Research
Research
Working Papers
Fiscal Assessments Through the Lens of Firms: Corporate Perceptions and the Transmission of Fiscal Policy, with L. Andrian and O. Valencia. (Draft available upon request). [AI-Generated Podcast]
How Partisanship Shapes Economic Expectations: Evidence from the 2025 U.S. Tariff Announcement, with Taewon Hwang and Yoon Joo Jo. (Draft available upon request).
Firm-Level Risk Perceptions and the Transmission of Monetary Policy Shocks (Submitted. Draft available upon request). [AI-Generated Podcast]
Publications
Fiscal Rules and Economic Cycles: Quality (Always) Matters (with L. Andrian; O. Valencia and I. Urrea). European Journal of Political Economy. Vol. 85, December 2024, 102591.
US uncertainty shocks on real and financial markets: A multi-country perspective (with J. Gomez-Gonzalez and J.M. Uribe). Economic Systems, Volume 48, Issue 3, September 2024,101180.
Financial and Macroeconomic Uncertainties and Real Estate Markets (with J. Gomez-Gonzalez, S.Sanin-Restrepo and J.M. Uribe). Eastern Economic Journal, Vol. 50, No. 1, P. 29 - 53, 2024
Interdependent Capital Structure Choices and the Macroeconomy (with J. Gomez-Gonzalez and J.M. Uribe), North American Journal of Economics and Finance, Vol. 62, No. C, Article 101750, 2022
Spillovers beyond the variance: exploring the higher order risk linkages between commodity markets and global financial markets (with J. Gomez-Gonzalez and J.M. Uribe), Journal of Commodity Markets, Vol. 28, No. C, Article 100258, 2022.
Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets (with J. Gomez-Gonzalez). Journal of Real Estate Portfolio Management, 27:1, 20-28, DOI: 10.1080/10835547.2021.1981569
Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality (with J. Gomez-Gonzalez and S. Sanin-Restrepo), International Economics, Vol. 165, P. 37-50, 2021
Dynamic Relations between Oil and Stock Market Returns: A Multi-Country Study (with J. Gomez-Gonzalez and J. Gamboa-Arbelaez), The North American Journal of Economics and Finance, Vol 51, No. C, Article 101082, 2020.
Giving and Receiving: Exploring the Predictive-Causality between Oil Prices and Exchange Rates (with J. Gomez-Gonzalez and J.M. Uribe), International Finance, Vol. 23, No. 1, P.175-194, 2020.
When Bubble Meets Bubble: Contagion in OECD Countries (with J. Gamboa- Arbelaez, J. Gomez-Gonzalez and A. Pinchao-Rosero), The Journal of Real Estate Finance and Economics, Vol. 56, No. 4, P. 546-566, 2018.