Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A multi-layer network of the sovereign securities market |
0 |
1 |
3 |
27 |
0 |
2 |
11 |
127 |
A multi-layer network of the sovereign securities market |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
100 |
Administración de fondos de pensiones y multifondos en Colombia |
1 |
1 |
1 |
146 |
3 |
4 |
10 |
769 |
Administraci�n 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 |
0 |
52 |
0 |
0 |
1 |
200 |
Aproximaci�n a la estructura del mercado cambiario colombiano desde el an�lisis de redes |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
104 |
Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
3 |
94 |
0 |
1 |
15 |
510 |
Asignaci�n Estrat�gica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
253 |
Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
162 |
Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
0 |
1 |
71 |
0 |
1 |
6 |
168 |
Banks in Colombia: how homogeneous are they? |
0 |
0 |
0 |
73 |
1 |
1 |
5 |
226 |
Colombian liberalization and integration to world trade markets: Much ado about nothing |
0 |
0 |
2 |
219 |
1 |
3 |
9 |
351 |
Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano |
0 |
0 |
0 |
58 |
1 |
3 |
10 |
290 |
Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano |
0 |
0 |
1 |
49 |
0 |
0 |
3 |
294 |
Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
0 |
23 |
1 |
1 |
1 |
99 |
Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
0 |
23 |
0 |
1 |
4 |
176 |
Detecting anomalous payments networks: A dimensionality reduction approach |
0 |
0 |
2 |
85 |
0 |
0 |
5 |
143 |
Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value? |
0 |
0 |
0 |
75 |
1 |
2 |
2 |
394 |
Does the Use of Foreign Currency Derivatives Affect Colombian Firms� Market Value? |
1 |
1 |
1 |
50 |
1 |
2 |
2 |
347 |
Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
0 |
0 |
88 |
0 |
0 |
0 |
325 |
Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
0 |
1 |
189 |
1 |
2 |
7 |
642 |
El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas |
0 |
0 |
1 |
73 |
0 |
0 |
17 |
308 |
El mercado OTC de valores en Colombia: caracterizaci�n y comparaci�n con base en el an�lisis de redes complejas |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
85 |
Equity Markets’ Clustering and the Global Financial Crisis |
0 |
1 |
1 |
62 |
0 |
3 |
5 |
127 |
Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
2 |
80 |
2 |
3 |
13 |
224 |
Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
0 |
54 |
0 |
0 |
7 |
182 |
Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
0 |
22 |
0 |
0 |
7 |
101 |
Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
88 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
16 |
0 |
0 |
5 |
76 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
108 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
1 |
75 |
0 |
1 |
8 |
154 |
Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
30 |
0 |
1 |
4 |
109 |
Foreign reserves’ strategic asset allocation |
0 |
0 |
1 |
55 |
2 |
3 |
10 |
194 |
Foreign reserves� strategic asset allocation |
0 |
1 |
1 |
67 |
0 |
1 |
1 |
226 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
1 |
28 |
1 |
1 |
4 |
90 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
96 |
Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
22 |
1 |
1 |
2 |
62 |
Identifying central bank liquidity super-spreaders in interbank funds networks |
0 |
0 |
0 |
50 |
1 |
1 |
3 |
128 |
Identifying central bank liquidity super-spreaders in interbank funds networks |
0 |
0 |
2 |
45 |
2 |
6 |
9 |
138 |
Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
107 |
Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
0 |
1 |
28 |
1 |
2 |
7 |
113 |
Interbank relationship lending in Colombia |
0 |
0 |
6 |
125 |
0 |
1 |
8 |
175 |
Interbank relationship lending revisited: Are the funds available at a similar price? |
0 |
0 |
4 |
62 |
0 |
1 |
9 |
109 |
Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
234 |
Investment horizon dependent CAPM: Adjusting beta for long-term dependence |
0 |
0 |
0 |
105 |
0 |
0 |
7 |
340 |
La dolarización financiera: Experiencia internacional y perspectivas para Colombia |
0 |
0 |
1 |
97 |
2 |
2 |
8 |
890 |
La dolarizaci�n financiera:Experiencia internacional y perspectivas para Colombia |
0 |
0 |
0 |
79 |
0 |
1 |
1 |
502 |
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 |
9 |
119 |
1 |
2 |
14 |
205 |
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 |
0 |
3 |
55 |
Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes |
0 |
0 |
