| 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 |
1 |
1 |
2 |
11 |
3 |
6 |
11 |
23 |
| Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos |
0 |
0 |
1 |
280 |
0 |
1 |
12 |
1,151 |
| Assessing the relationship between electricity and natural gas prices in European markets in times of distress |
0 |
0 |
2 |
27 |
2 |
8 |
14 |
51 |
| Asymmetric Sovereign Risk: Implications for Climate Change Preparation |
0 |
0 |
1 |
17 |
4 |
36 |
51 |
80 |
| Asymmetric Sovereign Risk: Implications for Climate Change Preparation |
0 |
0 |
0 |
6 |
4 |
9 |
22 |
35 |
| Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries |
0 |
0 |
0 |
20 |
0 |
7 |
8 |
19 |
| Burbujas financieras: dos alternativas de identificación aplicadas a Colombia |
0 |
0 |
0 |
34 |
0 |
2 |
3 |
64 |
| CARACTERIZACI�N DEL MERCADO ACCIONARIO COLOMBIANO, 2001-2006: UN AN�LISIS COMPARATIVO |
0 |
0 |
1 |
60 |
3 |
9 |
10 |
247 |
| Caracterización del mercado accionario colombiano, 2001-2006: un análisis comparativo |
0 |
0 |
3 |
373 |
0 |
4 |
17 |
1,493 |
| Central Bank Transparency and the Persistence of ‘Very High’ Inflation |
0 |
0 |
0 |
0 |
1 |
9 |
11 |
11 |
| Climate Growth at Risk in the Global South |
0 |
1 |
3 |
7 |
2 |
4 |
13 |
27 |
| Climate Hazards Meet Overpriced Cities: Linking Environmental Risks to Real Estate Markets Across the Globe |
0 |
2 |
4 |
4 |
1 |
12 |
17 |
17 |
| Commonality, macroeconomic factors and banking profitability |
0 |
0 |
2 |
16 |
4 |
9 |
18 |
80 |
| Crecimiento económico colombiano y quiebres estructurales endógenos |
0 |
0 |
0 |
39 |
0 |
3 |
6 |
72 |
| Daily Growth at Risk: financial or real drivers? The answer is not always the same |
0 |
0 |
0 |
18 |
2 |
7 |
12 |
50 |
| Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio? |
0 |
0 |
0 |
125 |
1 |
7 |
11 |
711 |
| Determinantes de la Rentabilidad de los Bancos en Colombia: �Importa la Tasa de Cambio? |
0 |
0 |
0 |
68 |
0 |
3 |
5 |
337 |
| Does economic complexity reduce the probability of a fiscal crisis? |
0 |
0 |
1 |
43 |
3 |
7 |
10 |
112 |
| Dollarization and the International Bank Lending Channel: Evidence from Latin America |
0 |
1 |
11 |
11 |
1 |
14 |
24 |
24 |
| Dynamic Connectedness and Causality between Oil prices and Exchange Rates |
0 |
0 |
0 |
124 |
3 |
7 |
12 |
279 |
| Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities |
0 |
0 |
1 |
12 |
8 |
11 |
30 |
47 |
| Expected, Unexpected, Good and Bad Uncertainty |
1 |
1 |
1 |
28 |
3 |
11 |
18 |
95 |
| Financial and Macroeconomic Uncertainties and Real Estate Markets |
0 |
1 |
3 |
47 |
0 |
6 |
15 |
139 |
| Fiscal crises and climate change |
1 |
1 |
2 |
56 |
3 |
11 |
17 |
51 |
| Global effects of US uncertainty: real and financial shocks on real and financial markets |
0 |
0 |
0 |
50 |
3 |
8 |
10 |
152 |
| Global effects of US uncertainty: real and financial shocks on real and financial markets |
0 |
0 |
0 |
28 |
2 |
10 |
19 |
106 |
| Government Debt Expansion and Bank Capitalization: The Conditioning Role of Institutional Quality |
1 |
17 |
17 |
17 |
1 |
9 |
9 |
9 |
| High Frequency Monitoring of Credit Creation: A New Tool for Central Banks in Emerging Market Economies |
0 |
0 |
1 |
13 |
6 |
16 |
21 |
41 |
| Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach |
0 |
0 |
0 |
33 |
0 |
5 |
9 |
192 |
| Indicadores básicos de desarrollo del mercado accionario colombiano |
0 |
1 |
2 |
65 |
0 |
3 |
11 |
251 |
| Integration and Financial Stability: A Post-Global Crisis Assessment |
1 |
2 |
2 |
17 |
2 |
11 |
18 |
38 |
| Interdependent Capital Structure Choices and the Macroeconomy |
0 |
0 |
0 |
37 |
3 |
13 |
14 |
106 |
| Interdependent Capital Structure Choices and the Macroeconomy |
0 |
0 |
0 |
19 |
1 |
5 |
7 |
48 |
| Measuaring Uncertainty in the Stock Market |
0 |
0 |
0 |
62 |
1 |
6 |
8 |
137 |
| Mercado de Acciones Colombiano. Determinantes Macroeconómicos y Papel de las AFP |
0 |
0 |
0 |
61 |
0 |
4 |
6 |
121 |
| Monitoring daily unemployment at risk |
0 |
0 |
0 |
17 |
0 |
4 |
5 |
29 |
| Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI |
0 |
0 |
1 |
20 |
4 |
15 |
32 |
76 |
| Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions |
0 |
0 |
0 |
56 |
0 |
8 |
14 |
110 |
| Otro País Exportador Neto de Petróleo y sus Reacciones Macroeconómicas ante Cambios del Precio: Colombia |
0 |
0 |
4 |
128 |
0 |
4 |
10 |
290 |
| Price Bubbles in Lithium Markets around the World |
0 |
0 |
2 |
21 |
2 |
10 |
20 |
91 |
| R&D Investment and Financial Stability |
1 |
2 |
9 |
15 |
8 |
18 |
45 |
53 |
| Rethinking Asset Pricing with Quantile Factor Models |
0 |
0 |
0 |
65 |
1 |
5 |
5 |
123 |
| Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter |
0 |
0 |
0 |
17 |
1 |
7 |
9 |
48 |
| Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter |
0 |
0 |
0 |
1 |
1 |
6 |
8 |
18 |
| Scaling Down Downside Risk with Inter-Quantile Semivariances |
0 |
0 |
0 |
13 |
3 |
7 |
11 |
77 |
| Sovereign Risk and Economic Complexity |
0 |
0 |
4 |
22 |
0 |
6 |
20 |
48 |
| Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction |
0 |
0 |
2 |
16 |
5 |
12 |
21 |
58 |
| Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis |
0 |
0 |
1 |
40 |
2 |
11 |
19 |
125 |
| Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets |
0 |
0 |
0 |
31 |
0 |
4 |
6 |
82 |
| Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises |
0 |
0 |
4 |
4 |
2 |
5 |
13 |
13 |
| Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’ |
0 |
1 |
1 |
10 |
0 |
10 |
14 |
35 |
| Testing for multiple bubbles with daily data |
1 |
1 |
1 |
18 |
3 |
6 |
6 |
85 |
| The Disappearance of Bank Capital Pro-Cyclicality in Emerging and Low-Income Economies under Basel III |
0 |
10 |
10 |
10 |
3 |
6 |
6 |
6 |
| The Impact of Colombia’s Gross Leverage Position in Foreign Exchange Derivatives on Housing Market Stability |
1 |
1 |
7 |
7 |
3 |
15 |
33 |
33 |
| Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign |
0 |
0 |
0 |
34 |
1 |
10 |
11 |
68 |
| U.S. Monetary Policy Shocks and Bank Lending in Latin America: Evidence of an International Bank Lending Channel |
0 |
0 |
1 |
14 |
2 |
7 |
11 |
42 |
| US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries |
0 |
0 |
0 |
33 |
0 |
6 |
16 |
104 |
| US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries |
0 |
0 |
0 |
8 |
3 |
9 |
11 |
28 |
| Una aproximación dinámica a la medición del riesgo de mercado para los bancos comerciales en Colombia |
0 |
0 |
0 |
119 |
0 |
4 |
5 |
337 |
| Uncovering the time-varying relationship between commonality in liquidity and volatility |
0 |
0 |
0 |
9 |
1 |
9 |
13 |
59 |
| Vulnerable Funding in the Global Economy |
0 |
0 |
1 |
48 |
0 |
8 |
11 |
92 |
| Total Working Papers |
8 |
43 |
108 |
2,604 |
112 |
505 |
874 |
8,546 |
| 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 |
1 |
13 |
1 |
7 |
10 |
42 |
| An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk |
1 |
1 |
3 |
6 |
2 |
6 |
14 |
27 |
| Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State |
0 |
0 |
0 |
12 |
1 |
7 |
9 |
50 |
| Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo |
0 |
0 |
0 |
3 |
1 |
4 |
4 |
38 |
| Assessing the joint risks of fiscal crises and climate change |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Assessing the relationship between electricity and natural gas prices in European markets in times of distress |
1 |
2 |
5 |
11 |
6 |
17 |
33 |
62 |
| Asymmetric sovereign risk: Implications for climate change preparation |
0 |
0 |
3 |
3 |
3 |
12 |
20 |
28 |
| Asymmetric volatility spillovers and consumption risk-sharing |
0 |
0 |
0 |
3 |
1 |
3 |
3 |
14 |
| Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries |
0 |
0 |
1 |
5 |
