| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A multi-layer network of the sovereign securities market |
0 |
0 |
1 |
27 |
1 |
6 |
17 |
142 |
| A multi-layer network of the sovereign securities market |
0 |
0 |
0 |
27 |
0 |
4 |
8 |
106 |
| Administración de fondos de pensiones y multifondos en Colombia |
0 |
0 |
3 |
148 |
1 |
3 |
18 |
782 |
| Administraci�n de fondos de pensiones y multifondos en Colombia |
0 |
0 |
0 |
142 |
0 |
1 |
3 |
846 |
| Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes |
0 |
1 |
1 |
53 |
1 |
5 |
11 |
211 |
| Aproximaci�n a la estructura del mercado cambiario colombiano desde el an�lisis de redes |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
107 |
| Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
1 |
95 |
1 |
9 |
18 |
527 |
| Asignaci�n Estrat�gica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo |
0 |
0 |
0 |
47 |
0 |
2 |
6 |
259 |
| Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
0 |
0 |
41 |
0 |
4 |
10 |
171 |
| Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures |
0 |
1 |
2 |
73 |
0 |
3 |
16 |
183 |
| Banks in Colombia: how homogeneous are they? |
0 |
0 |
0 |
73 |
2 |
5 |
12 |
236 |
| Colombian liberalization and integration to world trade markets: Much ado about nothing |
0 |
0 |
1 |
220 |
2 |
10 |
21 |
369 |
| Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano |
0 |
0 |
0 |
58 |
0 |
3 |
15 |
302 |
| Dependencia de largo plazo y la regla de la ra�z del tiempo para escalar la volatilidad en el mercado colombiano |
0 |
0 |
0 |
49 |
2 |
5 |
13 |
307 |
| Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
0 |
23 |
0 |
0 |
12 |
110 |
| Designing an expert knowledge-based Systemic Importance Index for financial institutions |
0 |
0 |
1 |
24 |
0 |
4 |
15 |
190 |
| Detecting anomalous payments networks: A dimensionality reduction approach |
0 |
0 |
2 |
87 |
1 |
3 |
13 |
156 |
| Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value? |
0 |
0 |
0 |
75 |
1 |
7 |
18 |
410 |
| Does the Use of Foreign Currency Derivatives Affect Colombian Firms� Market Value? |
0 |
0 |
1 |
50 |
0 |
2 |
12 |
357 |
| Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
0 |
2 |
191 |
2 |
5 |
22 |
662 |
| Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space |
0 |
0 |
1 |
89 |
0 |
1 |
11 |
336 |
| El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas |
1 |
1 |
2 |
75 |
1 |
4 |
12 |
320 |
| 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 |
3 |
88 |
| Equity Markets’ Clustering and the Global Financial Crisis |
0 |
0 |
1 |
62 |
0 |
6 |
17 |
141 |
| Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
0 |
80 |
1 |
6 |
20 |
239 |
| Estimating financial institutions� intraday liquidity risk: a Monte Carlo simulation approach |
0 |
0 |
0 |
54 |
0 |
4 |
7 |
188 |
| Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
0 |
22 |
0 |
5 |
12 |
113 |
| Extracting the sovereigns� CDS market hierarchy: a correlation-filtering approach |
0 |
0 |
0 |
18 |
0 |
2 |
8 |
95 |
| Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
75 |
0 |
4 |
16 |
169 |
| Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
33 |
1 |
5 |
15 |
122 |
| Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
30 |
0 |
1 |
11 |
119 |
| Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures |
0 |
0 |
0 |
16 |
1 |
3 |
9 |
84 |
| Foreign reserves’ strategic asset allocation |
0 |
0 |
2 |
57 |
5 |
13 |
29 |
220 |
| Foreign reserves� strategic asset allocation |
0 |
0 |
1 |
67 |
0 |
1 |
7 |
232 |
| Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
22 |
0 |
2 |
16 |
77 |
| Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
0 |
40 |
0 |
2 |
9 |
105 |
| Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data |
0 |
0 |
1 |
28 |
1 |
4 |
19 |
107 |
| Identifying central bank liquidity super-spreaders in interbank funds networks |
0 |
0 |
0 |
50 |
0 |
5 |
13 |
140 |
| Identifying central bank liquidity super-spreaders in interbank funds networks |
0 |
0 |
0 |
45 |
2 |
12 |
32 |
164 |
| Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
1 |
1 |
29 |
3 |
8 |
18 |
129 |
| Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints |
0 |
0 |
0 |
11 |
0 |
4 |
8 |
114 |
| Interbank relationship lending in Colombia |
0 |
1 |
5 |
130 |
0 |
5 |
17 |
191 |
| Interbank relationship lending revisited: Are the funds available at a similar price? |
0 |
0 |
2 |
64 |
0 |
4 |
12 |
120 |
| Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence |
1 |
1 |
1 |
51 |
1 |
8 |
13 |
246 |
| Investment horizon dependent CAPM: Adjusting beta for long-term dependence |
0 |
0 |
1 |
106 |
0 |
2 |
12 |
351 |
| La dolarización financiera: Experiencia internacional y perspectivas para Colombia |
0 |
0 |
2 |
98 |
2 |
7 |
19 |
906 |
| La dolarizaci�n financiera:Experiencia internacional y perspectivas para Colombia |
0 |
0 |
0 |
79 |
0 |
2 |
7 |
508 |
| 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 |
1 |
120 |
0 |
6 |
16 |
219 |
| 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 |
