A multi-layer network of the sovereign securities market

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dc.coverage.sucursalBogotáspa
dc.creatorLeón-Rincón, Carlos Eduardo
dc.creatorPérez-Villalobos, Jhonatan
dc.creatorRenneboog, Luc
dc.creator.firmaCarlos León
dc.date.accessioned2014-08-19T08:30:10Zeng
dc.date.available2014-08-19T08:30:10Zspa
dc.date.created2014-08-19spa
dc.date.issued2014-08-19eng
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 meng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6127spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6127spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.840spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/012036.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 840spa
dc.relation.numberBorrador 840spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/840.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:012036spa
dc.subject.jelG20 - Financial Institutions and Services: Generaleng
dc.subject.jelG01 - Financial Criseseng
dc.subject.jelL14 - Transactional Relationships; Contracts and Reputation; Networkseng
dc.subject.jelD85 - Network Formation and Analysis: Theoryeng
dc.subject.jelD53 - Financial Marketseng
dc.subject.jelspaL14 - Relaciones de transacción; Contratos y reputación; Redesspa
dc.subject.jelspaG01 - Crisis financieraspa
dc.subject.jelspaG20 - Instituciones y servicios financieros: Generalidadesspa
dc.subject.jelspaD85 - Formación de redes y análisis: teoriaspa
dc.subject.jelspaD53 - Mercados financierosspa
dc.subject.keywordMultiplex networkseng
dc.subject.keywordFinancial market infrastructureseng
dc.subject.keywordCorrelated multiplexityeng
dc.subject.keywordSettlementeng
dc.subject.lembBolsa de valores -- Colombiaspa
dc.subject.lembRedes multiplexadas -- Colombiaspa
dc.subject.lembPreciosspa
dc.subject.lembMercado financiero -- Colombiaspa
dc.subject.lembInstituciones financieras -- Colombiaspa
dc.titleA multi-layer network of the sovereign securities marketspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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