Details about Carlos León

Access statistics for papers by Carlos León.

Last updated 2023-07-10. Update your information in the RePEc Author Service.

Short-id: ple368

Working Papers

2021

1. Interbank relationship lending revisited: Are the funds available at a similar price?
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article Interbank relationship lending revisited: Are the funds available at a similar price?, Research in International Business and Finance, Elsevier (2021) (2021)
2. The dawn of a mobile payment scheme: The case of Movii
   Working papers, Red Investigadores de Economía View citations (1)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2021) View citations (1)

2020

3. Interbank relationship lending in Colombia
   Borradores de Economia, Banco de la Republica de Colombia
4. Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia
   Borradores de Economia, Banco de la Republica de Colombia
   Also in Working papers, Red Investigadores de Economía (2020)
5. Pattern recognition of financial institutions’ payment behavior
   Borradores de Economia, Banco de la Republica de Colombia View citations (4)
   See also Journal Article Pattern recognition of financial institutions’ payment behavior, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2020) View citations (1) (2020)
6. Quién es quién en la red de coautoría en Colombia
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article Quién es quién en la red de coautoría en Colombia, Revista de Economía del Rosario, Universidad del Rosario (2021) (2021)
7. Securities cross-holding in the Colombian financial system: A topological approach
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article Securities cross-holding in the Colombian financial system: a topological approach, Studies in Economics and Finance, Emerald Group Publishing Limited (2021) (2021)

2019

8. Colombian liberalization and integration to world trade markets: Much ado about nothing
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)
9. Detecting anomalous payments networks: A dimensionality reduction approach
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article Detecting anomalous payments networks: A dimensionality-reduction approach, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2020) View citations (4) (2020)

2018

10. Nowcasting economic activity with electronic payments data: A predictive modeling approach
    Borradores de Economia, Banco de la Republica de Colombia View citations (3)
    See also Journal Article Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach, Revista de Economía del Rosario, Universidad del Rosario (2018) View citations (3) (2018)
11. Ownership Networks Effects on Secured Borrowing
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2018)

2017

12. Banks in Colombia: how homogeneous are they?
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article Banks in Colombia: How Homogeneous Are They?, Revista de Economía del Rosario, Universidad del Rosario (2020) View citations (1) (2020)
13. Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes
    Borradores de Economia, Banco de la Republica de Colombia
14. The Evolution of World Trade from 1995 to 2014: A Network Approach
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2017)
    Discussion Paper, Tilburg University, Center for Economic Research (2017) View citations (5)
    See also Journal Article The evolution of world trade from 1995 to 2014: A network approach, The Journal of International Trade & Economic Development, Taylor & Francis Journals (2019) View citations (10) (2019)
15. Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2016)
    Discussion Paper, Tilburg University, Center for Economic Research (2017) View citations (3)

2016

16. Equity Markets’ Clustering and the Global Financial Crisis
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article Equity markets’ clustering and the global financial crisis, Quantitative Finance, Taylor & Francis Journals (2017) View citations (9) (2017)
17. Liquidity and Counterparty Risks Tradeoff in Money Market Networks
    Borradores de Economia, Banco de la Republica de Colombia View citations (11)

2015

18. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015)
    See also Journal Article Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes, Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana (2014) (2014)
19. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Borradores de Economia, Banco de la Republica View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2015) View citations (2)
    Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (2)
    See also Journal Article Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data, Lecturas de Economía, Universidad de Antioquia, Departamento de Economía (2016) View citations (5) (2016)
20. Monitoring the Unsecured Interbank Funds Market
    Borradores de Economia, Banco de la Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (5)
21. Short-Term Liquidity Contagion in the Interbank Market
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2015)
    See also Journal Article Short-Term Liquidity Contagion in the Interbank Market, Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID (2019) View citations (1) (2019)

2014

22. A multi-layer network of the sovereign securities market
    Borradores de Economia, Banco de la Republica View citations (7)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (7)
23. Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures
    Borradores de Economia, Banco de la Republica View citations (14)
    Also in Discussion Paper, Tilburg University, Tilburg Law and Economic Center (2014) View citations (14)
    Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (15)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) View citations (14)
24. Identifying central bank liquidity super-spreaders in interbank funds networks
    Borradores de Economia, Banco de la Republica View citations (16)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2014) View citations (18)
    See also Journal Article Identifying central bank liquidity super-spreaders in interbank funds networks, Journal of Financial Stability, Elsevier (2018) View citations (27) (2018)
25. Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2013) View citations (3)
    Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (3)
26. Scale-free tails in Colombian financial indexes: A primer
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
    Also in Borradores de Economia, Banco de la Republica (2014) View citations (2)
27. The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2014) View citations (2)
    See also Journal Article The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?, Journal of Financial Stability, Elsevier (2016) View citations (6) (2016)

