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Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - In: Applied economics 55 (2023) 13, pp. 1477-1496

Persistent link: https://www.econbiz.de/10013554932

Dynamic connectedness and causality between oil prices and exchange rates

Gómez González, José Eduardo; Hirs-Garzon, Jorge; … - 2017

Persistent link: https://www.econbiz.de/10011869240

Impact of US uncertainties on emerging and mature markets : evidence from a quantile-vector autoregressive approach

Chuliá, Helena; Gupta, Rangan; Uribe, Jorge; Wohar, Mark E. - In: Journal of international financial markets, … 48 (2017), pp. 178-191

Persistent link: https://www.econbiz.de/10011892345

Measuring uncertainty in the stock market

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: International review of economics & finance : IREF 48 (2017), pp. 18-33

Persistent link: https://www.econbiz.de/10011747070

Volatility spillovers in energy markets

Chuliá, Helena; Furió, Dolores; Uribe, Jorge - In: The energy journal 40 (2019) 3, pp. 173-197

Persistent link: https://www.econbiz.de/10012053266

Uncovering the time-varying relationship between commonality in liquidity and volatility

Chuliá, Helena; Koser, Christoph; Uribe, Jorge - In: International review of financial analysis 69 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012316887

Spillovers from the United States to Latin American and G7 stock markets : a VAR quantile analysis

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Emerging markets review 31 (2017), pp. 32-46

Persistent link: https://www.econbiz.de/10011803160

Asymmetric volatility spillovers and consumption risk-sharing

Uribe, Jorge; Chuliá, Helena - In: Applied economics 53 (2021) 35, pp. 4100-4117

Persistent link: https://www.econbiz.de/10012589560

Risk spillovers between global corporations and Latin American sovereigns : global factors matter

Gómez González, José Eduardo; Uribe, Jorge; … - 2022

This paper studies volatility spillovers in credit default swaps (CDS) between the corporate sectors and Latin American countries. Daily data from October 14, 2006, to August 23, 2021, are employed. Spillovers are computed both for the raw data and for filtered series which factor out the effect...

Persistent link: https://www.econbiz.de/10014495999

Financial and macroeconomic uncertainties and real estate markets

Gómez González, José Eduardo; Hirs-Garzón, Jorge; … - In: Eastern economic journal : EEJ 50 (2024) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10014512904