| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Explained Extreme Gradient Boosting Approach for Identifying the Time-Varying Determinants of Sovereign Risk |
0 |
1 |
2 |
10 |
1 |
2 |
4 |
14 |
| Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos |
0 |
0 |
2 |
279 |
0 |
3 |
12 |
1,145 |
| Assessing the relationship between electricity and natural gas prices in European markets in times of distress |
0 |
2 |
3 |
27 |
0 |
3 |
4 |
40 |
| Asymmetric Sovereign Risk: Implications for Climate Change Preparation |
0 |
0 |
6 |
6 |
1 |
2 |
17 |
17 |
| Asymmetric Sovereign Risk: Implications for Climate Change Preparation |
0 |
0 |
2 |
16 |
5 |
6 |
13 |
36 |
| Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
11 |
| Burbujas financieras: dos alternativas de identificación aplicadas a Colombia |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
61 |
| CARACTERIZACIÓN DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN ANÁLISIS COMPARATIVO |
0 |
1 |
1 |
60 |
0 |
1 |
2 |
238 |
| Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo |
1 |
1 |
4 |
371 |
3 |
6 |
20 |
1,482 |
| Climate Growth at Risk in the Global South |
0 |
0 |
5 |
5 |
0 |
2 |
17 |
17 |
| Commonality, macroeconomic factors and banking profitability |
0 |
0 |
2 |
15 |
1 |
1 |
27 |
66 |
| Crecimiento económico colombiano y quiebres estructurales endógenos |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
66 |
| Daily Growth at Risk: financial or real drivers? The answer is not always the same |
0 |
0 |
2 |
18 |
1 |
1 |
4 |
39 |
| Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? |
0 |
0 |
0 |
125 |
0 |
0 |
5 |
700 |
| Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? |
0 |
0 |
0 |
68 |
1 |
1 |
3 |
333 |
| Does economic complexity reduce the probability of a fiscal crisis? |
0 |
0 |
1 |
43 |
0 |
0 |
4 |
104 |
| Dynamic Connectedness and Causality between Oil prices and Exchange Rates |
0 |
0 |
0 |
124 |
0 |
1 |
7 |
268 |
| Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities |
0 |
0 |
2 |
12 |
2 |
7 |
13 |
27 |
| Expected, Unexpected, Good and Bad Uncertainty |
0 |
0 |
0 |
27 |
1 |
5 |
5 |
82 |
| Financial and Macroeconomic Uncertainties and Real Estate Markets |
0 |
2 |
10 |
46 |
1 |
5 |
27 |
129 |
| Fiscal crises and climate change |
0 |
0 |
4 |
54 |
2 |
2 |
12 |
36 |
| Global effects of US uncertainty: real and financial shocks on real and financial markets |
0 |
0 |
1 |
28 |
1 |
2 |
13 |
93 |
| Global effects of US uncertainty: real and financial shocks on real and financial markets |
0 |
0 |
0 |
50 |
1 |
1 |
3 |
143 |
| High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies |
0 |
0 |
1 |
12 |
0 |
1 |
14 |
21 |
| Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
185 |
| Indicadores básicos de desarrollo del mercado accionario colombiano |
0 |
1 |
1 |
64 |
0 |
1 |
3 |
241 |
| Integration and Financial Stability: A Post-Global Crisis Assessment |
0 |
0 |
1 |
15 |
0 |
1 |
7 |
21 |
| Interdependent Capital Structure Choices and the Macroeconomy |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
42 |
| Interdependent Capital Structure Choices and the Macroeconomy |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
92 |
| Measuaring Uncertainty in the Stock Market |
0 |
0 |
0 |
62 |
0 |
1 |
2 |
130 |
| Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP |
0 |
0 |
1 |
61 |
0 |
0 |
3 |
115 |
| Monitoring daily unemployment at risk |
0 |
0 |
2 |
17 |
0 |
0 |
3 |
25 |
| Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI |
0 |
0 |
2 |
19 |
1 |
2 |
20 |
46 |
| Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions |
0 |
0 |
0 |
56 |
0 |
1 |
3 |
97 |
| Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia |
0 |
2 |
3 |
127 |
0 |
2 |
7 |
283 |
| Price Bubbles in Lithium Markets around the World |
0 |
1 |
4 |
21 |
0 |
2 |
12 |
74 |
| R&D Investment and Financial Stability |
1 |
3 |
10 |
10 |
3 |
14 |
25 |
25 |
| Rethinking Asset Pricing with Quantile Factor Models |
0 |
0 |
3 |
65 |
0 |
0 |
6 |
118 |
| Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
11 |
| Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
40 |
| Scaling Down Downside Risk with Inter-Quantile Semivariances |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
66 |
| Sovereign Risk and Economic Complexity |
1 |
2 |
12 |
21 |
1 |
7 |
28 |
36 |
| Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction |
0 |
0 |
1 |
14 |