2013

28. Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures
    Borradores de Economia, Banco de la Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (3)
29. El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013)
30. Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013)
    See also Journal Article Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2014) View citations (6) (2014)
31. Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view
    Borradores de Economia, Banco de la Republica View citations (5)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (5)

2012

32. Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)
33. Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (4)
34. Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (2)
35. Systemic Importance Index for financial institutions: A Principal Component Analysis approach
    Borradores de Economia, Banco de la Republica View citations (12)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (7)

2011

36. Designing an expert knowledge-based Systemic Importance Index for financial institutions
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    Also in Borradores de Economia, Banco de la Republica (2011) View citations (3)
37. Foreign reserves´ strategic asset allocation
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011)
38. Montecarlo simulation of long-term dependent processes: a primer
    Borradores de Economia, Banco de la Republica View citations (4)
39. Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities
    Borradores de Economia, Banco de la Republica View citations (14)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) View citations (4)

2010

40. 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 Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2010) View citations (2)
41. Portfolio Optimization and Long-Term Dependence
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010)
    See also Chapter Portfolio optimization and long-term dependence, BIS Papers chapters, Bank for International Settlements (2011) View citations (2) (2011)
42. 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 Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) View citations (1)

2009

43. Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (2)
44. Modelo de simulación del valor de la pensión de un trabajador en Colombia
    Borradores de Economia, Banco de la Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009)
45. Operational Risk Management using a Fuzzy Logic Inference System
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2009) View citations (1)
    See also Journal Article Operational Risk Management Using a Fuzzy Logic Inference System, Journal of Financial Transformation, Capco Institute (2010) View citations (2) (2010)
46. 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
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009)

2008

47. Administración de fondos de pensiones y multifondos en Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (3)
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (6)
48. Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo
    Borradores de Economia, Banco de la Republica de Colombia
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (1)
49. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (5)
    See also Chapter Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space, Palgrave Macmillan Books, Palgrave Macmillan (2010) (2010)
50. La dolarización financiera: Experiencia internacional y perspectivas para Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (3)
51. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) View citations (2)
    See also Journal Article Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2008) View citations (3) (2008)
52. Índice representativo del mercado de deuda pública interna: IDXTES
    Borradores de Economia, Banco de la Republica View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) View citations (6)

Journal Articles

2023

1. Ciclo financiero global, flujos de capital y respuestas de política
   Revista ESPE - Ensayos Sobre Política Económica, 2023, (104), 1-55
   Also in Revista ESPE - Ensayos sobre Política Económica, 2023, (104), 1-55 (2023)

2021

2. Interbank relationship lending revisited: Are the funds available at a similar price?
   Research in International Business and Finance, 2021, 58, (C)
   See also Working Paper Interbank relationship lending revisited: Are the funds available at a similar price?, Borradores de Economia (2021) (2021)
3. Interbank relationship lending: A network perspective
   Physica A: Statistical Mechanics and its Applications, 2021, 573, (C) View citations (1)
4. Quién es quién en la red de coautoría en Colombia
   Revista de Economía del Rosario, 2021, 24, (2)
   See also Working Paper Quién es quién en la red de coautoría en Colombia, Borradores de Economia (2020) (2020)
5. Securities cross-holding in the Colombian financial system: a topological approach
   Studies in Economics and Finance, 2021, 38, (4), 786-806
   See also Working Paper Securities cross-holding in the Colombian financial system: A topological approach, Borradores de Economia (2020) (2020)
6. The adoption of a mobile payment system: the user perspective
   Latin American Journal of Central Banking (previously Monetaria), 2021, 2, (4)

2020

7. Banks in Colombia: How Homogeneous Are They?
   Revista de Economía del Rosario, 2020, 23, (2), 1-32 View citations (1)
   See also Working Paper Banks in Colombia: how homogeneous are they?, Borradores de Economia (2017) (2017)
8. Detecting anomalous payments networks: A dimensionality-reduction approach
   Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) View citations (4)
   See also Working Paper Detecting anomalous payments networks: A dimensionality reduction approach, Borradores de Economia (2019) (2019)
9. Pattern recognition of financial institutions’ payment behavior
   Latin American Journal of Central Banking (previously Monetaria), 2020, 1, (1) View citations (1)
   See also Working Paper Pattern recognition of financial institutions’ payment behavior, Borradores de Economia (2020) View citations (4) (2020)

2019

10. Criptoactivos: análisis y revisión de literatura
    Revista ESPE - Ensayos sobre Política Económica, 2019, (92), 1-37
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2019, (92), 1-37 (2019)
11. Short-Term Liquidity Contagion in the Interbank Market
    Revista Cuadernos de Economia, 2019, 38, (76), 51-80 View citations (1)
    See also Working Paper Short-Term Liquidity Contagion in the Interbank Market, Borradores de Economia (2015) (2015)
12. The evolution of world trade from 1995 to 2014: A network approach
    The Journal of International Trade & Economic Development, 2019, 28, (4), 452-485 View citations (10)
    See also Working Paper The Evolution of World Trade from 1995 to 2014: A Network Approach, Other publications TiSEM (2017) View citations (2) (2017)

2018

13. Financial stability in networks of financial institutions and market infrastructures
    Journal of Financial Stability, 2018, 35, (C), 120-135 View citations (24)
14. Identifying central bank liquidity super-spreaders in interbank funds networks
    Journal of Financial Stability, 2018, 35, (C), 75-92 View citations (27)
    See also Working Paper Identifying central bank liquidity super-spreaders in interbank funds networks, Borradores de Economia (2014) View citations (16) (2014)
15. Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes
    Revista Lecturas de Economía, 2018, (88), 109-153 View citations (1)
16. Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach
    Revista de Economía del Rosario, 2018, 21, (2), 381-407 View citations (3)
    See also Working Paper Nowcasting economic activity with electronic payments data: A predictive modeling approach, Borradores de Economia (2018) View citations (3) (2018)
17. Transfers processed by ACH Colombia: a network topology analysis
    Lecturas de Economía, 2018, (88), 109-153 View citations (1)

2017

18. An early warning indicator system to monitor the unsecured interbank funds market
    Research in International Business and Finance, 2017, 40, (C), 114-128 View citations (6)
19. Equity markets’ clustering and the global financial crisis
    Quantitative Finance, 2017, 17, (12), 1905-1922 View citations (9)
    See also Working Paper Equity Markets’ Clustering and the Global Financial Crisis, Borradores de Economia (2016) (2016)

2016

20. Assessing Systemic Importance With a Fuzzy Logic Inference System
    Intelligent Systems in Accounting, Finance and Management, 2016, 23, (1-2), 121-153 View citations (2)
21. Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data
    Lecturas de Economía, 2016, (85), 91-125 View citations (5)
    See also Working Paper Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data, Borradores de Economia (2015) View citations (2) (2015)
22. The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?
    Journal of Financial Stability, 2016, 25, (C), 193-205 View citations (6)
    See also Working Paper The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?, Borradores de Economia (2014) (2014)

2014

23. Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes
    Revista Ciencias Estratégicas, 2014
    See also Working Paper Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes, Borradores de Economia (2015) (2015)
24. Caracterización y comparación del mercado OTC de valores en Colombia
    Revista de Economía Institucional, 2014, 16, (31), 223-250
25. Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach
    Physica A: Statistical Mechanics and its Applications, 2014, 415, (C), 407-420 View citations (6)
    See also Working Paper Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach, Borradores de Economia (2013) (2013)
26. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
    Journal of Financial Stability, 2014, 15, (C), 241-256 View citations (55)

2012

27. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia
    Emerging Markets Finance and Trade, 2012, 48, (4), 50-66 View citations (5)

2011

28. 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 View citations (1)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 106-175 (2011) View citations (1)

2010

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

2008

30. Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2008, 26, (56), 78-113 View citations (3)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2008, 26, (56), 78-113 (2008) View citations (1)
    See also Working Paper Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia, Borradores de Economia (2008) View citations (4) (2008)

2003

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

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

2015

2. 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

2011

3. 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 View citations (2)
   See also Working Paper Portfolio Optimization and Long-Term Dependence, Banco de la Republica (2010) (2010)

2010

4. Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space
   Palgrave Macmillan
   See also Working Paper Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space, Banco de la Republica de Colombia (2008) View citations (5) (2008)