Jose E. Gomez-Gonzalez

Selected Publications

• "Climate Growth at Risk in the Global South," (with Carlos Giraldo, Iader Giraldo, and Jorge M. Uribe), Energy Economics, Vol. 149, No. C, Article 108790, 2025.
• "Doom Loops in Latin America," (with Jorge M. Uribe, Oscar M. Valencia and Kim Bum), Emerging Markets Review, Vol. 68, No. C, Article 101334, 2025.
• "Sovereign Debt Cost and Economic Complexity," (with Jorge M. Uribe and Oscar M. Valencia), Journal of International Financial Markets, Institutions and Money, Vol. 99, No. C, Article 102121, 2025. 
• "Asymmetric Sovereign Risk: Implications for Climate Change Preparation," (with Jorge M. Uribe and Oscar M. Valencia), World Development, Vol. 188, No. C, Article 106908, 2025 
• "Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’," (with Carlos Giraldo, Iader Giraldo, and Jorge M. Uribe), International Review of Economics and Finance, Vol. 96, Part B, Article 103682, 2024 
• "Does economic complexity reduce the probability of a fiscal crisis?" (with Jorge M. Uribe and Oscar M. Valencia), World Development, Vol. 168, No. C, Article 106250, 2023.
• "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crisis: A Tale of Two Countries" (with Carlos Giraldo, Iader Giraldo, and Jorge M. Uribe), Emerging Markets Review, Vol. 55, No. C, Article 101028, 2023.
• "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter" (with Jorge M. Uribe and Oscar M. Valencia), Applied Economics, Vol. 55, No. 13, P. 1477 - 1496, 2023.
• "Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets" (with Jorge Hirs and Jorge M. Uribe), Journal of Commodity Markets, Vol. 28, No. C, Article 100258, 2022.
• "How Fiscal Rules Can Reduce Sovereign Debt Default Risk" (with Oscar M. Valencia and Gustavo A. Sanchez), Emerging Markets Review, Vol. 50, No. C, Article 100839, 2022.
• "Dynamic Spillovers Between REITs and Stock Markets in Global Financial Markets" (with Jorge Hirs-Garzon), Journal of Real Estate Portfolio Management, Vol. 27, No. 1, P. 20-28, 2021.
• "Bancarization and Violent Attacks from Guerrilla and other Illegal Groups in Colombia" (four coauthors), Socio-Economic Planning Sciences, Vol. 78, No. C, Article 101084, 2021.
• "Does the financial structure of banks influence the bank lending channel of monetary policy? Evidence from Colombia" (with A.M. Kutan, J.N. Ojeda-Joya and C. Ortiz). International Journal of Emerging Markets, Vol. 16, No. 4, P. 765-785, 2021.
• "More than Words: Foreign Exchange Intervention under Imperfect Credibility" (with Julian A. Parra-Polania and Mauricio Villamizar-Villegas), 2020. Bulletin of Economic Research, Vol. 73, No. 4, P. 499-507, 2021.
• "When Bubble Meets Bubble: Contagion in OECD Countries" (with J. Gamboa-Arbelaez, J. Hirs-Garzon and A. Pinchao-Rosero), Journal of Real Estate Finance and Economics, Vol. 56, No. 4, P. 546-566, 2018.
• "The Maple Bubble: A History of Migration Among Canadian Provinces" (with S. Sanin-Restrepo), Journal of Housing Economics, Vol. 41, No. C, P. 57-71, 2018.
• "Determinants of Housing Bubbles' Duration in OECD Countries" (with J.S. Amador-Torres and S. Sanin-Restrepo), International Finance, Vol. 21, No. 2, P. 140-157, 2018.
• "Sovereign Default Risk in OECD Countries: Do Global Factors Matter?" (with L.F. Melo-Velandia and D. Ordonez-Callamand), North American Journal of Economics and Finance, Vol. 42, No. C, P. 629-639, 2017.
• "Patterns of Global Health Financing and Potential Future Spending on Health" (with N.R. Reyes), The Lancet, Vol. 389, No. 10083, P. 1955-1956, 2017.
• "Stock Market Volatility Spillovers: Evidence for Latin America" (with S. Gamba-Santamaria, J. Hurtado-Guarin and L.F. Melo-Velandia), Finance Research Letters, Vol. 20, No. C, P. 207-216, 2017.
• "Giving and Receiving: Exploring the Predictive-Causality between Oil Prices and Exchange Rates" (with J.M. Uribe and J. Hirs-Garzon). International Finance, Vol. 23, No. 1, P. 175-194, 2020.
• "Dynamic Relations between Oil and Stock Market Returns: A Multi-Country Study" (with J. Hirs-Garzon and J. Gamboa-Arbelaez), North American Journal of Economics and Finance, Vol 51, No. C, Article 101082, 2020.
• "A Rank Approach for Studying Cross-Currency Basis and the Covered Interest Rate Parity" (with L. Melo-Velandia, S. Gomez and D. Ordonez-Callamand), Empirical Economics, Vol. 59, No. 1, P. 357-369, 2020.
• "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects" (with S. Gamba-Santamaria, J. Hurtado-Guarin and L.F. Melo-Velandia), Empirical Economics, Vol. 56, No. 5, P. 1581-1599, 2019.
• "Detecting Exchange Rate Contagion Using Copula Functions" (with S. Cubillos-Rocha and L.F. Melo-Velandia), North American Journal of Economics and Finance, Vol. 47, No. C, P. 13-22, 2019.
• "Latin American Exchange Rate Dependencies: A Regular Vine Copula Approach" (with L. Melo and R. Loaiza), Contemporary Economic Policy, Vol. 33, No. 3, P. 535-549, 2015.
• "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size does Matter" (with A. Garcia-Suaza, A. Murcia, and F. Tenjo-Galarza), Economic Modelling, Vol. 29, No. 5, P. 1612-1617, 2012.
• "A Simple Test of Momentum in Foreign Exchange Markets" (with A. Garcia-Suaza) Emerging Markets Finance and Trade, Vol. 48, No. 5, P. 66-77, 2012.
• "Does the Use of Foreign Currency Derivatives Affect Firms’ Market Value? Evidence from Colombia" (with C. Leon and K. Leiton), Emerging Markets Finance and Trade, Vol. 48, No. 4, P. 50-66, 2012.
• "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices" (with I. Orozco Hinojosa). Economic Modelling, Vol. 27, No. 1, P. 89-96, 2010.