Similar Search Results

An early warning indicator system to monitor the unsecured interbank funds market

Sarmiento, Miguel; Cely, Jorge; León, Carlos - In: Research in international business and finance 40 (2017), pp. 114-128

Persistent link: https://www.econbiz.de/10011912456

Assessing systemic importance with a fuzzy logic inference system

León, Carlos; Machado, Clara; Murcia, Andrés - In: Intelligent systems in accounting finance and … 23 (2016) 1/2, pp. 121-153

Persistent link: https://www.econbiz.de/10011668122

The cost of collateralized borrowing in the Colombian money market : does connectedness matter?

Martínez, Constanza; León, Carlos - In: Journal of financial stability 25 (2016), pp. 193-205

Persistent link: https://www.econbiz.de/10011704901

Identifying interbank loans, rates, and claims networks from transactional data

León, Carlos - In: Lecturas de economía 85 (2016), pp. 91-125

Persistent link: https://www.econbiz.de/10011592570

Identifying central bank liquidity super-spreaders in interbank funds networks

León, Carlos; Machado, Clara; Sarmiento, Miguel - In: Journal of financial stability 35 (2018), pp. 75-92

Persistent link: https://www.econbiz.de/10012156844

Financial stability in networks of financial institutions and market infrastructures

Berndsen, Ron; León, Carlos; Renneboog, Luc - In: Journal of financial stability 35 (2018), pp. 120-135

Persistent link: https://www.econbiz.de/10012156854

Nowcasting economic activity with electronic payments data : a predictive modeling approach

León, Carlos; Ortega, Fabio - In: Revista de economía del Rosario 21 (2018) 2, pp. 381-407

Persistent link: https://www.econbiz.de/10012029993

Las transferencias procesadas por ACH Colombia : un análisis desde la perspectiva de topología de redes

Ortega, Fabio; León, Carlos - In: Lecturas de economía 88 (2018), pp. 109-153

Persistent link: https://www.econbiz.de/10012121769

The evolution of world trade from 1995 to 2014 : a network approach

Cepeda L., Freddy; Gamboa-Estrada, Fredy; León, Carlos; … - In: Journal of international trade & economic development : … 28 (2019) 4, pp. 452-485

Persistent link: https://www.econbiz.de/10012203611

Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach

León, Carlos; Leiton, Karen; Pérez, Jhonatan - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 407-420

This paper employs correlation-into-distance mapping techniques and a minimal spanning tree-based correlation-filtering methodology on 36 sovereign CDS spread time-series in order to identify the sovereigns’ informational hierarchy. The resulting hierarchy (i) concurs with sovereigns’...

Persistent link: https://www.econbiz.de/10011057102