Carlos León
(Carlos Leon)
Personal Details
First Name: | Carlos |
Middle Name: | Eduardo |
Last Name: | Leon |
Suffix: | |
RePEc Short-ID: | ple368 |
[This author has chosen not to make the email address public] | |
+5713430731 |
Affiliation
(1%) CentER Graduate School for Economics and Business
School of Economics and Management
Universiteit van Tilburg
Tilburg, Netherlandshttps://www.tilburguniversity.edu/research/economics-and-management/graduate-school
RePEc:edi:cekubnl (more details at EDIRC)
(99%) Banco de la Republica de Colombia
Bogotá, Colombiahttp://www.banrep.gov.co/
RePEc:edi:brcgvco (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Carlos León & Javier Miguélez, 2021.
"Interbank relationship lending revisited: Are the funds available at a similar price?,"
Borradores de Economia
1151, Banco de la Republica de Colombia.
- León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Research in International Business and Finance, Elsevier, vol. 58(C).
- Carlos León, 2021.
"The dawn of a mobile payment scheme: The case of Movii,"
Borradores de Economia
1157, Banco de la Republica de Colombia.
- León, Carlos, 2021. "The dawn of a mobile payment scheme: The case of Movii," Working papers 78, Red Investigadores de Economía.
- Carlos León & Javier Miguélez, 2020.
"Securities cross-holding in the Colombian financial system: A topological approach,"
Borradores de Economia
1134, Banco de la Republica de Colombia.
- Carlos León & Javier Miguélez, 2021. "Securities cross-holding in the Colombian financial system: a topological approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 786-806, February.
- Ricardo Mariño-Martínez & Carlos León & Carlos Cadena-Silva, 2020.
"Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia,"
Borradores de Economia
1101, Banco de la Republica de Colombia.
- Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
- Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
- Carlos León & Angélica Bahos-Olivera, 2020.
"Quién es quién en la red de coautoría en Colombia,"
Borradores de Economia
1146, Banco de la Republica de Colombia.
- Carlos León & Angélica Bahos-Olivera, 2021. "Quién es quién en la red de coautoría en Colombia," Revista de Economía del Rosario, Universidad del Rosario, vol. 24(2), December.
- Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020.
"Pattern recognition of financial institutions’ payment behavior,"
Borradores de Economia
1130, Banco de la Republica de Colombia.
- León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020. "Pattern recognition of financial institutions’ payment behavior," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Freddy Cepeda-Lopez & Fredy Gamboa-Estrada & Carlos León & Hernán Rincón-Castro, 2019.
"Colombian liberalization and integration to world trade markets: Much ado about nothing,"
Borradores de Economia
1065, Banco de la Republica de Colombia.
- Fredy Cepeda-Lopez & Fredy Gamboa-Estrada & Carlos Leon-Rincón & Hernán Rincon-Castro, 2022. "Colombian Liberalization and Integration into World Trade Markets: Much Ado about Nothing," Revista de Economía del Rosario, Universidad del Rosario, vol. 25(2), pages 1-44, December.
- Carlos León, 2019.
"Detecting anomalous payments networks: A dimensionality reduction approach,"
Borradores de Economia
1098, Banco de la Republica de Colombia.
- León, Carlos, 2020. "Detecting anomalous payments networks: A dimensionality-reduction approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Martínez, Constanza & Cizek, Pavel & León, C., 2018.
"Ownership Networks Effects on Secured Borrowing,"
Discussion Paper
2018-015, Tilburg University, Center for Economic Research.
- Martínez, Constanza & Cizek, Pavel & León, C., 2018. "Ownership Networks Effects on Secured Borrowing," Other publications TiSEM acb00047-4136-4a18-b5a4-a, Tilburg University, School of Economics and Management.
- Carlos León & Fabio Ortega, 2018.
"Nowcasting economic activity with electronic payments data: A predictive modeling approach,"
Borradores de Economia
1037, Banco de la Republica de Colombia.
