Marta Gómez-Puig - Universitat de Barcelona

Marta Gómez-Puig
Curriculum Vitae
January 2016
Address
Economic Theory Department
Universitat de Barcelona
Diagonal 696
08034 Barcelona, Spain
ORCID ID: 0000-0001-8349-2829
Scopus Author ID: 11939316300
Tel: (34) 934 020 113
Fax: (34) 934 039 082
e-mail: [email protected]
Research interest:
International financial markets. International macroeconomics.
Education:
PhD in Economics, Universitat de Barcelona, 1991 (premio extraordinario)
MA in European Studies, Université Libre de Bruxelles, 1987
Bachelor in Economics, Universitat de Barcelona, 1986
Academic Positions:
Associate Professor, Economic Theory Department, Universitat de Barcelona, 2008Assistant Professor, Economic Theory Department, Universitat de Barcelona, 2005-2008.
Lecturer, Economic Theory Department, Universitat de Barcelona, 2003-2005.
Lecturer, Universitat Internacional de Catalunya, 1998-2000.
Assistant Professor, Economics and Business Department, Universitat Pompeu Fabra, 19921997.
Teaching Assistant, ESADE Barcelona, 1987-1990.
Visiting Academic Positions:
Visiting Researcher, Finance group of the Business department at Erasmus School of
Economics, Erasmus University, June 2015.
Visiting Researcher, Financial Markets Division, European Central Bank, August 2008.
Visiting Scholar, Economics Department, Massachusetts Institute of Technology, 2000-2002.
Visiting Researcher, Financial Markets Group, London School of Economics, July-August 1990.
Other Professional Positions:
Research Division, Barcelona Stock Exchange. Staff economist, 2002-2005.
International Markets Department, Analistas Financieros Internacionales. Madrid. Staff
economist, 1991-1992.
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Other Positions:
European Financial Management Association (EFMA), Co-President, 2013.
The Spanish Association of International Economics and Finance (AEEFI), The Spanish
Chapter of the International Economics and Finance Society (IEFS), Treasurer, 2011Research Group on Risk in Insurance and Finance; SGR20014-1016, SGR2009-1328,
SGR2005-0248. Member, 2006Research Institute of Applied Economics. Member, 2007External Research Fellow, International Economics Institute, Universitat Jaume I, 2015External Research Fellow, Instituto Complutense de Estudios Internacionales, Universidad
Complutense de Madrid, 2015-
Number of research periods officially recognized (CNEAI): 2
(1996-2008)
(2009-2014)
Summary of Grants and Awards:
DGICYT and MICYT (Spanish Government):
ECO2013-48326
ECO2011-14583-E/ECON
ECO2010-21787-C03-01/ECON
SEJ2008-04383-E/ECON
SEJ2007-63298/ECON
PB93-0388.
Instituto de Estudios Fiscales (Spanish Government):
IEF-247/2009
IEF-088/2011
IEF-101/2014.
FEE-IEB (Facultat d’Economia i Empresa-Institut d’Economia de Barcelona) Best Paper Award,
2010.
Catalan Government: 2008ARCS200076.
Post-doctoral Scholarship, MICYT (Spanish Government): 2000-2002 to pursue post-doctoral
research at the Massachusetts Institute of Technology.
Premio extraordinario de doctorado, Facultat d’Economia i Empresa, Universitat de Barcelona,
1990-1991.
CIRIT (Catalan Government) Scholarship: July-August 1990 to pursue pre-doctoral research at
the London School of Economics.
Pre-doctoral Scholarship, MICYT (Spanish Government): 1988-1991 to pursue PhD studies at
the Universitat de Barcelona.
Patronat Català Pro Europa Scholarship (Catalan Government): 1986-1987 to pursue MA
studies at the Université Libre de Bruxelles.
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Published articles
(1) Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. (2016). “Sovereign-Bank linkages:
Quantifying directional intensity of risk transfers in EMU countries”.Journal of International
Money and Finance, forthcoming.
