El uso de efectivo y las tendencias de los pagos con tarjetas de débito y crédito en Colombia [Cash Usage and Trends in Credit and Debit Card Payments in Colombia] 2016-07
  • El uso de efectivo y tarjetas débito y crédito en Colombia 2016-07
  • Stock Market Volatility Spillovers: Evidence for Latin America 2016-05
  • When Bubble Meets Bubble: Contagion in OECD Countries 2016-05
  • Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes 2016-02
  • Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies 2015-08
  • Financial Contagion in Latin America 2015-05
  • Una historia exhaustiva de la regulación financiera en Colombia 2015-05
  • Evaluación de la transmisión de la tasa de interés de referencia a las tasas de interés del sistema financiero 2015-03
  • The International Transmission of Risk: Causal Relations Among Developed and Emerging Countries’ Term Premia 2015-03
  • Credit and Business Cycles: An Empirical Analysis in the Frequency Domain 2014-09
  • Exchange Rates Contagion in Latin America 2014-09
  • Innovation and Growth under Private Information 2014-09
  • Bitcoin: Something Seems to Be Fundamentally Wrong 2014-05
  • Burbujas en precios de activos financieros: existencia, persistencia y migración 2014-05
  • Efectos de "ángeles caídos" en el mercado accionario colombiano: estudio de eventos del caso Interbolsa 2013-09
  • Bank Lending, Risk Taking and the Transmission of Monetary Policy: New Evidence for Colombia 2013-06
  • The Interdependence between Credit and Real Business Cycles in Latin American Economies 2013-05
  • Loans Growth and Banks’ Risk: New Evidence 2013
  • Testing for Bubbles in Housing Markets: New Results Using a New Method 2013
  • Flujos de capital, fragilidad financiera y desarrollo financiero en Colombia 2012-05
  • Lecciones de las crisis financieras recientes para el diseño e implementación de las políticas monetaria y financiera en Colombia 2012-05
  • The Term Structure of Sovereign Default Risk in Colombia and its Determinants 2012-05
  • Non Parametric and Semi Parametric Asset Pricing: An Application to the Colombian Stock Exchange 2012-03
  • Non-Parametric and Semi-Parametric Asset Pricing: An Application to the Colombian Stock Exchange 2012
  • The Term-Structure of Sovereign Default Risk in Colombia and its Determinants 2012
  • The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size does Matter 2011-04
  • A Simple Test of Momentum in Foreign Exchange Markets 2011-03
  • The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Do Matters 2011-03
  • Firm Failure and Relationship Lending: New Evidence from Small Businesses 2011-01
  • Failing and Merging as Competing Alternatives During Times of Financial Distress: Evidence from the Colombian Financial Crisis 2010-02
  • Determinantes del número de relaciones bancarias en Colombia 2009-10
  • The Competing Risks of Acquiring and Being Acquired: Evidence from Colombia´s Financial Sector 2009-06
  • Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value? 2009-05
  • Un modelo de alerta temprana para el sistema financiero colombiano 2009-05
  • Estimation of Conditional Time Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia 2009-04
  • Determinantes de la rentabilidad de los bancos en Colombia: ¿importa la tasa de cambio? 2009-03
  • Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano, 1990-2007 2009-02
  • Bank Lending Channel of Monetary Policy: Evidence for Colombia, Using a Firms´ Panel 2009-01
  • An Alternative Methodology for Estimating Credit Quality Transition Matrices 2007-12
  • Estimación de matrices de transición de la calidad de cartera comercial de las entidades financieras colombianas 2007-09
  • Evidence of Non Markovian Behavior in the Process of Bank Rating Migrations 2007-07
  • Bank Failure: Evidence from the Colombia Financial Crisis 2006-10
  • Análisis de la probabilidad condicional de incumplimiento de los mayores deudores privados del sistema financiero colombiano 2006-09
  • Explaining Time to Bank Failure in Colombia During the Financial Crisis of the Late 1990s 2006-07
  • Evidence of Bank Lending Channel for Argentina and Colombia 2006-06
  • Especificación de la demanda por dinero con innovación financiera 1999-08

• libro

  • Historia del Banco de la República, cien años 2023
  • Historia del Banco de la República 1923-2015 2017
  • Política monetaria y estabilidad financiera en economías pequeñas y abiertas 2015

Formación

Educación y Formación

• Doctorado en Economía - Cornell University

Último título obtenido

• Doctor

Contacto

nombre completo

• Gómez-González
• José Eduardo

Perfiles

Google Scholar

• https://scholar.google.com/citations?user=m3WvCTsAAAAJ&hl=es

Scopus

• https://www.scopus.com/authid/detail.uri?authorId=56547953500