6 |
81 |
3 |
3 |
19 |
192 |
Liquidity and Counterparty Risks Tradeoff in Money Market Networks |
0 |
0 |
2 |
53 |
1 |
3 |
8 |
146 |
Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
97 |
Macro-prudential assessment of Colombian financial institutions’ systemic importance |
0 |
0 |
1 |
55 |
2 |
3 |
8 |
150 |
Macro-prudential assessment of Colombian financial institutions� systemic importance |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
99 |
Modelo de simulación del valor de la pensión de un trabajador en Colombia |
0 |
0 |
1 |
242 |
4 |
5 |
13 |
1,478 |
Modelo de simulaci�n del valor de la pensi�n de un trabajador en Colombia |
0 |
0 |
1 |
252 |
1 |
1 |
2 |
1,157 |
Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view |
0 |
0 |
1 |
46 |
0 |
0 |
3 |
145 |
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 |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
68 |
Monitoring the Unsecured Interbank Funds Market |
0 |
0 |
2 |
40 |
0 |
0 |
3 |
129 |
Montecarlo simulation of long-term dependent processes: a primer |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
120 |
Nowcasting economic activity with electronic payments data: A predictive modeling approach |
0 |
1 |
3 |
139 |
3 |
7 |
17 |
238 |
Operational Risk Management using a Fuzzy Logic Inference System |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
279 |
Operational Risk Management using a Fuzzy Logic Inference System |
0 |
0 |
1 |
63 |
0 |
1 |
3 |
188 |
Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
52 |
Pattern recognition of financial institutions’ payment behavior |
0 |
0 |
4 |
53 |
2 |
2 |
13 |
146 |
Portfolio Optimization and Long-Term Dependence |
0 |
0 |
1 |
24 |
0 |
1 |
3 |
119 |
Portfolio Optimization and Long-Term Dependence |
0 |
1 |
1 |
41 |
0 |
1 |
5 |
130 |
Quién es quién en la red de coautoría en Colombia |
0 |
0 |
4 |
92 |
0 |
2 |
11 |
142 |
Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
361 |
Recomendaciones para la modificaci�n del r�gimen de pensiones obligatorias de Colombia |
0 |
0 |
0 |
49 |
0 |
1 |
5 |
349 |
Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos |
0 |
0 |
2 |
66 |
0 |
0 |
9 |
384 |
Riesgo Sist�mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: An�lisis bajo Topolog�a de Redes y Simulaci�n de Pagos |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
177 |
Scale-free tails in Colombian financial indexes: A primer |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
74 |
Scale-free tails in Colombian financial indexes: a primer |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
47 |
Securities cross-holding in the Colombian financial system: A topological approach |
0 |
0 |
2 |
54 |
0 |
0 |
5 |
102 |
Short-Term Liquidity Contagion in the Interbank Market |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
63 |
Short-Term Liquidity Contagion in the Interbank Market |
0 |
0 |
2 |
21 |
0 |
1 |
4 |
102 |
Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
133 |
Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
546 |
The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
0 |
0 |
2 |
38 |
0 |
0 |
4 |
108 |
The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
79 |
The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
29 |
0 |
2 |
3 |
63 |
The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
16 |
The dawn of a mobile payment scheme: The case of Movii |
0 |
1 |
1 |
18 |
0 |
3 |
6 |
196 |
The dawn of a mobile payment scheme: The case of Movii |
0 |
2 |
9 |
172 |
2 |
5 |
21 |
243 |
The evolution of world trade from 1995 to 2014: A network approach |
0 |
0 |
2 |
116 |
1 |
1 |
12 |
266 |
Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities |
1 |
1 |
2 |
62 |
1 |
1 |
5 |
257 |
Too-connected-to-fail Institutions and Payments System�s Stability: Assessing Challenges for Financial Authorities |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
144 |
Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos |
0 |
0 |
3 |
100 |
0 |
0 |
9 |
409 |
Una aproximaci�n te�rica a la superficie de volatilidad en el mercado colombiano a trav�s del modelo de difusi�n 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 |
2 |
84 |
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 |
2 |
5 |
181 |
Índice representativo del mercado de deuda pública interna: IDXTES |
0 |
0 |
0 |
74 |
0 |
1 |
2 |
551 |
�ndice representativo del mercado de deuda p�blica interna: IDXTES |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
379 |
Total Working Papers |
3 |
11 |
103 |
5,714 |
46 |
114 |
489 |
22,428 |