Andrés Murcia : Citation Profile


Are you Andrés Murcia?

Banco de la Republica de Colombia

9

H index

9

i10 index

180

Citations

RESEARCH PRODUCTION:

18

Articles

41

Papers

6

Chapters

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 12
   Journals where Andrés Murcia has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 17 (8.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu331
   Updated: 2020-10-24    RAS profile: 2020-08-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Vargas-Herrera, Hernando (3)

Gambacorta, Leonardo (3)

Kohlscheen, Emanuel (2)

Mendoza, juan (2)

Romero, Jose (2)

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

Is cited by:

León, Carlos (14)

Gomez-Gonzalez, Jose (8)

Arbelaez, Maria (7)

Cardona-Sosa, Lina (7)

Arango Thomas, Luis (7)

Korobilis, Dimitris (5)

Melo-Velandia, Luis (5)

Reveiz, Alejandro (5)

Koop, Gary (4)

STEINER, ROBERTO (4)

Villamizar-Villegas, mauricio (4)

Cites to:

Gambacorta, Leonardo (16)

Gomez-Gonzalez, Jose (13)

Shin, Hyun Song (9)

Vegh, Carlos (9)

Claessens, Stijn (8)

Vargas-Herrera, Hernando (8)

Levine, Ross (8)

Gomez-Gonzalez, Jose (8)

Zarate-Solano, Hector (7)

Bouvatier, Vincent (7)

Betancourt Garcia, Yanneth (7)

Main data


Where Andrés Murcia has published?


Journals with more than one article published# docs
Revista ESPE - Ensayos sobre Poltica Econmica5
Revista ESPE - Ensayos Sobre Poltica Econmica5
Coyuntura Econmica2
Journal of Financial Intermediation2

Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia14
BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA10
Temas de Estabilidad Financiera / Banco de la Republica de Colombia7
BIS Working Papers / Bank for International Settlements4
Working papers / Red Investigadores de Economa2

Recent works citing Andrés Murcia (2020 and 2019)


YearTitle of citing document
2020Cash Flow at Risk Assessment for the Banking Sector of Georgia. (2020). Mkhatrishvili, Shalva ; Tutberidze, Davit ; Mdivnishvili, Tamar. In: NBG Working Papers. RePEc:aez:wpaper:03/2020.

Full description at Econpapers || Download paper

2019Tarjetas de crédito en personas de ingresos medios y bajos en Colombia: ¿qué determina su uso?. (2019). Cardona-Sosa, Lina ; Arango, Luis E. In: Borradores de Economia. RePEc:bdr:borrec:1089.

Full description at Econpapers || Download paper

2019Impact of financial regulations: insights from an online repository of studies. (2019). Claessens, Stijn ; Villegas, Alan ; Cantu, Carlos ; Boissay, Frederic. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903f.

Full description at Econpapers || Download paper

2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: BIS Working Papers. RePEc:bis:biswps:782.

Full description at Econpapers || Download paper

2019Commodity and Financial Cycles in Resource-based Economies. (2019). Tiunova, Marina. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:3:p:38-70.

Full description at Econpapers || Download paper

2020IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights. (2020). Penikas, Henry. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps56.

Full description at Econpapers || Download paper

2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

Full description at Econpapers || Download paper

2019MACROPRUDENTIAL POLICY: IMPLEMENTATION, EFFECTS, AND LESSONS. (2019). Tzur-Ilan, Nitzan. In: Israel Economic Review. RePEc:boi:isrerv:v:17:y:2019:i:1:p:39-71.

Full description at Econpapers || Download paper

2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; deMendona, Helder Ferreira ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:121-132.

Full description at Econpapers || Download paper

2020How the financial market can dampen the effects of commodity price shocks. (2020). Kim, Myunghyun. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302004.

Full description at Econpapers || Download paper

2020The impact of macroprudential housing finance tools in canada. (2020). Allen, Jason ; Roberts, Tom ; Peterson, Brian ; Grieder, Timothy. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:42:y:2020:i:c:s1042957317300529.

Full description at Econpapers || Download paper

2020Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks. (2020). Shams, Syed ; Gunasekarage, Abeyratna ; Bose, Sudipta ; Ovi, Nafisa. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300047.

Full description at Econpapers || Download paper

2019How does the interaction of macroprudential and monetary policies affect cross-border bank lending?. (2019). Temesvary, Judit ; Takats, Elod. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-45.

Full description at Econpapers || Download paper

2020The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks. (2020). Kai, Karen Lai . In: Hitotsubashi Journal of commerce and management. RePEc:hit:hitjcm:v:53:y:2020:i:1:p:49-68.

Full description at Econpapers || Download paper

2020Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates. (2020). Valencia, Fabian ; Yao, Weijia ; Popescu, Adina ; Patnam, Manasa ; Araujo, Juliana Dutra . In: IMF Working Papers. RePEc:imf:imfwpa:20/67.

Full description at Econpapers || Download paper

2020When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749.