- Carlos León & Fabio Ortega, 2018. "Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 381-407, December.
- Fabio Ortega & Carlos León, 2017. "Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes," Borradores de Economia 990, Banco de la Republica de Colombia.
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León-Rincón & Hernán Rincón-Castro, 2017.
"The evolution of world trade from 1995 to 2014: A network approach,"
Borradores de Economia
985, Banco de la Republica de Colombia.
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León & Hernán Rincón-Castro, 2019. "The evolution of world trade from 1995 to 2014: A network approach," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(4), pages 452-485, May.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Other publications TiSEM f20d3dc2-d624-4dd8-9c47-5, Tilburg University, School of Economics and Management.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Discussion Paper 2017-008, Tilburg University, Center for Economic Research.
- Carlos León, 2017.
"Banks in Colombia: how homogeneous are they?,"
Borradores de Economia
1022, Banco de la Republica de Colombia.
- Carlos León, 2020. "Banks in Colombia: How Homogeneous Are They?," Revista de Economía del Rosario, Universidad del Rosario, vol. 23(2), pages 1-32, December.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016.
"Equity Markets’ Clustering and the Global Financial Crisis,"
Borradores de Economia
937, Banco de la Republica de Colombia.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017. "Equity markets’ clustering and the global financial crisis," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1905-1922, December.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper 2016-016, Tilburg University, Center for Economic Research.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
- Carlos León & Miguel Sarmiento, 2016.
"Liquidity and Counterparty Risks Tradeoff in Money Market Networks,"
Borradores de Economia
936, Banco de la Republica de Colombia.
- León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Discussion Paper 2016-017, Tilburg University, Center for Economic Research.
- León, C. & Sarmiento, M., 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Other publications TiSEM fa0a957d-4f5b-45dc-9148-a, Tilburg University, School of Economics and Management.
- Carlos León & José Fernando Moreno & Jorge Cely, 2016.
"Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition,"
Borradores de Economia
959, Banco de la Republica de Colombia.
- León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Other publications TiSEM 75d8648e-9855-4c5c-9aa9-0, Tilburg University, School of Economics and Management.
- León, C. & Moreno, José Fernando & Cely, Jorge, 2017. "Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition," Discussion Paper 2017-009, Tilburg University, Center for Economic Research.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015.
"Monitoring the Unsecured Interbank Funds Market,"
Borradores de Economia
917, Banco de la Republica de Colombia.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 14080, Banco de la Republica.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2015.
"Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes,"
Borradores de Economia
867, Banco de la Republica de Colombia.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2014. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, December.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2015. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," Borradores de Economia 12583, Banco de la Republica.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015.
"Short-Term Liquidity Contagion in the Interbank Market,"
Borradores de Economia
920, Banco de la Republica de Colombia.
- Carlos León & Constanza Martínez-Ventura & Freddy Cepeda-López, 2019. "Short-Term Liquidity Contagion in the Interbank Market," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 51-80, January.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Discussion Paper 2016-018, Tilburg University, Center for Economic Research.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Other publications TiSEM c49d4eff-9bfd-4a01-af6f-7, Tilburg University, School of Economics and Management.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
- Carlos León & Jorge Cely & Carlos Cadena, 2015.
"Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data,"
Borradores de Economia
881, Banco de la Republica de Colombia.
- Carlos León & Jorge Cely & Carlos Cadena, 2016. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 91-125, Julio - D.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 12716, Banco de la Republica.
- León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Borradores de Economia
816, Banco de la Republica de Colombia.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018. "Identifying central bank liquidity super-spreaders in interbank funds networks," Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Carlos León & Ron J. Berndsen & Luc Renneboog, 2014.
"Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures,"
Borradores de Economia
848, Banco de la Republica de Colombia.
- León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-033, Tilburg University, Tilburg Law and Economic Center.
- Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 12254, Banco de la Republica.
- León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM 0de9add3-0338-4575-9c00-b, Tilburg University, School of Economics and Management.
- Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM e1e8f9bc-2084-46df-873c-5, Tilburg University, School of Economics and Management.
- Berndsen, R.J. & Renneboog, L.D.R. & León, C., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Discussion Paper 2014-057, Tilburg University, Center for Economic Research.
- León, C. & Berndsen, R.J. & Renneboog, L.D.R., 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Other publications TiSEM ec673981-aa01-48f9-9553-d, Tilburg University, School of Economics and Management.
- Carlos León & Jhonatan Pérez & Luc Renneboog, 2014.
"A multi-layer network of the sovereign securities market,"
Borradores de Economia
840, Banco de la Republica de Colombia.
- Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 12036, Banco de la Republica.
- Constanza Martínez & Carlos León, 2014.
"The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?,"
Borradores de Economia
803, Banco de la Republica de Colombia.
- Martínez, Constanza & León, Carlos, 2016. "The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 193-205.
- Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 11123, Banco de la Republica.
- Carlos León, 2014.
"Scale-free tails in Colombian financial indexes: A primer,"
Borradores de Economia
812, Banco de la Republica de Colombia.
- Carlos León, 2014. "Scale-free tails in Colombian financial indexes: a primer," Borradores de Economia 11144, Banco de la Republica.
- Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013.
"Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures,"
Borradores de Economia
754, Banco de la Republica de Colombia.
- Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013. "Authority Centrality and Hub Centrality as metrics of systemic importance of financial market infrastructures," Borradores de Economia 10460, Banco de la Republica.
- carlos León & Ron J. Berndsen, 2013.
"Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view,"
Borradores de Economia
799, Banco de la Republica de Colombia.
- Carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 11104, Banco de la Republica.
- Carlos León & Clara Machado & Andrés Murcia, 2013.
"Macro-prudential assessment of Colombian financial institutions’ systemic importance,"
Borradores de Economia
800, Banco de la Republica de Colombia.
- Machado, C. & Murcia, A. & León, C., 2014. "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Discussion Paper 2014-040, Tilburg University, Center for Economic Research.
- Machado, C. & Murcia, A. & León, C., 2014. "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Other publications TiSEM 87eff4c2-5f54-41ad-ae95-2, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," Borradores de Economia 11105, Banco de la Republica.
- Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013.
"El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas,"
Borradores de Economia
765, Banco de la Republica de Colombia.
- Carlos Eduardo León Rincón & Jhonatan Pérez Villalobos, 2013. "El mercado OTC de valores en Colombia: caracterización y comparación con base en el análisis de redes complejas," Borradores de Economia 10744, Banco de la Republica.
- Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013.
"Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach,"
Borradores de Economia
766, Banco de la Republica de Colombia.
- León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014. "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
- Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 10749, Banco de la Republica.
- Carlos León, 2012.
"Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints,"
Borradores de Economia
743, Banco de la Republica de Colombia.
- Carlos León, 2012. "Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints," Borradores de Economia 10075, Banco de la Republica.
- Carlos León, 2012.
"Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach,"
Borradores de Economia
703, Banco de la Republica de Colombia.
- Carlos Léon, 2012. "Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach," Borradores de Economia 9441, Banco de la Republica.
- Carlos León & Karen Leiton & Alejandro Reveiz, 2012.
"Investment horizon dependent CAPM: Adjusting beta for long-term dependence,"
Borradores de Economia
730, Banco de la Republica de Colombia.
- Carlos León & Karen Leiton & Alejandro Reveiz, 2012. "Investment Horizon Dependent CAPM: Adjusting beta for long-term dependence," Borradores de Economia 9909, Banco de la Republica.
- Carlos León & Andrés Murcia, 2012.
"Systemic Importance Index for financial institutions: A Principal Component Analysis approach,"
Borradores de Economia
741, Banco de la Republica de Colombia.
- Carlos Eduardo León & Andrés Murcia, 2012. "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia 10067, Banco de la Republica.