1 |
5 |
17 |
72 |
| Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes |
0 |
1 |
2 |
83 |
3 |
9 |
29 |
218 |
| Liquidity and Counterparty Risks Tradeoff in Money Market Networks |
0 |
0 |
0 |
53 |
2 |
6 |
15 |
158 |
| Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance |
0 |
0 |
0 |
25 |
0 |
3 |
13 |
109 |
| Macro-prudential assessment of Colombian financial institutions’ systemic importance |
0 |
0 |
0 |
55 |
1 |
5 |
13 |
160 |
| Macro-prudential assessment of Colombian financial institutions� systemic importance |
0 |
0 |
0 |
25 |
0 |
1 |
7 |
105 |
| Modelo de simulación del valor de la pensión de un trabajador en Colombia |
0 |
0 |
1 |
243 |
4 |
6 |
18 |
1,490 |
| Modelo de simulaci�n del valor de la pensi�n de un trabajador en Colombia |
0 |
0 |
0 |
252 |
0 |
1 |
10 |
1,166 |
| Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view |
0 |
0 |
0 |
46 |
3 |
7 |
17 |
162 |
| Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view |
0 |
0 |
0 |
13 |
2 |
6 |
19 |
84 |
| Monitoring the Unsecured Interbank Funds Market |
0 |
0 |
0 |
17 |
0 |
1 |
11 |
78 |
| Monitoring the Unsecured Interbank Funds Market |
0 |
0 |
0 |
40 |
0 |
2 |
6 |
135 |
| Montecarlo simulation of long-term dependent processes: a primer |
0 |
0 |
0 |
30 |
1 |
3 |
8 |
127 |
| Nowcasting economic activity with electronic payments data: A predictive modeling approach |
1 |
1 |
3 |
141 |
1 |
4 |
27 |
258 |
| Operational Risk Management using a Fuzzy Logic Inference System |
0 |
0 |
0 |
98 |
0 |
0 |
6 |
285 |
| Operational Risk Management using a Fuzzy Logic Inference System |
0 |
0 |
1 |
64 |
2 |
4 |
12 |
199 |
| Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
0 |
1 |
5 |
14 |
18 |
| Ownership Networks Effects on Secured Borrowing |
0 |
0 |
0 |
13 |
0 |
1 |
5 |
57 |
| Pattern recognition of financial institutions’ payment behavior |
0 |
0 |
2 |
54 |
0 |
5 |
18 |
161 |
| Portfolio Optimization and Long-Term Dependence |
0 |
0 |
2 |
42 |
0 |
6 |
13 |
142 |
| Portfolio Optimization and Long-Term Dependence |
0 |
0 |
0 |
24 |
0 |
3 |
8 |
125 |
| Quién es quién en la red de coautoría en Colombia |
0 |
0 |
4 |
96 |
0 |
1 |
20 |
159 |
| Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia |
0 |
0 |
1 |
61 |
0 |
6 |
14 |
375 |
| Recomendaciones para la modificaci�n del r�gimen de pensiones obligatorias de Colombia |
0 |
0 |
0 |
49 |
2 |
4 |
6 |
354 |
| 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 |
67 |
1 |
4 |
13 |
397 |
| 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 |
0 |
15 |
0 |
2 |
8 |
185 |
| Scale-free tails in Colombian financial indexes: A primer |
0 |
0 |
0 |
13 |
1 |
7 |
17 |
90 |
| Scale-free tails in Colombian financial indexes: a primer |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
54 |
| Securities cross-holding in the Colombian financial system: A topological approach |
0 |
0 |
1 |
55 |
1 |
5 |
12 |
114 |
| Short-Term Liquidity Contagion in the Interbank Market |
0 |
0 |
0 |
21 |
0 |
2 |
15 |
116 |
| Short-Term Liquidity Contagion in the Interbank Market |
0 |
0 |
0 |
31 |
0 |
3 |
9 |
72 |
| Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
22 |
0 |
1 |
5 |
138 |
| Systemic Importance Index for financial institutions: A Principal Component Analysis approach |
0 |
0 |
0 |
78 |
0 |
0 |
12 |
557 |
| The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
0 |
0 |
0 |
12 |
0 |
3 |
10 |
89 |
| The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter? |
0 |
0 |
1 |
39 |
0 |
1 |
10 |
118 |
| The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
4 |
0 |
3 |
7 |
22 |
| The Evolution of World Trade from 1995 to 2014: A Network Approach |
0 |
0 |
0 |
29 |
0 |
5 |
9 |
70 |
| The dawn of a mobile payment scheme: The case of Movii |
0 |
0 |
1 |
18 |
2 |
12 |
45 |
238 |
| The dawn of a mobile payment scheme: The case of Movii |
0 |
0 |
3 |
173 |
4 |
10 |
28 |
266 |
| The evolution of world trade from 1995 to 2014: A network approach |
0 |
0 |
0 |
116 |
0 |
9 |
13 |
278 |
| Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities |
0 |
0 |
1 |
62 |
1 |
3 |
12 |
268 |
| Too-connected-to-fail Institutions and Payments System�s Stability: Assessing Challenges for Financial Authorities |
0 |
0 |
0 |
41 |
0 |
2 |
12 |
156 |
| Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos |
0 |
0 |
0 |
100 |
1 |
5 |
13 |
422 |
| 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 |
1 |
5 |
220 |
| Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition |
0 |
0 |
0 |
29 |
0 |
1 |
4 |
87 |
| Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition |
0 |
0 |
0 |
2 |
3 |
5 |
10 |
14 |
| Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition |
0 |
0 |
0 |
73 |
0 |
3 |
15 |
194 |
| Índice representativo del mercado de deuda pública interna: IDXTES |
0 |
0 |
1 |
75 |
1 |
4 |
18 |
568 |
| �ndice representativo del mercado de deuda p�blica interna: IDXTES |
0 |
0 |
0 |
33 |
1 |
1 |
4 |
383 |
| Total Working Papers |
3 |
8 |
61 |
5,761 |
71 |
393 |
1,292 |
23,589 |