A multi-layer network of the sovereign securities market

Thumbnail Image
Download
Borradores de Economía; No. 840

Date published

2014-08-19

Date

2014-08-19

Authors

León-Rincón, Carlos Eduardo
Pérez-Villalobos, Jhonatan
Renneboog, Luc

Part of book title

ISSN

ISBN

Document language

spa
Metrics
downloads: 0
abstract_views: 0

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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

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

Description

JEL Codes

G20 - Financial Institutions and Services: General
G01 - Financial Crises
L14 - Transactional Relationships; Contracts and Reputation; Networks
D85 - Network Formation and Analysis: Theory
D53 - Financial Markets

Temática

Keywords

Keywords

Multiplex networks , Financial market infrastructures , Correlated multiplexity , Settlement

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/6127
 https://hdl.handle.net/20.500.12134/6127
 https://ideas.repec.org/p/bdr/borrec/840.html
 https://doi.org/10.32468/be.840

Collections

Borradores de Economía

Seleccionar año de consulta:
Full item page

Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.

Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito