A multi-layer network of the sovereign securities market

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Borradores de Economía; No. 840
Date published
2014-08-19
Date of last update
2014-08-19
Author
León-Rincón, Carlos Eduardo
Pérez-Villalobos, Jhonatan
Renneboog, Luc
Document language
spa
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Las 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.
Abstract
We 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
JEL Codes
G20 - Financial Institutions and Services: GeneralG01 - Financial CrisesL14 - Transactional Relationships; Contracts and Reputation; NetworksD85 - Network Formation and Analysis: TheoryD53 - Financial Markets
Keywords
Multiplex networks ; Financial market infrastructures ; Correlated multiplexity ; Settlement ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6127
https://hdl.handle.net/20.500.12134/6127
https://doi.org/10.32468/be.840
https://ideas.repec.org/p/bdr/borrec/840.html
https://ideas.repec.org/p/col/000094/012036.html
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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