0 |
0 |
20 |
38 |
| Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis |
1 |
1 |
1 |
40 |
1 |
2 |
3 |
108 |
| Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
76 |
| Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’ |
0 |
0 |
9 |
9 |
1 |
1 |
22 |
22 |
| Testing for multiple bubbles with daily data |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
79 |
| The Impact of Colombia’s Gross Leverage Position in Foreign Exchange Derivatives on Housing Market Stability |
2 |
5 |
5 |
5 |
2 |
13 |
13 |
13 |
| Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
58 |
| U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel |
0 |
0 |
4 |
13 |
0 |
1 |
11 |
32 |
| US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
17 |
| US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries |
0 |
0 |
2 |
33 |
0 |
1 |
10 |
89 |
| Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia |
0 |
0 |
0 |
119 |
1 |
1 |
2 |
333 |
| Uncovering the time-varying relationship between commonality in liquidity and volatility |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
47 |
| Vulnerable Funding in the Global Economy |
0 |
0 |
1 |
47 |
1 |
1 |
4 |
83 |
| Total Working Papers |
6 |
22 |
113 |
2,526 |
33 |
106 |
452 |
7,811 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparative analysis of stock market cycles |
0 |
0 |
2 |
12 |
0 |
0 |
2 |
32 |
| An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk |
1 |
2 |
2 |
5 |
2 |
4 |
12 |
17 |
| Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State |
0 |
0 |
2 |
12 |
0 |
0 |
3 |
41 |
| Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
34 |
| Assessing the relationship between electricity and natural gas prices in European markets in times of distress |
0 |
1 |
2 |
8 |
0 |
5 |
7 |
35 |
| Asymmetric sovereign risk: Implications for climate change preparation |
0 |
1 |
2 |
2 |
1 |
2 |
14 |
14 |
| Asymmetric volatility spillovers and consumption risk-sharing |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
11 |
| Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries |
0 |
0 |
0 |
4 |
0 |
0 |
6 |
18 |
| Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
46 |
| Capital structure decisions in the energy transition: Insights from Spain |
0 |
1 |
4 |
4 |
1 |
4 |
11 |
11 |
| Cash flow investment, external funding and the energy transition: Evidence from large US energy firms |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
3 |
| Characterizing electricity market integration in Nord Pool |
0 |
1 |
1 |
13 |
0 |
2 |
6 |
43 |
| Ciclo financiero de referencia en Colombia |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
33 |
| Common Factors in the Profitability of Energy Firms |
3 |
8 |
8 |
8 |
6 |
11 |
11 |
11 |
| Commonality, macroeconomic factors and banking profitability |
0 |
1 |
2 |
5 |
0 |
2 |
6 |
14 |
| Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
128 |
| Currency downside risk, liquidity, and financial stability |
1 |
1 |
1 |
25 |
2 |
2 |
6 |
109 |
| Cyclical capital structure decisions |
0 |
1 |
1 |
11 |
0 |
1 |
4 |
32 |
| Daily growth at risk: Financial or real drivers? The answer is not always the same |
0 |
0 |
1 |
1 |
0 |
0 |
16 |
18 |
| Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
86 |
| Does economic complexity reduce the probability of a fiscal crisis? |
0 |
0 |
2 |
13 |
0 |
1 |
14 |
51 |
| Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation |
1 |
1 |
1 |
14 |
1 |
3 |
5 |
60 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
30 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano* |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
20 |
| Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile |
0 |
0 |
1 |
57 |
0 |
0 |
3 |
106 |
| Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach |
0 |
0 |
2 |
17 |
0 |
0 |
2 |
48 |
| Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
33 |
| Energy firms in emerging markets: Systemic risk and diversification opportunities |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
12 |
| European stock market volatility connectedness: The role of country and sector membership |
0 |
0 |
1 |
8 |
0 |
1 |
11 |
34 |
| Expected, unexpected, good and bad aggregate uncertainty |
0 |
0 |
1 |
2 |
0 |
0 |
5 |
8 |
| Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
118 |
| Financial and Macroeconomic Uncertainties and Real Estate Markets |
0 |
0 |
5 |
12 |
1 |
2 |
12 |
29 |
| Financial bubbles and recent behaviour of the Latin American stock markets |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
74 |
| Financial integration and banking stability: A post-global crisis assessment |
0 |
1 |
8 |
8 |
0 |
1 |
14 |
14 |
| Financial risk network architecture of energy firms |
1 |
2 |
2 |
31 |
1 |
2 |
3 |
96 |
| Generalized Market Uncertainty Measurement in European Stock Markets in Real Time |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| Giving and receiving: Exploring the predictive causality between oil prices and exchange rates |
0 |
1 |
1 |
18 |
1 |
3 |
5 |
58 |
| High frequency monitoring of credit creation: A new tool for central banks in emerging market economies |
0 |
0 |
2 |
2 |
0 |
1 |
20 |
20 |
| Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach |
0 |
0 |
1 |
42 |
2 |
2 |
11 |
165 |
| Interdependent capital structure choices and the macroeconomy |
1 |
1 |
1 |
8 |
1 |
1 |
2 |
23 |
| Investment in intangible assets and economic complexity |
0 |
0 |
6 |
6 |
0 |
1 |
14 |
14 |
| La medición del riesgo en eventos extremos. Una revisión metodológica en contexto |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
57 |
| MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
48 |
| Measuring uncertainty in the stock market |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
181 |
| Nonlinear empirical pricing in electricity markets using fundamental weather factors |
1 |
3 |
3 |
11 |
1 |
5 |
8 |
38 |
| Nonlinear market liquidity: An empirical examination |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
13 |
| Pricing the risk due to weather conditions in small variable renewable energy projects |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
14 |
| Reference financial cycle in Colombia |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
83 |
| Regímenes de riesgo en el mercado de acciones colombiano |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
| Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
137 |
| Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
65 |
| Risk Synchronization in International Stock Markets |
0 |
1 |
1 |
16 |
0 |
1 |
3 |
42 |
| Risk measurement under extreme events. An in-context methodological review |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
80 |
| Risk spillovers between global corporations and Latin American sovereigns: global factors matter |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
20 |
| Risk spillovers of critical metals firms |
1 |
1 |
3 |
9 |
1 |
1 |
5 |
18 |
| Sovereign debt cost and economic complexity |
0 |
1 |
2 |
2 |
0 |
4 |
16 |
16 |
| Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
27 |
| Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis |
0 |
1 |
2 |
15 |
0 |
1 |
7 |
114 |
| Systemic political risk |
0 |
0 |
1 |
2 |
0 |
0 |
9 |
27 |
| Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030 |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
14 |
| Term spread spillovers to Latin America and emergence of the ‘Twin Ds’ |
0 |
1 |
3 |
3 |
2 |
6 |
18 |
18 |
| The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions |
1 |
2 |
2 |
12 |
1 |
2 |
8 |
48 |
| Trends in the Quantiles of the Life Table Survivorship Function |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
24 |
| US uncertainty shocks on real and financial markets: A multi-country perspective |
0 |
0 |
4 |
4 |
0 |
1 |
19 |
19 |
| Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? |
0 |
0 |
0 |
14 |
0 |
4 |
5 |
90 |
| Uncovering the nonlinear predictive causality between natural gas and electricity prices |
0 |
0 |
1 |
22 |
0 |
0 |
4 |
90 |
| Uncovering the time-varying relationship between commonality in liquidity and volatility |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
26 |
| Volatility Spillovers in Energy Markets |
1 |
1 |
5 |
5 |
2 |
3 |
14 |
14 |
| Volatility Spillovers in Energy Markets |
0 |
0 |
5 |
50 |
0 |
2 |
13 |
134 |
| Vulnerability of European electricity markets: A quantile connectedness approach |
0 |
0 |
1 |
3 |
1 |
1 |
9 |
13 |
| Vulnerable funding in the global economy |
0 |
0 |
1 |
1 |
0 |
0 |
7 |
7 |
| Weather conditions, climate change, and the price of electricity |
2 |
5 |
8 |
8 |
2 |
13 |
30 |
30 |
| Total Journal Articles |
14 |
39 |
108 |
890 |
34 |
102 |
443 |
3,282 |
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