Carlos León : Citation Profile


Are you Carlos León?

Banco de la Republica de Colombia (99% share)
Universiteit van Tilburg (1% share)

5

H index

4

i10 index

160

Citations

RESEARCH PRODUCTION:

32

Articles

97

Papers

4

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 8
   Journals where Carlos León has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 63 (28.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple368
   Updated: 2022-05-14    RAS profile: 2022-03-04    
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Relations with other researchers


Works with:

Ortega, Fabio (7)

Martínez, Constanza (6)

Rincon-Castro, Hernan (5)

Moreno Gutiérrez, José (4)

Gamboa-Estrada, Fredy (4)

Sarmiento, Miguel (3)

Arango, Carlos Alberto (2)

Bernal, Joaquin (2)

Gomez-Gonzalez, Jose (2)

Gómez-Pineda, Javier (2)

Parra-Polanía, Julián (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos León.

Is cited by:

Sarmiento, Miguel (12)

Cepeda-Lopez, Freddy (6)

Martínez, Constanza (5)

Berndsen, Ron (5)

Melo-Velandia, Luis (4)

Castro Iragorri, Carlos (3)

Montes-Rojas, Gabriel (3)

Renneboog, Luc (3)

Silva, Thiago (3)

Reveiz, Alejandro (3)

Ortega, Fabio (3)

Cites to:

Bech, Morten (35)

Rochet, Jean (30)

Soramäki, Kimmo (27)

Sarmiento, Miguel (26)

Berndsen, Ron (21)

Craig, Ben (20)

von Peter, Goetz (19)

FREIXAS, XAVIER (18)

Atalay, Enghin (17)

Reveiz, Alejandro (15)

Mantegna, Rosario (15)

Main data


Where Carlos León has published?


Journals with more than one article published# docs
Revista ESPE - Ensayos Sobre Política Económica4
Journal of Financial Stability4
Latin American Journal of Central Banking (previously Monetaria)3
Revista ESPE - Ensayos sobre Política Económica3
Revista de Economía del Rosario2
Lecturas de Economía2
Research in International Business and Finance2
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia50
BORRADORES DE ECONOMIA / BANCO DE LA REPÚBLICA35
Working papers / Red Investigadores de Economía2

Recent works citing Carlos León (2021 and 2020)


YearTitle of citing document
2020Communicability in the World Trade Network -- A new perspective for community detection. (2020). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2001.06356.

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2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2020). Legara, Erika Fille ; Chhajer, Harsh ; Granados, Oscar ; Pang, Raymond Ka-Kay. In: Papers. RePEc:arx:papers:2009.13390.

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2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Assessing the Impact of COVID-19 on Trade: a Machine Learning Counterfactual Analysis. (2021). Duenas, Marco ; Serti, Francesco ; Riccaboni, Massimo ; Ortiz, V'Ictor. In: Papers. RePEc:arx:papers:2104.04570.

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2021Network Structure and Fragmentation of the Argentinean Interbank Markets. (2021). Forte, Federico ; Montes-Rojas, Gabriel ; Elosegui, Pedro. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202196.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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2020AN ALTERNATIVE VIEW TO THE GLOBAL COAL TRADE:COMPLEX NETWORK APPROACH. (2020). Huseyin, Topuz ; Semanur, Soyyigit ; Halil, Ozekcolu. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:270-288.

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2020Liquidity coverage ratio in a payments network: Uncovering contagion paths. (2020). Berndsen, Ron ; Heuver, Richard. In: DNB Working Papers. RePEc:dnb:dnbwpp:678.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2021The price determinants of contingent convertible bonds. (2021). Davis, Tom P ; Zeitsch, Peter J. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000969.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Reputational dynamics in financial networks during a crisis. (2020). van der Schaar, Mihaela ; Zhang, Simpson. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300589.

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2021The intrafirm complexity of systemically important financial institutions. (2021). Leibon, G ; Foti, N J ; Rockmore, D N ; Lumsdaine, R L ; Farmer, J D. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301030.

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2021Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

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2021Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Shuai ; Wang, Qingyu ; Lu, Liping ; Fu, Qiang. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000036.

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2021How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x.

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2021On the predictive power of network statistics for financial risk indicators. (2021). , Mike ; Zhang, Zhepei ; Song, Jianhua. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001347.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2020.

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2021Shallow or deep? Training an autoencoder to detect anomalous flows in a retail payment system. (2021). Heijmans, Ronald ; Sabetti, Leonard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000119.

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2021A network characterization of the interbank exposures in Peru. (2021). Martinez-Jaramillo, Serafin ; Caccioli, Fabio ; Chavez, Diego A ; Rodriguez-Martinez, Anahi ; Cuba, Walter. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000156.

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2021Risk monitoring in Ecuadors payment system: Implementation of a network topology study. (2021). Arroyo, John ; Perez, Bryan ; Rubio, Jeniffer. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000193.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021The construction of multilayer stock network model. (2021). Jiang, Cheng ; Qu, Shuai ; Chen, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120309067.

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2021An analysis of network filtering methods to sovereign bond yields during COVID-19. (2021). Fille, Erika ; Chhajer, Harsh ; Granados, Oscar M ; Pang, Raymond Ka-Kay. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002673.

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2020National culture and bank risk-taking: Contradictory case of individualism. (2020). Illiashenko, Pavlo ; Laidroo, Laivi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300704.

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2022Measurement of Systemic Risk in the Colombian Banking Sector. (2022). Manotas, Diego Fernando ; Escobar, John Willmer ; Rivera-Escobar, Orlando. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:22-:d:723525.

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2020The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network. (2020). Yang, Jian-Bo ; Zhu, Jiaojiao ; Min, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9456-:d:444589.

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2021Ranking Countries and Geographical Regions in the International Green Bond Transfer Network: A Computational Weighted Network Approach. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE ; Managi, Shunsuke. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-10051-z.

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2021Multi-Attribute Community Detection in International Trade Network. (2021). Bartesaghi, Paolo ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benati, Stefano. In: Networks and Spatial Economics. RePEc:kap:netspa:v:21:y:2021:i:3:d:10.1007_s11067-021-09547-4.

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2020Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971.

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2021Assessing the Impact of COVID-19 on Trade: a Machine Learning Counterfactual Analysis. (2021). Serti, Francesco ; Duenas, Marco ; Riccaboni, Massimo ; Ortiz, Victor ; Dueas, Marco. In: Working papers. RePEc:rie:riecdt:79.

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2020Macroprudential regulation for a dynamic Chinese banking system with a scale-free network. (2020). Fan, Hong ; Gao, Qianqian. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00246-5.

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2020Systemic risk in the Angolan interbank payment system – a network approach. (2020). Gubareva, Mariya ; Borges, Maria ; Ulica, Lauriano. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:45:p:4900-4912.

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2020Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:8f0f2fa5-5fb2-46fb-9756-da987d4c6ff8.

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Works by Carlos León:


YearTitleTypeCited
2015Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia In: Chapters.
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2017Banks in Colombia: how homogeneous are they? In: Borradores de Economia.
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2020Banks in Colombia: How Homogeneous Are They?.(2020) In: Revista de Economía del Rosario.
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2018Nowcasting economic activity with electronic payments data: A predictive modeling approach In: Borradores de Economia.
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2018Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach.(2018) In: Revista de Economía del Rosario.
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2019Colombian liberalization and integration to world trade markets: Much ado about nothing In: Borradores de Economia.
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2019Detecting anomalous payments networks: A dimensionality reduction approach In: Borradores de Economia.
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2020Detecting anomalous payments networks: A dimensionality-reduction approach.(2020) In: Latin American Journal of Central Banking (previously Monetaria).
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2020Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia In: Borradores de Economia.
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2020Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia.(2020) In: Working papers.
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2020Interbank relationship lending in Colombia In: Borradores de Economia.
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2020Pattern recognition of financial institutions’ payment behavior In: Borradores de Economia.
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2020Pattern recognition of financial institutions’ payment behavior.(2020) In: Latin American Journal of Central Banking (previously Monetaria).
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2020Securities cross-holding in the Colombian financial system: A topological approach In: Borradores de Economia.
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2020Quién es quién en la red de coautoría en Colombia In: Borradores de Economia.
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2021Interbank relationship lending revisited: Are the funds available at a similar price? In: Borradores de Economia.
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2021Interbank relationship lending revisited: Are the funds available at a similar price?.(2021) In: Research in International Business and Finance.
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2021The dawn of a mobile payment scheme: The case of Movii In: Borradores de Economia.
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2021The dawn of a mobile payment scheme: The case of Movii.(2021) In: Working papers.
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2008La dolarización financiera: Experiencia internacional y perspectivas para Colombia In: Borradores de Economia.
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2008La dolarización financiera:Experiencia internacional y perspectivas para Colombia.(2008) In: BORRADORES DE ECONOMIA.
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2008Índice representativo del mercado de deuda pública interna: IDXTES In: Borradores de Economia.
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2008Índice representativo del mercado de deuda pública interna: IDXTES.(2008) In: BORRADORES DE ECONOMIA.
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2008Administración de fondos de pensiones y multifondos en Colombia In: Borradores de Economia.
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2008Administración de fondos de pensiones y multifondos en Colombia.(2008) In: BORRADORES DE ECONOMIA.
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2008Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia In: Borradores de Economia.
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2008Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: Ensayos sobre Política Económica.
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2008Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: BORRADORES DE ECONOMIA.
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2008Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: Revista ESPE - Ensayos Sobre Política Económica.
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2008Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space In: Borradores de Economia.
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2008Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space.(2008) In: BORRADORES DE ECONOMIA.
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2010Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space.(2010) In: Palgrave Macmillan Books.
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2008Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo In: Borradores de Economia.
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2008Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo.(2008) In: BORRADORES DE ECONOMIA.
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2009Modelo de simulación del valor de la pensión de un trabajador en Colombia In: Borradores de Economia.
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2009Modelo de simulación del valor de la pensión de un trabajador en Colombia.(2009) In: BORRADORES DE ECONOMIA.
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2009Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value? In: Borradores de Economia.
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2009Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?.(2009) In: BORRADORES DE ECONOMIA.
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2009Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos In: Borradores de Economia.
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2009Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos.(2009) In: BORRADORES DE ECONOMIA.
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2009Operational Risk Management using a Fuzzy Logic Inference System In: Borradores de Economia.
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2009Operational Risk Management using a Fuzzy Logic Inference System.(2009) In: BORRADORES DE ECONOMIA.
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2010Operational Risk Management Using a Fuzzy Logic Inference System.(2010) In: Journal of Financial Transformation.
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2010Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano In: Borradores de Economia.
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2010Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano.(2010) In: BORRADORES DE ECONOMIA.
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2010Portfolio Optimization and Long-Term Dependence In: Borradores de Economia.
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2011Portfolio optimization and long-term dependence.(2011) In: BIS Papers chapters.
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2010Portfolio Optimization and Long-Term Dependence.(2010) In: BORRADORES DE ECONOMIA.
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2010Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos In: Borradores de Economia.
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2010Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos.(2010) In: BORRADORES DE ECONOMIA.
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2011Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
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2011Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities In: Borradores de Economia.
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2011Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities.(2011) In: BORRADORES DE ECONOMIA.
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2011Foreign reserves’ strategic asset allocation In: Borradores de Economia.
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2011Foreign reserves´ strategic asset allocation.(2011) In: BORRADORES DE ECONOMIA.
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2011Designing an expert knowledge-based Systemic Importance Index for financial institutions In: Borradores de Economia.
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2011Designing an expert knowledge-based Systemic Importance Index for financial institutions.(2011) In: BORRADORES DE ECONOMIA.
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2012Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach In: Borradores de Economia.
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2012Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach.(2012) In: BORRADORES DE ECONOMIA.
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2012Investment horizon dependent CAPM: Adjusting beta for long-term dependence In: Borradores de Economia.
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2012Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence.(2012) In: BORRADORES DE ECONOMIA.
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2012Systemic Importance Index for financial institutions: A Principal Component Analysis approach In: Borradores de Economia.
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2012Systemic Importance Index for financial institutions: A Principal Component Analysis approach.(2012) In: BORRADORES DE ECONOMIA.
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2012Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints In: Borradores de Economia.
