Publicaciones Externas

Publicaciones del Staff CEMLA en Otros Journals.

 

• How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?
  Isela-Elizabeth Téllez-León, Serafín Martínez-Jaramillo, Luis O. L. Escobar-Farfán, Ronald Hochreiter
  Journal of Financial Stability, Volume 55
  August 2021

• Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups
  Helge C. N. Littke (Deutsche Bundesbank) and Matias Ossandon Busch (CEMLA)
  Deutsche Bundesbank No 16/2021
  May 2021

• The disciplining effect of supervisory scrutiny in the EU-wide stress test
  Christoffer Kok, Carola Müller, Steven Ongena and Cosimo Pancaro
  ECB Working Paper Series No 2551
  May 2021

• Climate risk and financial stability in the network of banks and investment funds
  Alan Roncoroni, Stefano Battistona, Luis Onésimo, Leonardo Escobar Farfán, Serafin Martinez Jaramillo
  Journal of Financial Stability
  March 2021

• Network models and stress testing for financial stability: the conference
  Special Issue Edited by Serafin Martinez-Jaramillo and Stefano Battiston
  Journal of Financial Stability
  February 2021

• Network models and stress testing for financial stability: the conference
  Serafin Martinez-Jaramillo, Stefano Battiston.
  Journal of Financial Stability.
  February 2021

• Quantification of systemic risk from overlapping portfolios in the financial system
  Sebastian Poledna, Serafín Martínez-Jaramillo, Fabio Caccioli, Stefan Thurner.
  Journal of Financial Stability.
  February 2021

• Learning of Weighted Multi-layer Networks via Dynamic Social Spaces, with Application to Financial Interbank Transactions
  Carmona, C. U., S. Martinez-Jaramillo.
  Proceedings of the International Conference on Complex Networks and Their Applications, 722-735.
  January 2020

• Interconnectedness and Financial Stability
  Martinez-Jaramillo, Serafin; Carmona, Christian U.; Kenett, Dror Y. 
  Journal of Risk Management in Financial Institutions, Volume 12, Number 2.
  Spring 2019

• Financial Decisions and Financial Capabilities in the Andean Region
  María José Roa, Ignacio Garrón, and Jonathan Barboza.
  The Journal of Consumer Affairs.
  April 2018

• The dynamics of sovereign debt crises and bailouts
  Francisco Roch and Harald Uhlig.
  Journal of International Economics, Volume 114, Pages 1-13.
  September 2018

• Currency Mismatch in the Banking Sector in Latin America and the Caribbean
  Martin Tobal, Banco de México and CEMLA.
  International Journal of Central Banking (IJCB).
  January 2018

• Bank Capital Buffers Around the World: Cyclical Patterns and the Effect of Market Power
  Óscar Carvallo Valencia (CEMLA), and Alberto Ortiz Bolaños (CEMLA and EGADE Business School).
  Journal of Financial Stability.
  October 2018