Since correlation may be interpreted as a measure of the influence across time‐series, it may be conveniently mapped into a distance and into a weighted adjacency matrix. Based on such matrix, network theory has attempted to filter out the noise in correlation matrices by extracting the...

We study the network of Colombian sovereign securities settlements. With data from the settlement market infrastructure we study financial institutions' transactions from three different trading and registering individual networks that we combine into a multi-layer network. Examining this...