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dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorPérez-Villalobos, Jhonatan
dc.creatorRenneboog, Luc
dc.date.created2014-08-19
dc.date.issued2014-08-19
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6127
dc.description.abstractWe study the network of Colombian sovereign securities settlements. With data from the settlement market infrastructure we study financial institutions’ transactions from three different trading and registering individual networks that we combine into a m
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 840
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA multi-layer network of the sovereign securities market
dc.typeWorking Paper
dc.subject.jelG20 - Financial Institutions and Services: General
dc.subject.jelG01 - Financial Crises
dc.subject.jelL14 - Transactional Relationships; Contracts and Reputation; Networks
dc.subject.jelD85 - Network Formation and Analysis: Theory
dc.subject.jelD53 - Financial Markets
dc.subject.keywordMultiplex networks
dc.subject.keywordFinancial market infrastructures
dc.subject.keywordCorrelated multiplexity
dc.subject.keywordSettlement
dc.subject.lembBolsa de valores -- Colombia
dc.subject.lembRedes multiplexadas -- Colombia
dc.subject.lembPrecios
dc.subject.lembMercado financiero -- Colombia
dc.subject.lembInstituciones financieras -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaL14 - Relaciones de transacción; Contratos y reputación; Redes
dc.subject.jelspaG01 - Crisis financiera
dc.subject.jelspaG20 - Instituciones y servicios financieros: Generalidades
dc.subject.jelspaD85 - Formación de redes y análisis: teoria
dc.subject.jelspaD53 - Mercados financieros
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/840.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/012036.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6127


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit