5
H index
4
i10 index
160
Citations
Carlos León : Citation Profile
Banco de la Republica de Colombia (99% share) | RESEARCH PRODUCTION: 32 Articles 97 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2003 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos León. | Is cited by:
| Cites to:
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Main data
Where Carlos León has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Borradores de Economia / Banco de la Republica de Colombia | 50 |
| BORRADORES DE ECONOMIA / BANCO DE LA REPÚBLICA | 35 |
| Working papers / Red Investigadores de Economía | 2 |
Recent works citing Carlos León (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Communicability 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. Full description at Econpapers || Download paper |
| 2021 | An 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. Full description at Econpapers || Download paper |
| 2021 | Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Assessing 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. Full description at Econpapers || Download paper |
| 2021 | Network 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. Full description at Econpapers || Download paper |
| 2021 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2020 | AN 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. Full description at Econpapers || Download paper |
| 2020 | Liquidity coverage ratio in a payments network: Uncovering contagion paths. (2020). Berndsen, Ron ; Heuver, Richard. In: DNB Working Papers. RePEc:dnb:dnbwpp:678. Full description at Econpapers || Download paper |
| 2020 | What 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. Full description at Econpapers || Download paper |
| 2020 | Spillovers 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. Full description at Econpapers || Download paper |
| 2021 | Multilayer 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | Monetary 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. Full description at Econpapers || Download paper |
| 2020 | Reputational 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | Quantification 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. Full description at Econpapers || Download paper |
| 2021 | Bank 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. Full description at Econpapers || Download paper |
| 2021 | How 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. Full description at Econpapers || Download paper |
| 2021 | On 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. Full description at Econpapers || Download paper |
| 2021 | Complexity, 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. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2021 | Shallow 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. Full description at Econpapers || Download paper |
| 2021 | A 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. Full description at Econpapers || Download paper |
| 2021 | Risk 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. Full description at Econpapers || Download paper |
| 2020 | Crisis 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. Full description at Econpapers || Download paper |
| 2021 | Citation 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. Full description at Econpapers || Download paper |
| 2021 | The 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. Full description at Econpapers || Download paper |
| 2021 | An 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. Full description at Econpapers || Download paper |
| 2020 | National 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. Full description at Econpapers || Download paper |
| 2022 | Measurement 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2021 | Ranking 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. Full description at Econpapers || Download paper |
| 2021 | Multi-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. Full description at Econpapers || Download paper |
| 2020 | Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971. Full description at Econpapers || Download paper |
| 2021 | Assessing 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. Full description at Econpapers || Download paper |
| 2020 | Macroprudential 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. Full description at Econpapers || Download paper |
| 2020 | Systemic risk in the Angolan interbank payment system â 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. Full description at Econpapers || Download paper |
| 2020 | Liquidity Coverage Ratio in a Payments Network: Uncovering Contagion Paths. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:8f0f2fa5-5fb2-46fb-9756-da987d4c6ff8. Full description at Econpapers || Download paper |
Works by Carlos León:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2017 | Banks in Colombia: how homogeneous are they? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Banks in Colombia: How Homogeneous Are They?.(2020) In: Revista de EconomÃÂa del Rosario. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Nowcasting economic activity with electronic payments data: A predictive modeling approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach.(2018) In: Revista de EconomÃÂa del Rosario. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | Colombian liberalization and integration to world trade markets: Much ado about nothing In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Detecting anomalous payments networks: A dimensionality reduction approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Detecting anomalous payments networks: A dimensionality-reduction approach.(2020) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Las 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. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Las 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Interbank relationship lending in Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Pattern recognition of financial institutionsâ payment behavior In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Pattern recognition of financial institutionsâ payment behavior.(2020) In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2020 | Securities cross-holding in the Colombian financial system: A topological approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Quién es quién en la red de coautorÃa en Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Interbank relationship lending revisited: Are the funds available at a similar price? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Interbank relationship lending revisited: Are the funds available at a similar price?.(2021) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2021 | The dawn of a mobile payment scheme: The case of Movii In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The dawn of a mobile payment scheme: The case of Movii.(2021) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | La dolarización financiera: Experiencia internacional y perspectivas para Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2008 | La dolarización financiera:Experiencia internacional y perspectivas para Colombia.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Ãndice representativo del mercado de deuda pública interna: IDXTES In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2008 | ÃÂndice representativo del mercado de deuda pública interna: IDXTES.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2008 | Administración de fondos de pensiones y multifondos en Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Administración de fondos de pensiones y multifondos en Colombia.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: Ensayos sobre PolÃtica Económica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2008 | Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia.(2008) In: Revista ESPE - Ensayos Sobre PolÃÂtica Económica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2008 | Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space.(2010) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 5 | chapter | |
| 2008 | Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo.(2008) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Modelo de simulación del valor de la pensión de un trabajador en Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Modelo de simulación del valor de la pensión de un trabajador en Colombia.(2009) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Does the Use of Foreign Currency Derivatives Affect Colombian Firmsâ Market Value? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Does the Use of Foreign Currency Derivatives Affect Colombian Firmsô Market Value?.(2009) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos.(2009) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Operational Risk Management using a Fuzzy Logic Inference System In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Operational Risk Management using a Fuzzy Logic Inference System.(2009) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Operational Risk Management Using a Fuzzy Logic Inference System.(2010) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Dependencia de largo plazo y la regla de la raÃz del tiempo para escalar la volatilidad en el mercado colombiano In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Dependencia de largo plazo y la regla de la raÃÂz del tiempo para escalar la volatilidad en el mercado colombiano.(2010) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Portfolio Optimization and Long-Term Dependence In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Portfolio optimization and long-term dependence.(2011) In: BIS Papers chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | chapter | |
| 2010 | Portfolio Optimization and Long-Term Dependence.(2010) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo TopologÃa de Redes y Simulación de Pagos In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo TopologÃÂa de Redes y Simulación de Pagos.(2010) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo TopologÃa De Redes Y Simulación De Pagos.(2011) In: Revista ESPE - Ensayos Sobre PolÃÂtica Económica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | Too-connected-to-fail Institutions and Payments Systemâs Stability: Assessing Challenges for Financial Authorities In: Borradores de Economia. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Too-connected-to-fail Institutions and Payments Systemôs Stability: Assessing Challenges for Financial Authorities.(2011) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Foreign reservesâ strategic asset allocation In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Foreign reservesô strategic asset allocation.(2011) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Designing an expert knowledge-based Systemic Importance Index for financial institutions In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Designing an expert knowledge-based Systemic Importance Index for financial institutions.(2011) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Estimating financial institutionsâ intraday liquidity risk: a Monte Carlo simulation approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Estimating financial institutionsô intraday liquidity risk: a Monte Carlo simulation approach.(2012) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Investment horizon dependent CAPM: Adjusting beta for long-term dependence In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence.(2012) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Systemic Importance Index for financial institutions: A Principal Component Analysis approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Systemic Importance Index for financial institutions: A Principal Component Analysis approach.(2012) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints.(2012) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2013 | El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Extracting the sovereignsâ CDS market hierarchy: a correlation-filtering approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Extracting the sovereignsô CDS market hierarchy: a correlation-filtering approach.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Extracting the sovereignsâ CDS market hierarchy: A correlation-filtering approach.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Macro-prudential assessment of Colombian financial institutionsâ systemic importance In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Macro-prudential assessment of Colombian financial institutionsââ¬â¢ systemic importance.