Working Paper |
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12 months |
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Last month |
3 months |
12 months |
Total |
A multi-layer network of the sovereign securities market |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
98 |
A multi-layer network of the sovereign securities market |
1 |
1 |
3 |
25 |
1 |
5 |
12 |
124 |
Administración de fondos de pensiones y multifondos en Colombia |
0 |
0 |
1 |
145 |
0 |
3 |
11 |
764 |
Administración de fondos de pensiones y multifondos en Colombia |
0 |
0 |
0 |
142 |
0 |
0 |
0 |
843 |
Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
103 |
Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
200 |
Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
253 |
Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
5 |
94 |
0 |
7 |
25 |
509 |
Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
0 |
0 |
70 |
0 |
0 |
6 |
164 |
Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
161 |
Banks in Colombia: how homogeneous are they? |
0 |
0 |
0 |
73 |
0 |
0 |
7 |
224 |
Colombian liberalization and integration to world trade markets: Much ado about nothing |
0 |
1 |
7 |
219 |
0 |
1 |
11 |
348 |
Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano |
0 |
0 |
1 |
58 |
0 |
3 |
12 |
287 |
Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano |
1 |
1 |
1 |
49 |
2 |
3 |
3 |
294 |
Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
174 |
Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
98 |
Detecting anomalous payments networks: A dimensionality reduction approach |
0 |
0 |
3 |
84 |
0 |
0 |
7 |
142 |
Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value? |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
345 |
Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value? |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
392 |
Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
1 |
2 |
189 |
0 |
2 |
7 |
640 |
Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
325 |
El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
85 |
El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas |
0 |
1 |
1 |
73 |
2 |
12 |
23 |
308 |
Equity Markets’ Clustering and the Global Financial Crisis |
0 |
0 |
1 |
61 |
1 |
2 |
5 |
124 |
Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
2 |
54 |
0 |
0 |
7 |
179 |
Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
5 |
79 |
3 |
3 |
9 |
216 |
Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
87 |
Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
1 |
22 |
1 |
2 |
11 |
101 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
107 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
74 |
0 |
1 |
6 |
150 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
16 |
0 |
1 |
5 |
75 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
30 |
0 |
3 |
3 |
108 |
Foreign reserves´ strategic asset allocation |
0 |
0 |
1 |
66 |
0 |
0 |
1 |
225 |
Foreign reserves’ strategic asset allocation |
0 |
0 |
2 |
54 |
0 |
1 |
11 |
190 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
61 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
96 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
87 |
Identifying central bank liquidity super-spreaders in interbank funds networks |
0 |
0 |
0 |
50 |
1 |
1 |
3 |
127 |
Identifying central bank liquidity super-spreaders in interbank funds networks |
1 |
1 |
1 |
44 |
1 |
1 |
4 |
131 |
Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
106 |
Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
0 |
1 |
27 |
1 |
2 |
6 |
109 |
Interbank relationship lending in Colombia |
1 |
2 |
4 |
123 |
1 |
2 |
5 |
172 |
Interbank relationship lending revisited: Are the funds available at a similar price? |
1 |
2 |
5 |
61 |
2 |
3 |
9 |
106 |
Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
233 |
Investment horizon dependent CAPM: Adjusting beta for long-term dependence |
0 |
0 |
1 |
105 |
0 |
1 |
8 |
338 |
La dolarización financiera: Experiencia internacional y perspectivas para Colombia |
0 |
0 |
0 |
96 |
0 |
2 |
4 |
885 |
La dolarización financiera:Experiencia internacional y perspectivas para Colombia |
0 |
0 |
1 |
79 |
0 |
0 |
1 |
501 |
Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
55 |
Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia |
2 |
3 |
10 |
118 |
2 |
3 |
14 |
202 |
Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes |
0 |
1 |
8 |
80 |
3 |
5 |
21 |
186 |
Liquidity and Counterparty Risks Tradeoff in Money Market Networks |
1 |
1 |
1 |
52 |
1 |
3 |
6 |
142 |
Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance |
0 |
1 |
1 |
25 |
0 |
1 |
1 |
96 |
Macro-prudential assessment of Colombian financial institutions’ systemic importance |
0 |
0 |
1 |
54 |
0 |
0 |
6 |
146 |
Macro-prudential assessment of Colombian financial institutions’ systemic importance |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
98 |
Modelo de simulación del valor de la pensión de un trabajador en Colombia |
0 |
0 |
3 |
242 |
0 |
1 |
11 |
1,471 |
Modelo de simulación del valor de la pensión de un trabajador en Colombia |
0 |
0 |
2 |
252 |
0 |
0 |
4 |
1,156 |
Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view |
0 |
0 |
0 |
45 |
0 |
0 |
4 |
144 |
Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
65 |
Monitoring the Unsecured Interbank Funds Market |
1 |
1 |
1 |
39 |
1 |
1 |
2 |
128 |
Monitoring the Unsecured Interbank Funds Market |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
67 |
Montecarlo simulation of long-term dependent processes: a primer |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
119 |
Nowcasting economic activity with electronic payments data: A predictive modeling approach |
0 |
0 |
1 |
136 |
0 |
0 |
8 |
227 |
Operational Risk Management using a Fuzzy Logic Inference System |
0 |
0 |
0 |
98 |
0 |
0 |
2 |
279 |
Operational Risk Management using a Fuzzy Logic Inference System |
1 |
1 |
1 |
63 |
1 |
1 |
5 |
187 |
Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
52 |
Pattern recognition of financial institutions’ payment behavior |
0 |
0 |
4 |
51 |
0 |
0 |
10 |
141 |
Portfolio Optimization and Long-Term Dependence |
1 |
1 |
1 |
24 |
1 |
1 |
2 |
117 |
Portfolio Optimization and Long-Term Dependence |
0 |
0 |
3 |
40 |
0 |
1 |
6 |
128 |
Quién es quién en la red de coautoría en Colombia |
0 |
0 |
4 |
92 |
0 |
3 |
11 |
139 |
Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia |
0 |
0 |
0 |
49 |
0 |
4 |
4 |
348 |
Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia |
0 |
0 |
1 |
60 |
0 |
0 |
10 |
361 |
Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos |
1 |
1 |
1 |
15 |
1 |
1 |
1 |
176 |
Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos |
0 |
0 |
1 |
65 |
2 |
2 |
9 |
382 |
Scale-free tails in Colombian financial indexes: A primer |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
73 |
Scale-free tails in Colombian financial indexes: a primer |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
46 |
Securities cross-holding in the Colombian financial system: A topological approach |
1 |
1 |
1 |
53 |
1 |
2 |
4 |
101 |
Short-Term Liquidity Contagion in the Interbank Market |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
63 |
Short-Term Liquidity Contagion in the Interbank Market |
1 |
1 |
1 |
20 |
1 |
1 |
3 |
100 |
Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
133 |
Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
78 |
1 |
2 |
5 |
545 |
The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
0 |
0 |
1 |
12 |
0 |
3 |
4 |
79 |
The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
1 |
1 |
2 |
37 |
1 |
1 |
4 |
105 |
The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
15 |
The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
61 |
The dawn of a mobile payment scheme: The case of Movii |
1 |
3 |
8 |
168 |
2 |
4 |
14 |
232 |
The dawn of a mobile payment scheme: The case of Movii |
0 |
0 |
0 |
17 |
0 |
0 |
8 |
193 |
The evolution of world trade from 1995 to 2014: A network approach |
1 |
1 |
3 |
116 |
7 |
10 |
16 |
265 |
Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
144 |
Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities |
0 |
0 |
0 |
60 |
0 |
1 |
3 |
254 |
Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos |
0 |
0 |
5 |
100 |
0 |
0 |
14 |
409 |
Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
215 |
Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
83 |
Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition |
0 |
0 |
1 |
73 |
0 |
1 |
5 |
179 |
Índice representativo del mercado de deuda pública interna: IDXTES |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
379 |
Índice representativo del mercado de deuda pública interna: IDXTES |
0 |
0 |
2 |
74 |
0 |
1 |
8 |
550 |
Total Working Papers |
17 |
27 |
119 |
5,673 |
41 |
124 |
491 |
22,239 |