Julián Fernández-Mejía

News:

• The paper "Shocking Food Inflation" with Ana M. Pérez and Metin Çakır was presented at the Agricultural & Applied Economics Association (AAEA) annual conference

• The paper "The Uncertain Exorbitant Privilege and Duty" was selected for the Society of Computational Economics (SCE) annual conference in Santiago de Chile.

• My paper, "The Uncertain Exorbitant Privilege and Duty," was selected as one of the best papers in the 35th Symposium of Capital Markets of Asobancaria.

Published Articles

1. Extremely Stablecoins, Finance Research Letters, 63, 105268, 2024

2. Exchange rate forecasts for Colombia. Cuadernos de Administración, 39 (76) , e1013248, 2023.

3. (with Sergio I. Prada and Julio C. Alonso), Exchange Rate Pass-Through to Healthcare Prices in Colombia,  Cuadernos de Economía, 38(77), pp.  523-550, 2019

4. (with Helena Chuliá and Jorge Mario Uribe), Currency downside risk, liquidity, and financial stability, Journal of International Money and Finance, 89, pp. 83-102, 2018. slides

5. Measuring Market Risk for an Agricultural Exporter Firm: A Copula Approach, Academia - Revista Latinoamericana de Administración, 30(1), pp. 72-86, 2017.

6. (With Jorge M. Uribe) "Analysis of explosive processes in financial asset prices: Evidence from around the world", Revista Finanzas y Política Económica, 8(1), pp. 83-103. 2016.

7. (With Jorge M. Uribe and Diana Jiménez) "Regimes of volatility of the rate of exchange in Colombia and policy interventions", Investigación Económica, 74 (293), pp. 131-170. 2015

8. (With Jorge M. Uribe) "Systemic risk in the Colombian stock market: Diversification alternatives under extreme events", Cuadernos de Economía, 33(63), pp. 613-634. 2014

9. (With Jorge M. Uribe) "Financial bubbles and recent behavior of the Latin American stock markets", Lecturas de Economía, 81, pp. 57-90. 2014

Working Papers

• Exchange Rate Uncertainty and Interest Rate Parity

• The Uncertain Exorbitant Privilege and Duty

• International Reserves Patterns and Clusters (with Humberto Martínez-Beltrán)

• CIP Deviations, Commodity Markets Shocks, and the Role of Macroprudential Policy (With Camilo Granados)

Research In Progress

• Value Premium at Risk (with Jorge Mario Uribe)

• Fueling the Fire: Capital Flows and Financial Boom-Busts

• Shocking Food Inflation (with Ana Melissa Perez and Metin Çakır)

• Measuring FX Intervention Effects