Personal information

Colombia

Activities

Employment (1)

Banco de la Republica Colombia: Santa Fe de Bogota, CO

Employment
Source: Self-asserted source
Luis Fernando Melo-Velandia

Works (21)

Inflation expectations, inflationary risk premium and liquidity premium: A Decomposition of the break-even inflation for the Colombian government’s bonds | Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: Una descomposición del break-even inflation para los bonos del Gobierno colombiano

Desarrollo y Sociedad
2017 | Journal article
EID:

2-s2.0-85014169212

Contributors: Espinosa-Torres, J.A.; Melo-Velandia, L.F.; Moreno-Gutiérrez, J.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Stock market volatility spillovers: Evidence for Latin America

Finance Research Letters
2017 | Journal article
EID:

2-s2.0-84992397186

Contributors: Gamba-Santamaria, S.; Gomez-Gonzalez, J.E.; Hurtado-Guarin, J.L.; Melo-Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Comparison of methods for estimating the uncertainty of value at risk

Studies in Economics and Finance
2016 | Journal article
EID:

2-s2.0-84990855868

Contributors: Gamba-Santamaria, S.; Jaulin-Mendez, O.F.; Melo-Velandia, L.F.; Quicazán-Moreno, C.A.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Impact of holy week on the industrial production indexes by sector in colombia | Impacto da semana santa sobre os índices de produção setoriais da indústria colombiana | Impacto de la Semana Santa sobre los índices de producción sectoriales de la industria colombiana

Revista de Economia del Rosario
2016 | Journal article
EID:

2-s2.0-85006048481

Contributors: Abril Salcedo, D.S.; Melo Velandia, L.F.; Parra Amado, D.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Impacts of weather anomalies on food prices in Colombia | Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia

Ensayos Sobre Politica Economica
2016 | Journal article
EID:

2-s2.0-84973889760

Contributors: Abril-Salcedo, D.S.; Melo-Velandia, L.F.; Parra-Amado, D.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

The international transmission of risk: Causal relations among developed and emerging countries' term premia

Research in International Business and Finance
2016 | Journal article
EID:

2-s2.0-84960086420

Contributors: Espinosa-Torres, J.A.; Gomez-Gonzalez, J.E.; Melo-Velandia, L.F.; Moreno-Gutiérrez, J.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Cointegration vector estimation by dols for a three-dimensional panel | Estimación de un modelo de cointegración utilizando DOLS para un panel de tres dimensiones

Revista Colombiana de Estadistica
2015 | Journal article
EID:

2-s2.0-84923246414

Contributors: Melo-Velandia, L.F.; León, J.J.; Saboyá, D.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Exchange rate contagion in Latin America

Research in International Business and Finance
2015 | Journal article
EID:

2-s2.0-84924283473

Contributors: Loaiza-Maya, R.A.; Gómez-González, J.E.; Melo-Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Latin american exchange rate dependencies: A regular vine copula approach

Contemporary Economic Policy
2015 | Journal article
EID:

2-s2.0-84929073426

Contributors: Loaiza Maya, R.A.; Gomez-Gonzalez, J.E.; Melo Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Sustainability of Latin American fiscal deficits: a panel data approach

Empirical Economics
2015 | Journal article
EID:

2-s2.0-84942504795

Contributors: Campo-Robledo, J.; Melo-Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

"Fallen angels" effect in the Colombian stock market: The case study of Interbolsa events | Efectos de «ángeles caídos» en el mercado accionario colombiano: Estudio de eventos del caso Interbolsa

Ensayos Sobre Politica Economica
2014 | Journal article
EID:

2-s2.0-84918579819

Contributors: Gómez-González, J.E.; Melo Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Relationship between financial system systemic risk and the real sector: A FAVAR approach | Relación entre el riesgo sistémico del sistema financiero y el sector real: Un enfoque FAVAR

Ensayos Sobre Politica Economica
2014 | Journal article
EID:

2-s2.0-84918559626

Contributors: Cabrera Rodríguez, W.A.; Melo Velandia, L.F.; Parra Amado, D.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

The impact of foreign exchange intervention in Colombia. An event study approach | El impacto de las intervenciones cambiarias en Colombia. Un estudio de eventos

Desarrollo y Sociedad
2014 | Journal article
EID:

2-s2.0-84904706850

Contributors: Echavarría, J.J.; Melo, L.F.; Villamizar, M.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Colombian product gap combinations | Combinación de brechas del producto Colombiano

Ensayos Sobre Politica Economica
2013 | Journal article
EID:

2-s2.0-84901325899

Contributors: Sáncheza, P.M.; Melo Velandia, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

External shocks and asset prices in Latin America before and after the Lehman Brothers bankruptcy | Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers

Ensayos Sobre Politica Economica
2013 | Journal article
EID:

2-s2.0-84901311281

Contributors: Melo, L.F.; Rincón, H.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Forecasting food inflation in developing countries with inflation targeting regimes

American Journal of Agricultural Economics
2012 | Journal article
EID:

2-s2.0-84855613206

Contributors: Gómez, M.I.; González, E.R.; Melo, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Financial regulation and value at risk | Regulación y valor en riesgo

Ensayos Sobre Politica Economica
2011 | Journal article
EID:

2-s2.0-84869839125

Contributors: melo, L.F.; Granados, J.C.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Inflation and money in Colombia: Another P-Star model

Applied Economics
2009 | Journal article
EID:

2-s2.0-67650760358

Contributors: González, A.; Melo, L.F.; Posada, C.E.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Transmisión de tasas de interés bajo el esquema de metas de inflación: Evidencia para Colombia

Cuadernos de Economia - Latin American Journal of Economics
2009 | Journal article
EID:

2-s2.0-70349283573

Contributors: Becerra, O.R.; Velandia, L.F.M.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Cambios de la tasa de política y su efecto en la estructura a plazo de colombia

Cuadernos de Economia - Latin American Journal of Economics
2008 | Journal article
EID:

2-s2.0-64149091589

Contributors: Arango, L.E.; González, A.; León, J.J.; Melo, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier

Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models

Journal of Development Economics
2006 | Journal article
EID:

2-s2.0-33646862608

Contributors: Arango, L.E.; Melo, L.F.
Source: Self-asserted source
Luis Fernando Melo-Velandia via Scopus - Elsevier