- Carlos Léon & Clara Machado & Freddy Cepeda & Miguel Sarmiento, 2011.
"Too-connected-to-fail Institutions and Payments System’s Stability: Assessing Challenges for Financial Authorities,"
Borradores de Economia
644, Banco de la Republica de Colombia.
- Carlos León & Clara Machado & Freddy cepeda & Miguel Sarmiento, 2011. "Too-connected-to-fail Institutions and Payments System´s Stability: Assessing Challenges for Financial Authorities," Borradores de Economia 8155, Banco de la Republica.
- Carlos León & Clara Machado, 2011.
"Designing an expert knowledge-based Systemic Importance Index for financial institutions,"
Borradores de Economia
669, Banco de la Republica de Colombia.
- Carlos Léon & Clara Machado, 2011. "Designing an expert knowledge-based Systemic Importance Index for financial institutions," Borradores de Economia 8953, Banco de la Republica.
- Carlos León Rincón & Alejandro Reveiz, 2011.
"Montecarlo simulation of long-term dependent processes: a primer,"
Borradores de Economia
8277, Banco de la Republica.
- Carlos Leóm & Alejandro Reveiz, 2011. "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia 648, Banco de la Republica de Colombia.
- Carlos Léon & Daniel vela, 2011.
"Foreign reserves’ strategic asset allocation,"
Borradores de Economia
645, Banco de la Republica de Colombia.
- Carlos León & Daniel vela, 2011. "Foreign reserves´ strategic asset allocation," Borradores de Economia 8186, Banco de la Republica.
- Carlos León & Francisco Vivas, 2010.
"Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano,"
Borradores de Economia
603, Banco de la Republica de Colombia.
- Carlos León & Francisco Vivas, 2010. "Dependencia de largo plazo y la regla de la raíz del tiempo para escalar la volatilidad en el mercado colombiano," Borradores de Economia 7011, Banco de la Republica.
- Carlos León & Alejandro Reveiz, 2010.
"Portfolio Optimization and Long-Term Dependence,"
Borradores de Economia
622, Banco de la Republica de Colombia.
- Carlos León & Alejandro Reveiz, 2011. "Portfolio optimization and long-term dependence," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110, Bank for International Settlements.
- Carlos Eduardo León Rincón & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 7487, Banco de la Republica.
- Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, 2010.
"Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos,"
Borradores de Economia
627, Banco de la Republica de Colombia.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 106-175, June.
- Clara Lia Machado & Carlos León & Miguel Sarmiento & Orlando Chipatecua, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 7669, Banco de la Republica.
- Alejandro Reveiz & Carlos León, 2009.
"Operational Risk Management using a Fuzzy Logic Inference System,"
Borradores de Economia
574, Banco de la Republica de Colombia.
- Reveiz, Alejandro & Carlos, Leon, 2010. "Operational Risk Management Using a Fuzzy Logic Inference System," Journal of Financial Transformation, Capco Institute, vol. 30, pages 141-153.
- Alejandro Reveiz & Carlos Léon, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," Borradores de Economia 5841, Banco de la Republica.
- Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009.
"Modelo de simulación del valor de la pensión de un trabajador en Colombia,"
Borradores de Economia
553, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia 5387, Banco de la Republica.
- Carlos León, 2009.
"Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos,"
Borradores de Economia
570, Banco de la Republica de Colombia.
- Carlos León, 2009. "Una aproximación teórica a la superficie de volatilidad en el mercado colombiano a través del modelo de difusión con saltos," Borradores de Economia 5738, Banco de la Republica.
- José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009.
"Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?,"
Borradores de Economia
562, Banco de la Republica de Colombia.
- José Eduardo Gómez González & Carlos Eduardo León Rincón & Karen Julieth Leiton Rodríguez, 2009. "Does the Use of Foreign Currency Derivatives Affect Colombian Firms´ Market Value?," Borradores de Economia 5514, Banco de la Republica.
- Alejandro Reveiz & Carlos León, 2008.
"Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space,"
Borradores de Economia
520, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León, 2010. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 7, pages 134-157, Palgrave Macmillan.
- Alejandro Reveiz & Carlos Eduardo León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 4732, Banco de la Republica.
- Alejandro Reveiz & Carlos Eduardo León Rincón, 2008.
"Índice representativo del mercado de deuda pública interna: IDXTES,"
Borradores de Economia
488, Banco de la Republica de Colombia.
- Alejandro Reveiz Herault & Carlos Eduardo León Rincón, 2008. "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia 4522, Banco de la Republica.
- Carlos Leon & Juan Mario Laserna, 2008.
"Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo,"
Borradores de Economia
523, Banco de la Republica de Colombia.
- Carlos León & Juan Mario Laserna, 2008. "Asignación Estratégica de Activos para Fondos de Pensiones Obligatorias en Colombia: Un Enfoque Alternativo," Borradores de Economia 4970, Banco de la Republica.
- Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008.
"Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia,"
Borradores de Economia
507, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
- Alejandro Reveiz & Carlos León, 2008.
"Administración de fondos de pensiones y multifondos en Colombia,"
Borradores de Economia
506, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León, 2008. "Administración de fondos de pensiones y multifondos en Colombia," Borradores de Economia 4598, Banco de la Republica.
- Carlos Eduardo León Rincón & Alejandro Reveiz, 2008.
"La dolarización financiera: Experiencia internacional y perspectivas para Colombia,"
Borradores de Economia
482, Banco de la Republica de Colombia.
- Carlos E. León Rincón & Alejandro Revéiz Herault, 2008. "La dolarización financiera: experiencia internacional y perspectivas para Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 10(18), pages 313-341, January-J.
- Carlos Eduardo León Rincón & Alejandro Reveiz Herault, 2008. "La dolarización financiera:Experiencia internacional y perspectivas para Colombia," Borradores de Economia 4510, Banco de la Republica.
Articles
- Miguel Sarmiento-Paipilla & Nathali Cardozo-Alvarado & Fredy Gamboa-Estrada & Javier Gómez-Pineda & Carlos León-Rincón & Javier Miguélez-Márquez & Jair Ojeda-Joya, 2023.
"Ciclo financiero global, flujos de capital y respuestas de política,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 104, pages 1-55, March.
- Miguel Sarmiento-Paipilla & Nathali Cardozo-Alvarado & Fredy Gamboa-Estrada & Javier Gómez-Pineda & Carlos León-Rincón & Javier Miguélez-Márquez & Jair Ojeda-Joya, 2023. "Ciclo financiero global, flujos de capital y respuestas de política," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 104, pages 1-55, March.
- León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
- Carlos León & Javier Miguélez, 2021.
"Securities cross-holding in the Colombian financial system: a topological approach,"
Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(4), pages 786-806, February.
- Carlos León & Javier Miguélez, 2020. "Securities cross-holding in the Colombian financial system: A topological approach," Borradores de Economia 1134, Banco de la Republica de Colombia.
- León, Carlos, 2021. "The adoption of a mobile payment system: the user perspective," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
- León, Carlos & Miguélez, Javier, 2021.
"Interbank relationship lending revisited: Are the funds available at a similar price?,"
Research in International Business and Finance, Elsevier, vol. 58(C).
- Carlos León & Javier Miguélez, 2021. "Interbank relationship lending revisited: Are the funds available at a similar price?," Borradores de Economia 1151, Banco de la Republica de Colombia.
- Carlos León & Angélica Bahos-Olivera, 2021.
"Quién es quién en la red de coautoría en Colombia,"
Revista de Economía del Rosario, Universidad del Rosario, vol. 24(2), December.
- Carlos León & Angélica Bahos-Olivera, 2020. "Quién es quién en la red de coautoría en Colombia," Borradores de Economia 1146, Banco de la Republica de Colombia.
- León, Carlos, 2020.
"Detecting anomalous payments networks: A dimensionality-reduction approach,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Carlos León, 2019. "Detecting anomalous payments networks: A dimensionality reduction approach," Borradores de Economia 1098, Banco de la Republica de Colombia.
- León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020.
"Pattern recognition of financial institutions’ payment behavior,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Carlos León & Paolo Barucca & Oscar Acero & Gerardo Gage & Fabio Ortega, 2020. "Pattern recognition of financial institutions’ payment behavior," Borradores de Economia 1130, Banco de la Republica de Colombia.
- Carlos León, 2020.
"Banks in Colombia: How Homogeneous Are They?,"
Revista de Economía del Rosario, Universidad del Rosario, vol. 23(2), pages 1-32, December.
- Carlos León, 2017. "Banks in Colombia: how homogeneous are they?," Borradores de Economia 1022, Banco de la Republica de Colombia.
- Carlos León & Constanza Martínez-Ventura & Freddy Cepeda-López, 2019.
"Short-Term Liquidity Contagion in the Interbank Market,"
Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 51-80, January.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Discussion Paper 2016-018, Tilburg University, Center for Economic Research.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 920, Banco de la Republica de Colombia.
- León, C. & Martínez, Constanza & Cepeda, Freddy, 2016. "Short-Term Liquidity Contagion in the Interbank Market," Other publications TiSEM c49d4eff-9bfd-4a01-af6f-7, Tilburg University, School of Economics and Management.
- Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León & Hernán Rincón-Castro, 2019.
"The evolution of world trade from 1995 to 2014: A network approach,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 28(4), pages 452-485, May.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Other publications TiSEM f20d3dc2-d624-4dd8-9c47-5, Tilburg University, School of Economics and Management.
- Freddy Cepeda-López & Fredy Gamboa-Estrada & Carlos León-Rincón & Hernán Rincón-Castro, 2017. "The evolution of world trade from 1995 to 2014: A network approach," Borradores de Economia 985, Banco de la Republica de Colombia.
- Cepeda, Fredy & Gamboa, Freddy & León, C. & Rincon, Hernan, 2017. "The Evolution of World Trade from 1995 to 2014 : A Network Approach," Discussion Paper 2017-008, Tilburg University, Center for Economic Research.
- Julián A. Parra & Carlos Arango & Joaquín Bernal & José E. Gómez & Javier Gómez & Carlos León & Clara Machado & Daniel Osorio & Daniel Rojas & Nicolás Suárez & Eduardo Yanquen, 2019.
"Criptoactivos: análisis y revisión de literatura,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 92, pages 1-37, November.
- Julián A. Parra & Carlos Arango - Joaquín Bernal & José E. Gómez - Javier Gómez & Carlos León - Clara Machado & Daniel Osorio - Daniel Rojas & Nicolás Suárez - Eduardo Yanquen, 2019. "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 92, pages 1-37, November.
- Berndsen, Ron J. & León, Carlos & Renneboog, Luc, 2018.
"Financial stability in networks of financial institutions and market infrastructures,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 120-135.
- Berndsen, Ron & León, C. & Renneboog, Luc, 2018. "Financial stability in networks of financial institutions and market infrastructures," Other publications TiSEM c4fae203-93a8-410d-b3f0-0, Tilburg University, School of Economics and Management.
- Ortega, Fabio & León, Carlos, 2018. "Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 88, pages 109-153, January.
- Fabio Ortega & Carlos León, 2018. "Transfers processed by ACH Colombia: a network topology analysis," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 88, pages 109-153, Enero - J.
- Carlos León & Fabio Ortega, 2018.
"Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach,"
Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 381-407, December.
- Carlos León & Fabio Ortega, 2018. "Nowcasting economic activity with electronic payments data: A predictive modeling approach," Borradores de Economia 1037, Banco de la Republica de Colombia.
- León, Carlos & Machado, Clara & Sarmiento, Miguel, 2018.
"Identifying central bank liquidity super-spreaders in interbank funds networks,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 75-92.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 65196525-e8d7-4b78-9b8d-7, Tilburg University, School of Economics and Management.
- León, C. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Other publications TiSEM 452f3acc-9aff-4666-a044-7, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 11187, Banco de la Republica.
- Carlos León & Clara Machado & Miguel Sarmiento, 2014. "Identifying central bank liquidity super-spreaders in interbank funds networks," Borradores de Economia 816, Banco de la Republica de Colombia.
- Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
- Sarmiento, Miguel & Cely, Jorge & León, Carlos, 2017. "An early warning indicator system to monitor the unsecured interbank funds market," Research in International Business and Finance, Elsevier, vol. 40(C), pages 114-128.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2017.
"Equity markets’ clustering and the global financial crisis,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1905-1922, December.
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia 937, Banco de la Republica de Colombia.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Discussion Paper 2016-016, Tilburg University, Center for Economic Research.
- León, C. & Kim, Geun-Young & Martínez, Constanza & Lee, Daeyup, 2016. "Equity Markets’ Clustering and the Global Financial Crisis," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
- Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
- Carlos León & Jorge Cely & Carlos Cadena, 2016.
"Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data,"
Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 91-125, Julio - D.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 881, Banco de la Republica de Colombia.
- Carlos León & Jorge Cely & Carlos Cadena, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Borradores de Economia 12716, Banco de la Republica.
- León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
- Martínez, Constanza & León, Carlos, 2016.
"The cost of collateralized borrowing in the Colombian money market: Does connectedness matter?,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 193-205.
- Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 803, Banco de la Republica de Colombia.
- Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," Borradores de Economia 11123, Banco de la Republica.
- León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
- Carlos León & Jhonatan Pérez, 2014. "Caracterización y comparación del mercado OTC de valores en Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 16(31), pages 223-250, July-Dece.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2014.
"Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes,"
Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, December.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2015. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," Borradores de Economia 867, Banco de la Republica de Colombia.
- Jhonatan Pérez & Carlos León & Ricardo Mariño, 2015. "Aproximación a la estructura del mercado cambiario colombiano desde el análisis de redes," Borradores de Economia 12583, Banco de la Republica.
- León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014.
"Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 407-420.
- Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 10749, Banco de la Republica.
- Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013. "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia 766, Banco de la Republica de Colombia.
- José Eduardo Gómez-González & Carlos Eduardo León Rincón & Karen Juliet Gómez-González, 2012. "Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(4), pages 50-66, July.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011.
"Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 106-175, June.
- Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(65), pages 106-175, June.
- Reveiz, Alejandro & Carlos, Leon, 2010.
"Operational Risk Management Using a Fuzzy Logic Inference System,"
Journal of Financial Transformation, Capco Institute, vol. 30, pages 141-153.
- Alejandro Reveiz & Carlos León, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," Borradores de Economia 574, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos Léon, 2009. "Operational Risk Management using a Fuzzy Logic Inference System," Borradores de Economia 5841, Banco de la Republica.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008.
"Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 78-113, June.
- Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 4599, Banco de la Republica.
- Alejandro Reveiz & Carlos león & Juan Mario laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Borradores de Economia 507, Banco de la Republica de Colombia.
- Carlos Eduardo León R., 2003. "El impuesto de Tobin: Los Estados e Instituciones Financieras Internacionales frente a los fallos del mercado de capitales," Contexto (Artículos Sobre Economía), Universidad Externado de Colombia, July.
Chapters
- Andrés Murcia & Hernando Vargas & Carlos León, 2018. "International trade networks and the integration of Colombia into global trade," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and deglobalisation, volume 100, pages 105-123, Bank for International Settlements.
- León-Rincón, Carlos Eduardo & Machado-Franco, Clara Lía & Murcia, Andrés, 2015. "Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 19, pages 617-662, Banco de la Republica de Colombia.
- Carlos León & Alejandro Reveiz, 2011.