0 |
4 |
10 |
26 |
| Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina |
0 |
0 |
0 |
4 |
1 |
4 |
6 |
51 |
| Capital structure decisions in the energy transition: Insights from Spain |
0 |
1 |
8 |
9 |
1 |
9 |
38 |
43 |
| Cash flow investment, external funding and the energy transition: Evidence from large US energy firms |
0 |
0 |
3 |
4 |
1 |
5 |
12 |
15 |
| Characterizing electricity market integration in Nord Pool |
0 |
0 |
1 |
13 |
1 |
4 |
11 |
52 |
| Ciclo financiero de referencia en Colombia |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
35 |
| Climate growth at risk in the global south |
0 |
1 |
4 |
4 |
0 |
6 |
12 |
12 |
| Common Factors in the Profitability of Energy Firms |
0 |
2 |
15 |
15 |
2 |
8 |
32 |
32 |
| Commonality, macroeconomic factors and banking profitability |
1 |
2 |
3 |
7 |
2 |
12 |
19 |
30 |
| Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica |
0 |
0 |
0 |
21 |
1 |
3 |
3 |
131 |
| Currency downside risk, liquidity, and financial stability |
0 |
0 |
1 |
25 |
0 |
2 |
5 |
112 |
| Cyclical capital structure decisions |
0 |
0 |
1 |
11 |
0 |
6 |
9 |
40 |
| Daily growth at risk: Financial or real drivers? The answer is not always the same |
0 |
0 |
1 |
2 |
1 |
9 |
16 |
34 |
| Dinámica del tipo de cambio, quiebre estructural e intervenciones de política en Colombia |
0 |
0 |
0 |
12 |
0 |
3 |
6 |
92 |
| Does economic complexity reduce the probability of a fiscal crisis? |
0 |
0 |
2 |
15 |
2 |
6 |
17 |
66 |
| Doom loops in Latin America |
0 |
1 |
4 |
4 |
2 |
17 |
24 |
24 |
| Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation |
1 |
1 |
4 |
17 |
3 |
10 |
23 |
80 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano |
0 |
0 |
0 |
5 |
1 |
6 |
8 |
38 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano |
0 |
0 |
0 |
1 |
3 |
8 |
9 |
25 |
| Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano* |
0 |
0 |
0 |
0 |
3 |
6 |
10 |
30 |
| Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile |
0 |
0 |
0 |
57 |
0 |
1 |
3 |
109 |
| Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach |
0 |
0 |
1 |
18 |
0 |
3 |
8 |
56 |
| Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach |
0 |
0 |
0 |
2 |
3 |
4 |
5 |
38 |
| Energy firms in emerging markets: Systemic risk and diversification opportunities |
0 |
0 |
1 |
4 |
1 |
7 |
13 |
24 |
| European stock market volatility connectedness: The role of country and sector membership |
0 |
1 |
3 |
11 |
1 |
3 |
17 |
50 |
| Expected, unexpected, good and bad aggregate uncertainty |
0 |
0 |
2 |
4 |
1 |
7 |
13 |
21 |
| Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients |
0 |
0 |
0 |
49 |
0 |
4 |
4 |
122 |
| Financial and Macroeconomic Uncertainties and Real Estate Markets |
0 |
1 |
1 |
13 |
2 |
7 |
13 |
40 |
| Financial bubbles and recent behaviour of the Latin American stock markets |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
75 |
| Financial integration and banking stability: A post-global crisis assessment |
1 |
1 |
4 |
10 |
2 |
8 |
16 |
28 |
| Financial risk network architecture of energy firms |
0 |
0 |
2 |
31 |
1 |
4 |
8 |
102 |
| Generalized Market Uncertainty Measurement in European Stock Markets in Real Time |
0 |
0 |
0 |
1 |
1 |
4 |
9 |
13 |
| Giving and receiving: Exploring the predictive causality between oil prices and exchange rates |
0 |
0 |
2 |
19 |
4 |
9 |
16 |
71 |
| High frequency monitoring of credit creation: A new tool for central banks in emerging market economies |
0 |
0 |
0 |
2 |
0 |
3 |
7 |
26 |
| Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach |
0 |
0 |
0 |
42 |
1 |
8 |
16 |
175 |
| Interdependent capital structure choices and the macroeconomy |
0 |
0 |
1 |
8 |
2 |
7 |
10 |
32 |
| Investment in intangible assets and economic complexity |
1 |
1 |
3 |
9 |
5 |
15 |
34 |
46 |
| La medición del riesgo en eventos extremos. Una revisión metodológica en contexto |
0 |
0 |
0 |
8 |
0 |
5 |
5 |
62 |
| MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE |
0 |
0 |
0 |
18 |
0 |
2 |
3 |
51 |
| Measuring uncertainty in the stock market |
0 |
1 |
1 |
49 |
1 |
10 |
21 |
201 |
| Nonlinear empirical pricing in electricity markets using fundamental weather factors |
0 |
1 |
4 |
12 |
1 |
6 |
17 |
50 |
| Nonlinear market liquidity: An empirical examination |
0 |
1 |
1 |
10 |
0 |
5 |
5 |
18 |
| Pricing the risk due to weather conditions in small variable renewable energy projects |
0 |
0 |
0 |
1 |
2 |
7 |
15 |
24 |
| Reference financial cycle in Colombia |
0 |
0 |
0 |
23 |
0 |
2 |
6 |
89 |
| Regímenes de riesgo en el mercado de acciones colombiano |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
9 |
| Revisando la hipótesis de los mercados eficientes: nuevos datos, nuevas crisis y nuevas estimaciones |
0 |
0 |
0 |
50 |
0 |
2 |
3 |
140 |
| Riesgo sistémico en el mercado de acciones colombiano: alternativas de diversificación bajo eventos extremos |
0 |
0 |
0 |
25 |
1 |
7 |
10 |
75 |
| Risk Synchronization in International Stock Markets |
0 |
0 |
1 |
16 |
3 |
5 |
6 |
47 |
| Risk measurement under extreme events. An in-context methodological review |
0 |
0 |
0 |
33 |
0 |
2 |
2 |
82 |
| Risk spillovers between global corporations and Latin American sovereigns: global factors matter |
0 |
0 |
0 |
7 |
4 |
8 |
11 |
31 |
| Risk spillovers of critical metals firms |
0 |
0 |
2 |
10 |
1 |
4 |
12 |
29 |
| Sovereign debt cost and economic complexity |
0 |
0 |
4 |
5 |
2 |
5 |
21 |
31 |
| Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets |
0 |
0 |
0 |
5 |
1 |
5 |
14 |
40 |
| Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis |
0 |
0 |
3 |
17 |
1 |
5 |
10 |
123 |
| Systemic political risk |
0 |
0 |
1 |
3 |
2 |
7 |
16 |
41 |
| Tablas de vida de Santiago de Cali: Tendencias recientes y proyecciones: 1985-2030 |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
18 |
| Term spread spillovers to Latin America and emergence of the ‘Twin Ds’ |
0 |
0 |
2 |
3 |
2 |
6 |
24 |
27 |
| The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions |
0 |
0 |
3 |
13 |
1 |
4 |
10 |
56 |
| Time-varying systemic risk in electricity markets using generative adversarial networks: Market resilience and policy |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
| Trends in the Quantiles of the Life Table Survivorship Function |
0 |
0 |
0 |
2 |
2 |
8 |
9 |
33 |
| U.S. monetary policy shocks and bank lending in Latin America: evidence of an international bank lending channel |
0 |
0 |
1 |
1 |
1 |
7 |
11 |
11 |
| US uncertainty shocks on real and financial markets: A multi-country perspective |
0 |
0 |
0 |
4 |
2 |
12 |
18 |
36 |
| US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries |
0 |
0 |
1 |
1 |
2 |
13 |
18 |
18 |
| Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? |
0 |
1 |
1 |
15 |
1 |
6 |
14 |
100 |
| Uncovering the nonlinear predictive causality between natural gas and electricity prices |
0 |
0 |
0 |
22 |
0 |
3 |
4 |
94 |
| Uncovering the time-varying relationship between commonality in liquidity and volatility |
0 |
0 |
1 |
4 |
2 |
8 |
10 |
36 |
| Volatility Spillovers in Energy Markets |
0 |
1 |
1 |
51 |
2 |
8 |
15 |
146 |
| Volatility Spillovers in Energy Markets |
0 |
1 |
4 |
8 |
0 |
3 |
14 |
24 |
| Vulnerability of European electricity markets: A quantile connectedness approach |
0 |
1 |
2 |
5 |
4 |
14 |
24 |
34 |
| Vulnerable funding in the global economy |
0 |
1 |
1 |
2 |
2 |
9 |
10 |
17 |
| Weather conditions, climate change, and the price of electricity |
0 |
2 |
11 |
14 |
5 |
20 |
55 |
67 |
| Total Journal Articles |
7 |
26 |
126 |
970 |
110 |
497 |
985 |
4,120 |
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