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Macro-Prudential Assessment of Colombian Financial Institutionsâ Systemic Importance.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?.(2014) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?.(2016) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Scale-free tails in Colombian financial indexes: A primer In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Scale-free tails in Colombian financial indexes: a primer.(2014) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Identifying central bank liquidity super-spreaders in interbank funds networks In: Borradores de Economia. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Identifying central bank liquidity super-spreaders in interbank funds networks.(2014) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2018 | Identifying central bank liquidity super-spreaders in interbank funds networks.(2018) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2014 | A multi-layer network of the sovereign securities market In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2014 | A multi-layer network of the sovereign securities market.(2014) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures In: Borradores de Economia. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures.(2014) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes.(2015) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes.(2014) In: Revista Ciencias Estratégicas. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2015) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2016) In: Lecturas de EconomÃa. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data.(2015) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Monitoring the Unsecured Interbank Funds Market In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Monitoring the Unsecured Interbank Funds Market.(2015) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Short-Term Liquidity Contagion in the Interbank Market In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Short-Term Liquidity Contagion in the Interbank Market.(2019) In: Revista Cuadernos de EconomÃÂa. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Short-Term Liquidity Contagion in the Interbank Market.(2015) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Liquidity and Counterparty Risks Tradeoff in Money Market Networks In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Equity Marketsâ Clustering and the Global Financial Crisis In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Equity marketsâ clustering and the global financial crisis.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Whose Balance Sheet is this? Neural Networks for Banksâ Pattern Recognition In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Whose Balance Sheet is this? Neural Networks for Banks Pattern Recognition.(2017) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Whose Balance Sheet is this? Neural Networks for Banks Pattern Recognition.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | The evolution of world trade from 1995 to 2014: A network approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2019 | The evolution of world trade from 1995 to 2014: A network approach.(2019) In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | The Evolution of World Trade from 1995 to 2014 : A Network Approach.(2017) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | The Evolution of World Trade from 1995 to 2014 : A Network Approach.(2017) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topologÃa de redes In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo In: Ensayos sobre PolÃtica Económica. [Full Text][Citation analysis] | article | 2 |
| 2011 | Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo TopologÃa De Redes Y Simulación De Pagos.(2011) In: Revista ESPE - Ensayos Sobre PolÃÂtica Económica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | Criptoactivos: análisis y revisión de literatura In: Ensayos sobre PolÃtica Económica. [Full Text][Citation analysis] | article | 0 |
| 2019 | Criptoactivos: análisis y revisión de literatura.(2019) In: Revista ESPE - Ensayos Sobre PolÃÂtica Económica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | International trade networks and the integration of Colombia into global trade In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2011 | Montecarlo simulation of long-term dependent processes: a primer In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topologÃa de redes In: Revista Lecturas de EconomÃÂa. [Full Text][Citation analysis] | article | 0 |
| 2003 | El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales In: Contexto (ArtÃÂculos Sobre EconomÃÂa). [Full Text][Citation analysis] | article | 0 |
| 2014 | Rethinking financial stability: Challenges arising from financial networksâ modular scale-free architecture In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 23 |
| 2018 | Financial stability in networks of financial institutions and market infrastructures In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 15 |
| 2021 | The adoption of a mobile payment system: the user perspective In: Latin American Journal of Central Banking (previously Monetaria). [Full Text][Citation analysis] | article | 0 |
| 2021 | Interbank relationship lending: A network perspective In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2017 | An early warning indicator system to monitor the unsecured interbank funds market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2018 | Transfers processed by ACH Colombia: a network topology analysis In: Lecturas de EconomÃa. [Full Text][Citation analysis] | article | 1 |
| 2012 | Does the Use of Foreign Currency Derivatives Affect Firms Market Value? Evidence from Colombia In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2014 | Caracterización y comparación del mercado OTC de valores en Colombia In: Revista de EconomÃa Institucional. [Full Text][Citation analysis] | article | 0 |
| 2018 | Ownership Networks Effects on Secured Borrowing In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Ownership Networks Effects on Secured Borrowing.(2018) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Assessing Systemic Importance With a Fuzzy Logic Inference System In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 0 |
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