Working paper version:
http://www.ub.edu/irea/working_papers/2015/201504.pdf
(2) Marí del Cristo, M.L. and Gómez-Puig, M. (2015). “Fiscal sustainability and dollarization: the
case of Ecuador”. Applied Economics, forthcoming.
http://dx.doi.org/10.1080/00036846.2015.1114580
(3) Gómez-Puig, M. and Sosvilla-Rivero, S. (2015). “The causal relationship between debt and
growth in EMU countries”. Journal of Policy Modeling, Vol 37, 974-989.
http://www.sciencedirect.com.sire.ub.edu/science/article/pii/S0161893815000976
(4) Fernández-Rodríguez, F., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015). “Volatility
Spillovers in EMU sovereign bond markets”. International Review of Economics and
Finance, Vol. 39, pp. 337-352.
http://www.sciencedirect.com/science/article/pii/S1059056015001082
(5) Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015). “Banking risk behavior and
connectedness in EMU countries”. Journal of International Money and Finance, Vol 57,
161-184.
http://www.sciencedirect.com/science/article/pii/S0261560615001291
(6) Afat, D., Gómez-Puig, M., and Sosvilla-Rivero, S. (2015). “The failure of the monetary
model of exchange rate determination”. Applied Economics, Vol. 47, No. 43, 4607–4629.
http://www.tandfonline.com/doi/full/10.1080/00036846.2015.1031878
(7) Gómez-Puig, M., Sosvilla-Rivero, S., and Ramos-Herrera M.C. (2014). “An update on EMU
sovereign yield spread drivers in times of crisis: A panel data analysis. The North
American Journal of Economics and Finance, Volume 30, November, pp.133-153.
http://www.sciencedirect.com/article/pii/S1062940814001041
(8) Gómez-Puig, M. and Sosvilla-Rivero, S. (2014). “Causality and contagion in EMU sovereign
debt markets”. International Review of Economics and Finance, Volume 33, September,
pp.12-27.
http://www.sciencedirect.com/science/article/pii/S1059056014000343
(9) Abad, A., Chuliá, H. and Gómez-Puig, M. (2014). “Time-varying integration in European
government bond markets”. European Financial Management, Vol 20: issue 2, pp.270290.
http://onlinelibrary.wiley.com/doi/10.1111/j.1468-036X.2011.00634.x/pdf
(10)Gómez-Puig, M. and Sosvilla-Rivero, S. (2013). “Granger-Causality in Peripheral EMU
Public Debt Markets: a Dynamic Approach”. Journal of Banking and Finance, n. 3, pp.
4627-4649.
http://www.sciencedirect.com/science/article/pii/S0378426613002203
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(11)Gómez-Puig, M. (2013). “Crisis de la deuda soberana y apalancamiento en la zona euro:
Un intento de cuantificación”. Cuadernos de Economía: Spanish Journal of Economics
and Finance,n.36, pp. 67-83.
http://www.sciencedirect.com/science/article/pii/S0210026613700426
(12) Marí del Cristo, M.L. and Gómez-Puig, M. (2013). “Pass-through in dollarized countries:
should Ecuador abandon the U.S. Dollar?” Applied Economics, Vol. 45, Issue 31, pages
4359-4375.
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2013.786166
(13) Cuñado, J. and Gómez-Puig, M. (2011). “La diversificación del riesgo en los mercados de
deuda pública de la zona euro”. Cuadernos de Economía: Spanish Journal of
Economics and Finance n. 34, pp.1-8.
http://www.sciencedirect.com/science/article/pii/S0210026611700012
(14)Abad, A., Chuliá, H. and Gómez-Puig, M. (2010). “EMU and European Government Bond
Market Integration. Journal of Banking and Finance n.34, pp.2851–2860.
http://www.sciencedirect.com/science/article/pii/S0378426609002854
(15)Gómez-Puig, M. (2009). “Systemic and Idiosyncratic Risk in EU-15 Sovereign yield spreads
after seven years of Monetary Union”. European Financial Management. Vol. 15, No. 5,
pp. 971–1000.
http://onlinelibrary.wiley.com/doi/10.1111/j.1468-036X.2009.00495.x/pdf
(16)Gómez-Puig, M. (2009). “The Immediate Effect of Monetary Union over EU-15’s Sovereign
Debt Yield Spreads”. Applied Economics, Vol 41/7. pp.929-939.
http://www.tandfonline.com/doi/abs/10.1080/00036840802345584
(17)Gómez-Puig, M. (2008). “Monetary Integration and the Cost of Borrowing”. Journal of
International Money and Finance, Vol 27/3, pp.455-479.
http://www.sciencedirect.com/science/article/pii/S0261560608000156
(18)Gómez-Puig, M. (2007). “Efectos de la Unión Cambiaria sobre los diferenciales de
rentabilidad de la Unión Europea-15”. Cuadernos de Economía: Spanish Journal of
Economics and Finance. Vol.30, n.82, pp.101-114.
http://www.sciencedirect.com/science/article/pii/S0210026611700012
(19)Gómez-Puig, M. (2006). “Tipos de cambio fijos e intervención en el Mercado de Divisas”.
Información Comercial Española: Revista de Economía, Vol.829, marzo-abril, pp. 189 204.
http://www.revistasice.com/CachePDF/ICE_829_189-204__37EC013893C736D2E72939624C25A995.pdf
(20)Gómez-Puig, M. (2005). “Size Matters for Liquidity: Evidence from EMU sovereign yield
spreads”. Economics Letters. Vol.90, Issue 2. pp.156-162, February.
http://www.sciencedirect.com/science/article/pii/S0165176505002727
(21)Gómez-Puig, M. (2005). “Liquidez y Tamaño del Mercado: Diferenciales de Rentabilidad a
Largo Plazo tras la UME”. Cuadernos de Economía: Spanish Journal of Economics
and Finance. Vol.28, n.76, enero-abril, pp.159-170.
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(22)Gómez-Puig, M. (2003). “Liquidez y Rentabilidad de la Deuda Pública en la UME”. Análisis
Financiero Internacional n.111, primer trimestre, pp.5-20
(23)Gómez-Puig, M. and J.G.Montalvo (1997). “A New Indicator to Assess the Credibility of the
EMS”. European Economic Review vol.41, n.8. pp.1511-1535, August.
http://www.sciencedirect.com/science/article/pii/S0014292196000438
(24)Gómez-Puig, M. (1992). “Bonos en ecus: valoración de su comportamiento reciente y
perspectivas futuras”. Análisis Financiero n.51, pp. 23-32, abril-mayo.
(25)Gómez-Puig, M. (1991). “Análisis empírico de la exposición y del riesgo de cambio
experimentado por las empresas no financieras españolas durante la década de los
ochenta (I)”. Análisis Financiero n.43, pp. 15-29, julio.
(26)Gómez-Puig, M. (1991). “Análisis empírico de la exposición y del riesgo de cambio
experimentado por las empresas no financieras españolas durante la década de los
ochenta (II)”. Análisis Financiero n.44, pp. 13-27, agosto.
(27)Gómez-Puig, M. (1989). “La eficiencia del mercado de divisas a plazo en España: 19771988”. Cuadernos de Economía: Spanish Journal of Economics and Finance. vol. 17,
pp.35-62, enero-abril.
Books chapters
(1) “Risk premia in EMU sovereign yield spreads after seven years of Monetary Union” (2010).
Chapter n. 7 in “Perspectives on International Economics: An European Focus”, pp.123142. Published by LAMBERT Academic Publishing and edited by José García-Solanes and
Helena Marques. ISBN: 978-3-8433-6375-4.
(2) “EU-15 Sovereign Governments’ Cost of Borrowing seven years after Monetary Union”
(2007). Chapter 16 in "Investigaciones en Seguros y Gestión de Riesgos: Riesgo 2007”. Ed.
José María Sarabia and Montserrat Guillen. Ediciones TGD. ISBN: 978-84-935516-3-6.
(3) “La empresa familiar española y los mercados bursátiles” (2005), jointly with R.Tremosa.
Section 5 (V) in “Libro Blanco sobre el Patrimonio Familiar, Empresarial y Profesional: Su
Formación y Transmisión” coordinated by M.Garrido and J.M.Fugardo. Ed. Bosch,
Barcelona. ISBN: 8497901347.
(4) “El Mercado de Deuda Pública en Ecus: Perspectivas” (1993). Chapter 8 in "Los Mercados
de Deuda Pública ante la Unión Económica y Monetaria", coordinated by Ignacio Ezquiaga.
Instituto de Estudios y Análisis Económicos del Ministerio de Economía y Hacienda. ISBN:
84-87868-07-X.
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Working Papers
(1) "Short-run and long-run effects of public debt on economic performance: Evidence from
EMU countries" (2015). Co-authors: Simón Sosvilla-Rivero. Institut de Recerca en
Economia Aplicada (IREA) Working Papers. Universitat de Barcelona. 2015/22.
http://www.ub.edu/irea/working_papers/2015/201522.pdf.
(2) “Financial stress transmission in EMU sovereign bond markets’ volatility: a connectedness
analysis” (2015). Co-authors: Fernando Fernández-Rodríguez and Simón Sosvilla Rivero.
Institut de Recerca en Economia Aplicada (IREA) Working Papers. Universitat de
Barcelona. 2015/08.
http://www.ub.edu/irea/working_papers/2015/201508.pdf
(3) “EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”(2014). Coauthors: Simón Sosvilla-Rivero. Institut de Recerca en Economia Aplicada (IREA) Working
Papers. Universitat de Barcelona. 2014/02.
http://www.ub.edu/irea/working_papers/2014/201402.pdf
(4) “Dollarization and the relationship between EMBI and fundamentals in Latin American
countries” (2014). Co-authors: Lorena Marí del Cristo. Institut de Recerca en Economia
Aplicada (IREA) Working Papers. Universitat de Barcelona. 2014/06.
http://www.ub.edu/irea/working_papers/2014/201406.pdf
Conference Presentations (last 5 years)
XXXX Simposio de Análisis Económico, Girona, December 10-12, 2015.
V Workshop de Economía y Finanzas Internacionles, Las Palmas de Gran Canaria, November
30-December 1, 2015.
IV Meeting on International Economics, Villarreal (Castellón), September 24-25, 2015.
EFMA Annual Meetings, Amsterdam, June 24-27, 2015.
XVI Conference on International Economics, San Sebastián, June 25-26, 2015.
VII Jornadas de Docencia en Economía, Palma de Mallorca, June 11-12, 2015.
18th International Conference on Macroeconomic Analysis and International Finance (ICMAIF),
Creta, May 28-30, 2015.
I Jornada de Metodología Docente en Economía, Barcelona, April 22, 2015.
XI INTECO Workshop on Economic Integration, Valencia, November 27-28, 2014.
V Workshop de Economía Internacional: Comercio y Finanzas, La Laguna, November 10-11,
2014.
29th Annual Congress of the European Economic Association, Toulouse, August 25-29, 2014.
XI Foro Evaluación de la Calidad (FECIES), Bilbao, July 8-10, 2014
EFMA Annual Meetings, Rome, June 25-28, 2014.
XV Conference on International Economics, Salamanca, June 26-27, 2014.
th
6 International Finance and Banking and Society (IFABS), Lisbon, June 18-20, 2014.
International Conference on Economic and Financial Risks”, Poitiers, June 12-13, 2014.
12th INFINITI Conference on International Finance, Prato, June 10-14, 2014.
XVII Encuentros Economía Aplicada, Gran Canaria, June 5-6, 2014.
XXXVIII Simposio de Analisis Económico, Santander, December 12-14, 2013.
XIV Conference on International Economics, Palma de Mallorca, June 27-28, 2013.
XIV Congreso Ibérico Actuarios, Barcelona, June 19-21, 2013.
XVI Encuentros Econonomía Aplicada, Granada, June 6-7, 2013.