Full description at Econpapers || Download paper

2019Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment. (2019). Mugerman, Yevgeny ; Rastan, Mehrdad ; Li, Mingxin ; Atanasova, Christina. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:6:d:10.1057_s41260-019-00128-2.

Full description at Econpapers || Download paper

2020Bank loan loss provisioning during election years: cross-country evidence. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:96639.

Full description at Econpapers || Download paper

2019Evaluando el impacto de las medidas de desdolarización del crédito en el Perú. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005.

Full description at Econpapers || Download paper

2019Banks’ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?. (2019). Moudud-Ul, Syed. In: Eurasian Economic Review. RePEc:spr:eurase:v:9:y:2019:i:4:d:10.1007_s40822-018-0121-5.

Full description at Econpapers || Download paper

2019The cyclicality in SICR: mortgage modelling under IFRS 9. (2019). McCann, Fergal ; Gaffney, Edward. In: ESRB Working Paper Series. RePEc:srk:srkwps:201992.

Full description at Econpapers || Download paper

2020Forward Looking Loan Provisions : Credit Supply and Risk-Taking. (2020). Paipilla, Miguel Sarmiento ; Roa, Monica ; Peydro, J L ; Ormazabal, Gaizka ; Morais, Bernardo. In: Discussion Paper. RePEc:tiu:tiucen:fe99a48f-f94a-41d8-bf3f-3ee92149eaaa.

Full description at Econpapers || Download paper

2020Forward Looking Loan Provisions : Credit Supply and Risk-Taking. (2020). Paipilla, Miguel Sarmiento ; Roa, Monica ; Peydro, J L ; Ormazabal, Gaizka ; Morais, Bernardo. In: Other publications TiSEM. RePEc:tiu:tiutis:103b659e-404f-4656-adad-68cdee97c84c.

Full description at Econpapers || Download paper

2020Forward Looking Loan Provisions : Credit Supply and Risk-Taking. (2020). Paipilla, Miguel Sarmiento ; Roa, Monica ; Peydro, J L ; Ormazabal, Gaizka ; Morais, Bernardo. In: Other publications TiSEM. RePEc:tiu:tiutis:fe99a48f-f94a-41d8-bf3f-3ee92149eaaa.

Full description at Econpapers || Download paper

2020Forward looking loan provisions: Credit supply and risk-taking. (2020). Sarmiento, Miguel ; Roa, Monica ; Peydro, Jose-Luis ; Ormazabal, Gaizka ; Morais, Bernardo. In: Economics Working Papers. RePEc:upf:upfgen:1737.

Full description at Econpapers || Download paper

2019Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures. (2019). Houben, Aerdt ; Frost, Jon ; Wierts, Peter ; Cizel, Janko. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1209-1235.

Full description at Econpapers || Download paper

2020Forward looking loan provisions: Credit supply and risk-taking. (2020). Sarmiento, Miguel ; Roa, Monica ; Peydro, Jose-Luis ; Ormazabal, Gaizka ; Morais, Bernardo. In: EconStor Preprints. RePEc:zbw:esprep:223234.

Full description at Econpapers || Download paper

2020Post-graduation from the original sin problem The effects of market participation on sovereign debt markets. (2020). Villamizar-Villegas, mauricio ; Orbegozo, German D ; Ocampo, Jose Antonio. In: Borradores de Economia. RePEc:bdr:borrec:1113.

Full description at Econpapers || Download paper

Works by Andrés Murcia:


YearTitleTypeCited
2015Shadow banking y liquidez en Colombia In: Chapters.
[Full Text][Citation analysis]
chapter2
2013Shadow Banking y Liquidez en Colombia..(2013) In: Borradores de Economia.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Shadow Banking y Liquidez en Colombia.(2013) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015Flujos de deuda externa y el mercado de crédito : un enfoque de agente-principal In: Chapters.
[Full Text][Citation analysis]
chapter0
2015Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia In: Chapters.
[Full Text][Citation analysis]
chapter0
2017The macroprudential policy framework in Colombia In: Borradores de Economia.
[Full Text][Citation analysis]
paper1
2017The macroprudential policy framework in Colombia.(2017) In: BIS Papers chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2020Does Geographical Complexity of Colombian Financial Conglomerates Increase Banks Risk? The Role of Diversification, Regulatory Arbitrage and Funding Costs In: Borradores de Economia.
[Full Text][Citation analysis]
paper0
2020Does Geographical Complexity of Colombian Financial Conglomerates Increase Banks’ Risk? The Role of Diversification, Regulatory Arbitrage and Funding Costs.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Effects of foreign participation in the colombian local public debt market on domestic financial conditions In: Borradores de Economia.
[Full Text][Citation analysis]
paper1
2020Effects of foreign participation in the colombian local public debt market on domestic financial conditions.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003 In: Borradores de Economia.
[Full Text][Citation analysis]
paper15
2005Crédito, represión financiera y flujos de capitales en Colombia: 1974-2003.(2005) In: Revista Desarrollo y Sociedad.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2005Crédito, Represión Financiera y Flujos de Capitales en Colombia: 1974-2003.(2005) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2006IMPACTO DE LAS OPERACIONES DE LOS FONDOS DE PENSIONES OBLIGATORIAS EN LOS MERCADOS FINANCIEROS COLOMBIANOS In: Borradores de Economia.
[Full Text][Citation analysis]
paper4
2006IMPACTO DE LAS OPERACIONES DE LOS FONDOS DE PENSIONES OBLIGATORIAS EN LOS MERCADOS FINANCIEROS COLOMBIANOS.(2006) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2007DETERMINANTES DEL ACCESO AL CRÉDITO DE LOS HOGARES COLOMBIANOS In: Borradores de Economia.
[Full Text][Citation analysis]
paper20
2007Determinantes del acceso al crédito de los hogares colombianos.(2007) In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2007Determinantes del acceso al crédito de los hogares colombianos.(2007) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2007Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables In: Borradores de Economia.
[Full Text][Citation analysis]
paper0
2008Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables.(2008) In: Coyuntura Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2011The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter In: Borradores de Economia.
[Full Text][Citation analysis]
paper18
2011The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter.(2011) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2012The cyclical behavior of bank capital buffers in an emerging economy: Size does matter.(2012) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2012Systemic Importance Index for financial institutions: A Principal Component Analysis approach In: Borradores de Economia.
[Full Text][Citation analysis]
paper10
2012Systemic 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: 10
paper
2013Loans Growth and Banks’ Risk: New Evidence In: Borradores de Economia.
[Full Text][Citation analysis]
paper15
2013Loans Growth and Banks´ Risk: New Evidence.(2013) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2013Loan growth and bank risk: new evidence.(2013) In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados In: Borradores de Economia.
[Full Text][Citation analysis]
paper3
2014Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados.(2014) In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2013Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados.(2013) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados.(2014) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2013Macro-prudential assessment of Colombian financial institutions’ systemic importance In: Borradores de Economia.
[Full Text][Citation analysis]
paper5
2013Macro-prudential assessment of Colombian financial institutions’ systemic importance.(2013) In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance.(2014) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2014Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2017Evaluating the Impact of Macroprudential Policies in Colombias Credit Growth In: Borradores de Economia.
[Full Text][Citation analysis]
paper12
2011Financial Conditions Index: Early and Leading Indicator for Colombia In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
article16
2011Financial Conditions Index: Early and Leading Indicator for Colombia?.(2011) In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2011Financial Conditions Index: Early and Leading Indicator for Colombia.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2014Foreign Debt Flows and the Credit Market: A Principal Agent Approach In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
article0
2014Foreign Debt Flows and the Credit Market: A Principal Agent Approach.(2014) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015El papel de la estructura del sistema financiero en la transmisión de la política monetaria In: Revista ESPE - Ensayos sobre Política Económica.
[Full Text][Citation analysis]
article0
2015El papel de la estructura del sistema financiero en la transmisión de la política monetaria.(2015) In: Revista ESPE - Ensayos Sobre Política Económica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2006Situación del crédito en Colombia desde la perspectiva del sector financiero. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper2
2006Determinantes de la oferta de crédito en el sector financiero colombiano. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper0
2007Desempeño financiero de los fondos de pensiones obligatorias en Colombia. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper5
2008Sistema de comisiones de las Administradoras de Fondos de Pensiones en Colombia. In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper2
2011Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper3
2013Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach In: Temas de Estabilidad Financiera.
[Full Text][Citation analysis]
paper1
2018International trade networks and the integration of Colombia into global trade In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter0
2019The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data In: IFC Bulletins chapters.
[Full Text][Citation analysis]
chapter16
2017The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data.(2017) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2017The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2016Moving in tandem: bank provisioning in emerging market economies In: BIS Working Papers.
[Full Text][Citation analysis]
paper2
2017Evaluating the impact of macroprudential policies on credit growth in Colombia In: BIS Working Papers.
[Full Text][Citation analysis]
paper14
2020Evaluating the impact of macroprudential policies on credit growth in Colombia.(2020) In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2018Determinants of bank profitability in emerging markets In: BIS Working Papers.
[Full Text][Citation analysis]
paper3
2011The cyclical behavior of bank capital buffers in an emerging economy: size do matters In: Documentos de Trabajo.
[Full Text][Citation analysis]
paper0
2007DETERMINANTES DEL ACCESO AL CRÉDITO DE LOS HOGARES In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
paper4
2007Volatilidad de la tasa de cambio nominal en Colombia In: BORRADORES DE ECONOMIA.
[Full Text][Citation analysis]
paper2
2008Los efectos de la tasa de interés de usura en Colombia In: Coyuntura Económica.
[Full Text][Citation analysis]
article1
2020The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article2
2016Assessing Systemic Importance With a Fuzzy Logic Inference System In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team