9
H index
9
i10 index
180
Citations
Andrés Murcia : Citation Profile
Banco de la Republica de Colombia | RESEARCH PRODUCTION: 18 Articles 41 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2005 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrés Murcia. | Is cited by:
| Cites to:
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Main data
Where Andrés Murcia has published?
| Journals with more than one article published | # docs |
|---|---|
| Revista ESPE - Ensayos sobre Poltica Econmica | 5 |
| Revista ESPE - Ensayos Sobre Poltica Econmica | 5 |
| Coyuntura Econmica | 2 |
| Journal of Financial Intermediation | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Borradores de Economia / Banco de la Republica de Colombia | 14 |
| BORRADORES DE ECONOMIA / BANCO DE LA REPBLICA | 10 |
| Temas de Estabilidad Financiera / Banco de la Republica de Colombia | 7 |
| BIS Working Papers / Bank for International Settlements | 4 |
| Working papers / Red Investigadores de Economa | 2 |
Recent works citing Andrés Murcia (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | Cash 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 |
| 2019 | Tarjetas 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 |
| 2019 | Impact 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 |
| 2019 | How 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 |
| 2019 | Commodity 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 |
| 2020 | IRB 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 |
| 2020 | Global 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 |
| 2019 | MACROPRUDENTIAL 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 |
| 2019 | Bank’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 |
| 2020 | How 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 |
| 2020 | The 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 |
| 2020 | Do 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 |
| 2019 | How 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 |
| 2020 | The 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 |
| 2020 | Effects 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 |
| 2020 | When 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 |
| 2019 | Government 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 |
| 2020 | Bank 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 |
| 2019 | Evaluando 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 |
| 2019 | Banks’ 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 |
| 2019 | The 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 |
| 2020 | Forward 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 |
| 2020 | Forward 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 |
| 2020 | Forward 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 |
| 2020 | Forward 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 |
| 2019 | Effective 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 |
| 2020 | Forward 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 |
| 2020 | Post-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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Shadow banking y liquidez en Colombia In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2013 | Shadow Banking y Liquidez en Colombia..(2013) In: Borradores de Economia. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Shadow Banking y Liquidez en Colombia.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Flujos de deuda externa y el mercado de crédito : un enfoque de agente-principal In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2015 | Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2017 | The macroprudential policy framework in Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The macroprudential policy framework in Colombia.(2017) In: BIS Papers chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
| 2020 | Does 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] | paper | 0 |
| 2020 | Does 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 | |
| 2020 | Effects of foreign participation in the colombian local public debt market on domestic financial conditions In: Borradores de Economia. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Effects 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 | |
| 2005 | Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003 In: Borradores de Economia. [Full Text][Citation analysis] | paper | 15 |
| 2005 | Crédito, 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 | |
| 2005 | Crédito, 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 | |
| 2006 | IMPACTO DE LAS OPERACIONES DE LOS FONDOS DE PENSIONES OBLIGATORIAS EN LOS MERCADOS FINANCIEROS COLOMBIANOS In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
| 2006 | IMPACTO 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 | |
| 2007 | DETERMINANTES DEL ACCESO AL CRÉDITO DE LOS HOGARES COLOMBIANOS In: Borradores de Economia. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Determinantes 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 | |
| 2007 | Determinantes 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 | |
| 2007 | Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Volatilidad 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 | |
| 2011 | The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter In: Borradores de Economia. [Full Text][Citation analysis] | paper | 18 |
| 2011 | The 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 | |
| 2012 | The 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 | |
| 2012 | Systemic Importance Index for financial institutions: A Principal Component Analysis approach In: Borradores de Economia. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | paper | |
| 2013 | Loans Growth and Banks’ Risk: New Evidence In: Borradores de Economia. [Full Text][Citation analysis] | paper | 15 |
| 2013 | Loans Growth and Banks´ Risk: New Evidence.(2013) In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2013 | Loan 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 | |
| 2013 | Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados In: Borradores de Economia. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Determinantes 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 | |
| 2013 | Determinantes 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 | |
| 2014 | Determinantes 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 | |
| 2013 | Macro-prudential assessment of Colombian financial institutions’ systemic importance In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Macro-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 | |
| 2014 | Macro-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 | |
| 2014 | Macro-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 | |
| 2017 | Evaluating the Impact of Macroprudential Policies in Colombias Credit Growth In: Borradores de Economia. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Financial Conditions Index: Early and Leading Indicator for Colombia In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] | article | 16 |
| 2011 | Financial 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 | |
| 2011 | Financial 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 | |
| 2014 | Foreign Debt Flows and the Credit Market: A Principal Agent Approach In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] | article | 0 |
| 2014 | Foreign 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 | |
| 2015 | El 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] | article | 0 |
| 2015 | El 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 | |
| 2006 | Situación del crédito en Colombia desde la perspectiva del sector financiero. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Determinantes de la oferta de crédito en el sector financiero colombiano. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Desempeño financiero de los fondos de pensiones obligatorias en Colombia. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Sistema de comisiones de las Administradoras de Fondos de Pensiones en Colombia. In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach In: Temas de Estabilidad Financiera. [Full Text][Citation analysis] | paper | 1 |
| 2018 | International trade networks and the integration of Colombia into global trade In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | The 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] | chapter | 16 |
| 2017 | The 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 | |
| 2017 | The 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 | |
| 2016 | Moving in tandem: bank provisioning in emerging market economies In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Evaluating the impact of macroprudential policies on credit growth in Colombia In: BIS Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2020 | Evaluating 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 | |
| 2018 | Determinants of bank profitability in emerging markets In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | The cyclical behavior of bank capital buffers in an emerging economy: size do matters In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2007 | DETERMINANTES DEL ACCESO AL CRÉDITO DE LOS HOGARES In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Volatilidad de la tasa de cambio nominal en Colombia In: BORRADORES DE ECONOMIA. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Los efectos de la tasa de interés de usura en Colombia In: Coyuntura Económica. [Full Text][Citation analysis] | article | 1 |
| 2020 | The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 2 |
| 2016 | Assessing Systemic Importance With a Fuzzy Logic Inference System In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 1 |
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