27th Annual Congress of the European Economic Association, Málaga, August 27-31, 2012.
EFMA Annual Meetings, Barcelona, June 25-30, 2012
10th INFINITI Conference on International Finance, Dublin, June 11-12, 2012
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22nd (EC) Conference, Florence, December 15-17, 2011.
XIX Foro de Finanzas, Granada, November 17-18, 2011.
XXIV Simposio de Moneda y Crédito, Madrid, November 4-5, 2011.
26th Annual Congress of the European Economic Association, Oslo, August 24-29, 2011.
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EFMA Annual Meetings, Braga, June 22-25, 2011.
XII Jornadas Economía Internacional, Castellón, June 16-18, 2011.
XIV Encuentros de Economía Aplicada, Huelva, June 2-3, 2011.
EFMA Annual Meetings, Aarhus, June 23-26, 2010.
XIII Encuentros de Economía Aplicada, Sevilla, June 10-11, 2010.
Conference Organization
XV Conference on International Economy, Salamanca, June 2014, Program Chair.
European Financial Management Annual Meeting (EFMA), Barcelona, June 2012, Co-Chair.
XI Conference on International Economy, Barcelona, June 2009, Organizing Committee
member.
Program Committee Service.
EFMA Annual Meeting: Basel, June-July 2016; Amsterdam, June 2015; Roma, June 2014;
Reading, June 2013; Barcelona, June 2012; Braga, June 2011; Aarhus, June 2010.
INFINITI Conference on International Finance: Liubliana, June 2015; Prato, 9-10 June 2014;
Dublin, June 2009.
VII Jornadas de Docencia en Economía, Palma de Mallorca, 11-12 June 2015.
International Conference of the PFN-Portuguese Finance Network: Algarve, 18-20 June 2014;
Aveiro, 5-7 July 2012.
International Conference on Modeling and Simulation in Engineering, Economics and
Management: New York, May-June 2012; Rio de Janeiro, October 2012.
XIII Conference on International Economy, Granada, June 2012.
EFMA Merton H. Miller Doctoral Seminar (Instructor), Aarhus, June 2010.
XI Encuentros en Economía Aplicada, Salamanca, June 2008.
Editorial Service
Cuadernos de Economía: Spanish Journal of Economics and Finance, Associate Editor, 2012-
Referee Service
Applied Economics; Applied Financial Economics
Cuadernos de Economía: Spanish Journal of Economics and Finance
Emerging Markets Finance and Trade
European Central Bank Working Paper Series
European Economic Review
European Financial Management
International Review of Economics and Finance
Investigaciones Económicas
Journal of Banking and Finance
Journal of Financial Stability
Journal of International Financial Markets, Institutions and Money
Journal of International Money and Finance
Moneda y Crédito
The Journal of the European Economic Association
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PhD Thesis Advisor Service
Title: “Essays on the optimal choice of exchange rate regime in emerging countries”.
Author: Lorena Marí del Cristo. Economic Theory Department. Universitat de Barcelona.
Defense Date: April 25, 2014.
Title: “Banking and Sovereign Risk: The case of EMU”.
Autor: Manish K. Singh. Economic Theory Department. Universitat de Barcelona.
Co-Advisor: Simón Sosvilla-Rivero, Universidad Complutense de Madrid
Defense Date: June 2017.
PhD Thesis Committee Member
Title: “Ensayos sobre Macroeconomía Internacional"
Author: María del Carmen Ramos Herrera. Departamento de Métodos Cuantitativos.
Universidad Complutense de Madrid.
Defense Date: June 23, 2014.
Title: “Volatility in Financial Markets: The Impact of the Global Financial Crisis”
Author: Natàlia Valls Ruiz. Departamento de Estadística y Econometría. Universitat de
Barcelona.
Defense Date: December 12, 2014.
Title: “Four Essays on Economic Issues in African Countries”.
Author: Borja Balparda. Departamento de Economía. Universidad de Navarra.
Defense Date: June 5, 2015.
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