"Portfolio optimization and long-term dependence,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 85-110,
Bank for International Settlements.
- Carlos Eduardo León Rincón & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 7487, Banco de la Republica.
- Carlos León & Alejandro Reveiz, 2010. "Portfolio Optimization and Long-Term Dependence," Borradores de Economia 622, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos León, 2010.
"Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space,"
Palgrave Macmillan Books, in: Arjan B. Berkelaar & Joachim Coche & Ken Nyholm (ed.), Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds, chapter 7, pages 134-157,
Palgrave Macmillan.
- Alejandro Reveiz & Carlos León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 520, Banco de la Republica de Colombia.
- Alejandro Reveiz & Carlos Eduardo León, 2008. "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia 4732, Banco de la Republica.
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 56 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (22) 2011-03-19 2012-05-02 2012-05-22 2012-11-03 2013-02-08 2013-02-16 2014-01-17 2014-05-04 2014-05-17 2014-05-17 2014-11-01 2014-11-22 2015-01-03 2015-01-09 2015-05-02 2015-05-02 2015-12-08 2015-12-08 2016-01-03 2016-09-18 2017-10-29 2020-06-29. Author is listed
- NEP-MAC: Macroeconomics (16) 2013-02-08 2014-01-17 2014-05-17 2014-05-17 2014-05-17 2014-12-24 2015-03-05 2015-05-02 2015-05-30 2015-12-08 2019-12-09 2020-02-10 2020-03-16 2021-01-18 2021-04-19 2021-04-26. Author is listed
- NEP-NET: Network Economics (11) 2013-12-29 2014-05-04 2014-05-17 2014-05-17 2014-11-01 2015-01-09 2015-05-02 2015-05-30 2016-01-03 2016-04-16 2021-04-19. Author is listed
- NEP-CMP: Computational Economics (9) 2009-09-26 2011-09-16 2012-05-02 2012-05-22 2014-05-17 2016-09-18 2017-03-05 2018-03-12 2020-09-14. Author is listed
- NEP-CBA: Central Banking (8) 2011-03-19 2012-05-02 2012-05-22 2012-11-03 2014-01-17 2014-05-04 2014-05-17 2014-05-17. Author is listed
- NEP-RMG: Risk Management (7) 2008-06-27 2009-09-26 2012-05-02 2012-09-03 2012-11-03 2012-11-11 2020-02-10. Author is listed
- NEP-PAY: Payment Systems and Financial Technology (6) 2017-04-23 2018-03-12 2019-12-09 2020-09-14 2021-04-19 2021-04-26. Author is listed
- NEP-MON: Monetary Economics (5) 2014-01-24 2014-05-04 2014-05-17 2014-05-17 2016-04-16. Author is listed
- NEP-FMK: Financial Markets (4) 2012-09-03 2015-12-08 2016-01-03 2016-04-30
- NEP-INT: International Trade (3) 2017-02-26 2017-03-05 2019-03-11
- NEP-ACC: Accounting and Auditing (2) 2016-09-18 2017-03-05
- NEP-BIG: Big Data (2) 2018-03-12 2020-09-14
- NEP-HME: Heterodox Microeconomics (2) 2014-11-22 2015-03-05
- NEP-MFD: Microfinance (2) 2015-03-05 2015-03-05
- NEP-SOG: Sociology of Economics (2) 2016-09-18 2021-01-04
- NEP-CFN: Corporate Finance (1) 2012-09-03
- NEP-CIS: Confederation of Independent States (1) 2013-06-04
- NEP-ECM: Econometrics (1) 2012-09-03
- NEP-ETS: Econometric Time Series (1) 2011-04-16
- NEP-GEO: Economic Geography (1) 2014-01-24
- NEP-IFN: International Finance (1) 2011-03-26
- NEP-LAM: Central and South America (1) 2008-02-23
- NEP-ORE: Operations Research (1) 2019-12-09
- NEP-URE: Urban and Real Estate Economics (1) 2018-05-14
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