Details about Miguel Sarmiento

Access statistics for papers by Miguel Sarmiento.

Last updated 2021-01-05. Update your information in the RePEc Author Service.

Short-id: psa421

Working Papers

2020

1. Forward Looking Loan Provisions: Credit Supply and Risk-Taking
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (3)
   Working Papers, Barcelona School of Economics (2020) View citations (3)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2020) View citations (3)
   EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2020) View citations (4)

2019

2. The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (4)

2018

3. Borrowing Costs and The Role of Multilateral Development Banks: Evidence from Cross-Border Syndicated Bank Lending
   IMF Working Papers, International Monetary Fund View citations (4)
   See also Journal Article Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending, Journal of International Money and Finance, Elsevier (2020) View citations (17) (2020)

2016

4. Liquidity and Counterparty Risks Tradeoff in Money Market Networks
   Borradores de Economia, Banco de la Republica de Colombia View citations (11)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2016) View citations (12)

2015

5. Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks
   Discussion Paper, Tilburg University, Center for Economic Research View citations (18)
   Also in Borradores de Economia, Banco de la Republica (2014) View citations (16)
   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)
6. Monitoring the Unsecured Interbank Funds Market
   Borradores de Economia, Banco de la Republica de Colombia View citations (5)
   Also in Borradores de Economia, Banco de la Republica (2015) View citations (3)
7. The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (13)
   Also in Borradores de Economia, Banco de la Republica (2015) View citations (6)
   Working Papers, Banco de España (2015) View citations (6)
   Discussion Paper, Tilburg University, Center for Economic Research (2015) View citations (6)
   See also Journal Article The influence of risk-taking on bank efficiency: Evidence from Colombia, Emerging Markets Review, Elsevier (2017) View citations (21) (2017)

2014

8. Heterogeneous effects of risk-taking on bank efficiency: a stochastic frontier model with random coefficients
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (4)

2013

9. Nueva Evidencia sobre la Eficiencia de la Banca
   Archivos de Economía, Departamento Nacional de Planeación View citations (12)

2011

10. 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

11. 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 de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2010) View citations (3)

2009

12. Central Bank Economic Research: Output, Demand, Productivity, and Relevance
    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 Central Bank Economic Research: Output, Demand, Productivity, and Relevance, Money Affairs, CEMLA (2010) View citations (1) (2010)

2008

13. Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (7)
    Also in Borradores de Economia, Banco de la Republica (2008) View citations (12)
    See also Journal Article Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia, Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía (2008) View citations (11) (2008)

2007

14. BANKNOTE PRINTING AT MODERN CENTRAL BANKING: TRENDS, COSTS, AND EFFICIENCY
    Borradores de Economia, Banco de la Republica de Colombia View citations (4)
    Also in Borradores de Economia, Banco de la Republica (2007) View citations (3)
    See also Journal Article Banknote Printing at Modern central Banking: Trends, Costs and Efficiency, Money Affairs, CEMLA (2008) View citations (2) (2008)

2006

15. Staff, Functions, and Staff Costs at Central Banks: An International Comparison with a Labor-demand Model
    Borradores de Economia, Banco de la Republica de Colombia View citations (2)
    Also in Borradores de Economia, Banco de la Republica (2006) View citations (2)
    See also Journal Article Staff, Functions, and Staff Costs at Central Banks: an International Comparison with a Labor- Demand Model, Money Affairs, CEMLA (2007) View citations (5) (2007)

Journal Articles

2020

1. Borrowing costs and the role of multilateral development banks: Evidence from cross-border syndicated bank lending
   Journal of International Money and Finance, 2020, 100, (C) View citations (17)
   See also Working Paper Borrowing Costs and The Role of Multilateral Development Banks: Evidence from Cross-Border Syndicated Bank Lending, IMF Working Papers (2018) View citations (4) (2018)
2. Impacto de la intervención cambiaria y su duración
   Revista ESPE - Ensayos sobre Política Económica, 2020, (98), 1-120 View citations (1)

2019

3. Estimating the direct impact of bank liquidity shocks on the real economy: Evidence from letter‐of‐credit import transactions in Colombia
   Review of International Economics, 2019, 27, (5), 1510-1536 View citations (18)

2018

4. 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, Discussion Paper (2015) View citations (18) (2015)
5. Impacto de las fusiones y adquisiciones en la eficiencia de la banca en Colombia
   Revista de Economía Institucional, 2018, 20, (38), 157-183 View citations (1)

2017

6. 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)
7. The influence of risk-taking on bank efficiency: Evidence from Colombia
   Emerging Markets Review, 2017, 32, (C), 52-73 View citations (21)
   See also Working Paper The Influence of Risk-Taking on Bank Efficiency: Evidence from Colombia, Borradores de Economia (2015) View citations (13) (2015)

2011

8. 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

9. Central Bank Economic Research: Output, Demand, Productivity, and Relevance
   Money Affairs, 2010, XXIII, (2), 211-240 View citations (1)
   See also Working Paper Central Bank Economic Research: Output, Demand, Productivity, and Relevance, Borradores de Economia (2009) View citations (1) (2009)
10. Una nota sobre la propuesta de regla fiscal para el gobierno nacional en Colombia
    Divergencia (Artículos Sobre Economía), 2010

2008

11. Banknote Printing at Modern central Banking: Trends, Costs and Efficiency
    Money Affairs, 2008, XXI, (2), 217-262 View citations (2)
    See also Working Paper BANKNOTE PRINTING AT MODERN CENTRAL BANKING: TRENDS, COSTS, AND EFFICIENCY, Borradores de Economia (2007) View citations (4) (2007)
12. Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia
    Revista de Economía Institucional, 2008, 10, (19), 311-352 View citations (11)
    See also Working Paper Regla fiscal cuantitativa para consolidar y blindar las finanzas públicas de Colombia, Borradores de Economia (2008) View citations (7) (2008)

2007

13. Staff, Functions, and Staff Costs at Central Banks: an International Comparison with a Labor- Demand Model
    Money Affairs, 2007, XX, (2), 131-179 View citations (5)
    See also Working Paper Staff, Functions, and Staff Costs at Central Banks: An International Comparison with a Labor-demand Model, Borradores de Economia (2006) View citations (2) (2006)