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Details about Carlos León

E-mail:
Phone:+5713430731
Workplace:Banco de la Republica de Colombia (Central Bank of Colombia), (more information at EDIRC)
CentER for Economic Research, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Carlos León.

Last updated 2019-03-24. Update your information in the RePEc Author Service.

Short-id: ple368


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Working Papers

2019

  1. Colombian liberalization and integration to world trade markets: Much ado about nothing
    Borradores de Economia, Banco de la Republica de Colombia Downloads

2018

  1. Nowcasting economic activity with electronic payments data: A predictive modeling approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  2. Ownership Networks Effects on Secured Borrowing
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2017

  1. Banks in Colombia: how homogeneous are they?
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  2. Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes
    Borradores de Economia, Banco de la Republica de Colombia Downloads
  3. The Evolution of World Trade from 1995 to 2014: A Network Approach
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2017) Downloads
  4. Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2016) Downloads

2016

  1. Equity Markets’ Clustering and the Global Financial Crisis
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article in Quantitative Finance (2017)
  2. Liquidity and Counterparty Risks Tradeoff in Money Market Networks
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (7)

2015

  1. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2015) Downloads

    See also Journal Article in Revista Ciencias Estratégicas (2014)
  2. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2015) Downloads View citations (2)
    Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (2)

    See also Journal Article in Lecturas de Economía (2016)
  3. Monitoring the Unsecured Interbank Funds Market
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) Downloads View citations (4)
  4. Short-Term Liquidity Contagion in the Interbank Market
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2015) Downloads

2014

  1. A multi-layer network of the sovereign securities market
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (3)
  2. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2014) Downloads View citations (4)
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center (2014) Downloads View citations (4)
    Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads View citations (6)
  3. Identifying central bank liquidity super-spreaders in interbank funds networks
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2014) Downloads View citations (9)

    See also Journal Article in Journal of Financial Stability (2018)
  4. Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) Downloads View citations (4)
    Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (2)
  5. Scale-free tails in Colombian financial indexes: A primer
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2014) Downloads
  6. The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) Downloads

    See also Journal Article in Journal of Financial Stability (2016)

2013

  1. Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) Downloads View citations (2)
  2. El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads
  3. Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2014)
  4. Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) Downloads View citations (5)

2012

  1. Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads
  2. Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads View citations (1)
  3. Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads View citations (2)
  4. Systemic Importance Index for financial institutions: A Principal Component Analysis approach
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (9)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads View citations (3)

2011

  1. Designing an expert knowledge-based Systemic Importance Index for financial institutions
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (4)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) Downloads View citations (3)
  2. Foreign reserves´ strategic asset allocation
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads
  3. Montecarlo simulation of long-term dependent processes: a primer
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
  4. Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (12)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads View citations (1)

2010

  1. Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads
  2. Portfolio Optimization and Long-Term Dependence
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads

    See also Chapter (2011)
  3. Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads

2009

  1. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads View citations (2)
  2. Modelo de simulación del valor de la pensión de un trabajador en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads
  3. Operational Risk Management using a Fuzzy Logic Inference System
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads

    See also Journal Article in Journal of Financial Transformation (2010)
  4. Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) Downloads

2008

  1. Administración de fondos de pensiones y multifondos en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (3)
  2. Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads
  3. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (3)
  4. La dolarización financiera: Experiencia internacional y perspectivas para Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (3)
  5. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (1)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (3)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2008)
  6. Índice representativo del mercado de deuda pública interna: IDXTES
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (6)

Journal Articles

2018

  1. Financial stability in networks of financial institutions and market infrastructures
    Journal of Financial Stability, 2018, 35, (C), 120-135 Downloads View citations (1)
  2. Identifying central bank liquidity super-spreaders in interbank funds networks
    Journal of Financial Stability, 2018, 35, (C), 75-92 Downloads View citations (2)
    See also Working Paper (2014)
  3. Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes
    Revista Lecturas de Economía, 2018, (88), 109-153 Downloads
  4. Transfers processed by ACH Colombia: a network topology analysis
    Lecturas de Economía, 2018, (88), 109-153 Downloads

2017

  1. An early warning indicator system to monitor the unsecured interbank funds market
    Research in International Business and Finance, 2017, 40, (C), 114-128 Downloads View citations (1)
  2. Equity markets’ clustering and the global financial crisis
    Quantitative Finance, 2017, 17, (12), 1905-1922 Downloads
    See also Working Paper (2016)

2016

  1. Assessing Systemic Importance With a Fuzzy Logic Inference System
    Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 121-153 Downloads
  2. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Lecturas de Economía, 2016, (85), 91-125 Downloads
    See also Working Paper (2015)
  3. The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?
    Journal of Financial Stability, 2016, 25, (C), 193-205 Downloads
    See also Working Paper (2014)

2014

  1. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Revista Ciencias Estratégicas, 2014 Downloads
    See also Working Paper (2015)
  2. Caracterización y comparación del mercado OTC de valores en Colombia
    Revista de Economía Institucional, 2014, 16, (31), 223-250 Downloads
  3. Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach
    Physica A: Statistical Mechanics and its Applications, 2014, 415, (C), 407-420 Downloads View citations (2)
    See also Working Paper (2013)
  4. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
    Journal of Financial Stability, 2014, 15, (C), 241-256 Downloads View citations (29)

2012

  1. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia
    Emerging Markets Finance and Trade, 2012, 48, (4), 50-66 Downloads View citations (1)

2011

  1. Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (65), 106-175 Downloads View citations (1)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 106-175 (2011) Downloads View citations (1)

2010

  1. Operational Risk Management Using a Fuzzy Logic Inference System
    Journal of Financial Transformation, 2010, 30, 141-153 View citations (2)
    See also Working Paper (2009)

2008

  1. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2008, 26, (56), 78-113 Downloads View citations (2)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2008, 26, (56), 78-113 (2008) Downloads

    See also Working Paper (2008)

2003

  1. El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales
    Contexto (Artículos Sobre Economía), 2003 Downloads

Chapters

2018

  1. International trade networks and the integration of Colombia into global trade
    A chapter in Globalisation and deglobalisation, 2018, vol. 100, pp 105-123 Downloads

2015

  1. Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia
    Chapter 19 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 617-662 Downloads

2011

  1. Portfolio optimization and long-term dependence
    A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 85-110 Downloads View citations (2)
    See also Working Paper (2010)
 
Page updated 2019-05-26