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2012Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints.(2012) In: BORRADORES DE ECONOMIA.
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2013Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures In: Borradores de Economia.
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2013Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures.(2013) In: BORRADORES DE ECONOMIA.
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2013El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas In: Borradores de Economia.
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2013El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas.(2013) In: BORRADORES DE ECONOMIA.
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2013Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach In: Borradores de Economia.
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2013Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach.(2013) In: BORRADORES DE ECONOMIA.
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2014Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach.(2014) In: Physica A: Statistical Mechanics and its Applications.
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2013Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view In: Borradores de Economia.
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2013Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view.(2013) In: BORRADORES DE ECONOMIA.
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2013Macro-prudential assessment of Colombian financial institutions’ systemic importance In: Borradores de Economia.
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2013Macro-prudential assessment of Colombian financial institutions’ systemic importance.(2013) In: BORRADORES DE ECONOMIA.
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2014Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance.(2014) In: Discussion Paper.
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2014The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? In: Borradores de Economia.
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2014The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?.(2014) In: BORRADORES DE ECONOMIA.
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2016The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?.(2016) In: Journal of Financial Stability.
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2014Scale-free tails in Colombian financial indexes: A primer In: Borradores de Economia.
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2014Scale-free tails in Colombian financial indexes: a primer.(2014) In: BORRADORES DE ECONOMIA.
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2014Identifying central bank liquidity super-spreaders in interbank funds networks In: Borradores de Economia.
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2014Identifying central bank liquidity super-spreaders in interbank funds networks.(2014) In: BORRADORES DE ECONOMIA.
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2018Identifying central bank liquidity super-spreaders in interbank funds networks.(2018) In: Journal of Financial Stability.
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2014A multi-layer network of the sovereign securities market In: Borradores de Economia.
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2014A multi-layer network of the sovereign securities market.(2014) In: BORRADORES DE ECONOMIA.
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2014Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures In: Borradores de Economia.
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2014Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: BORRADORES DE ECONOMIA.
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2014Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: Discussion Paper.
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2014Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: Discussion Paper.
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2015Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes In: Borradores de Economia.
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2015Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes.(2015) In: BORRADORES DE ECONOMIA.
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2014Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes.(2014) In: Revista Ciencias Estratégicas.
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2015Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data In: Borradores de Economia.
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2015Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2015) In: BORRADORES DE ECONOMIA.
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2016Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2016) In: Lecturas de Economía.
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2015Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2015) In: Discussion Paper.
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2015Monitoring the Unsecured Interbank Funds Market In: Borradores de Economia.
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2015Monitoring the Unsecured Interbank Funds Market.(2015) In: BORRADORES DE ECONOMIA.
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2015Short-Term Liquidity Contagion in the Interbank Market In: Borradores de Economia.
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2019Short-Term Liquidity Contagion in the Interbank Market.(2019) In: Revista Cuadernos de Economía.
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2015Short-Term Liquidity Contagion in the Interbank Market.(2015) In: BORRADORES DE ECONOMIA.
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2016Liquidity and Counterparty Risks Tradeoff in Money Market Networks In: Borradores de Economia.
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2016Equity Markets’ Clustering and the Global Financial Crisis In: Borradores de Economia.
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2017Equity markets’ clustering and the global financial crisis.(2017) In: Quantitative Finance.
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2016Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition In: Borradores de Economia.
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2017Whose Balance Sheet is this? Neural Networks for Banks Pattern Recognition.(2017) In: Discussion Paper.
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2017Whose Balance Sheet is this? Neural Networks for Banks Pattern Recognition.(2017) In: Other publications TiSEM.
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2017The evolution of world trade from 1995 to 2014: A network approach In: Borradores de Economia.
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2019The evolution of world trade from 1995 to 2014: A network approach.(2019) In: The Journal of International Trade & Economic Development.
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2017The Evolution of World Trade from 1995 to 2014 : A Network Approach.(2017) In: Discussion Paper.
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2017The Evolution of World Trade from 1995 to 2014 : A Network Approach.(2017) In: Other publications TiSEM.
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2017Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes In: Borradores de Economia.
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2011Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo In: Ensayos sobre Política Económica.
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2011Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
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2019Criptoactivos: análisis y revisión de literatura In: Ensayos sobre Política Económica.
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2019Criptoactivos: análisis y revisión de literatura.(2019) In: Revista ESPE - Ensayos Sobre Política Económica.
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2018International trade networks and the integration of Colombia into global trade In: BIS Papers chapters.
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2011Montecarlo simulation of long-term dependent processes: a primer In: BORRADORES DE ECONOMIA.
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2018Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes In: Revista Lecturas de Economía.
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2003El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales In: Contexto (Artículos Sobre Economía).
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2014Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture In: Journal of Financial Stability.
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2018Transfers processed by ACH Colombia: a network topology analysis In: Lecturas de Economía.
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2012Does the Use of Foreign Currency Derivatives Affect Firms Market Value? Evidence from Colombia In: Emerging Markets Finance and Trade.
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2014Caracterización y comparación del mercado OTC de valores en Colombia In: Revista de Economía Institucional.
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2018Ownership Networks Effects on Secured Borrowing In: Discussion Paper.
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2018Ownership Networks Effects on Secured Borrowing.(2018) In: Other publications TiSEM.
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