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Constanza Martínez-Ventura
(Constanza Martinez)

Personal Details

First Name:Constanza
Middle Name:
Last Name:Martinez
Suffix:
RePEc Short-ID:pma865
[This author has chosen not to make the email address public]

Affiliation

Banco de la Republica de Colombia

Bogotá, Colombia
http://www.banrep.gov.co/
RePEc:edi:brcgvco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martinez Ventura, Constanza & Cizek, Pavel & Benink, Harald, 2024. "Financial Fragility Indexes for Latin American Countries," Discussion Paper 2024-004, Tilburg University, Center for Economic Research.
  2. Constanza Martínez-Ventura & Julián A. Parra-Polania & Tatiana Mora-Arbeláez & Angélica Lizarazo-Cuéllar, 2023. "Expected Macroeconomic Effects of Issuing a Retail CBDC," Borradores de Economia 1247, Banco de la Republica de Colombia.
  3. Constanza Martínez-Ventura & Ricardo Mariño-Martínez & Javier Miguélez-Márquez, 2022. "Redundancy of Centrality Measures in Financial Market Infrastructures," Borradores de Economia 1206, Banco de la Republica de Colombia.
  4. Fabio Ortega-Castro & Freddy Cepeda-López & Constanza Martínez-Ventura, 2021. "Heterogeneidad en el uso de las fuentes de liquidez intradía en el sistema de pagos de alto valor," Borradores de Economia 1166, Banco de la Republica de Colombia.
  5. Martínez, Constanza & Cizek, Pavel & León, C., 2018. "Ownership Networks Effects on Secured Borrowing," Discussion Paper 2018-015, Tilburg University, Center for Economic Research.
  6. 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.
  7. Constanza Martínez & Freddy Cepeda, 2016. "Free-riding on Liquidity in the Colombian LVPS," Borradores de Economia 977, Banco de la Republica de Colombia.
  8. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 875, Banco de la Republica de Colombia.
  9. 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.
  10. 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.
  11. Constanza Martínez Ventura, 2013. "El Uso de Efectivo y Tarjetas Débito como instrumentos de pago en Colombia," Borradores de Economia 10390, Banco de la Republica.
  12. Constanza Martínez & Manuel Ramírez, 2011. "Ownership structure and risk at Colombian banks," Documentos de Trabajo 8016, Universidad del Rosario.
  13. Constanza Martínez & Manuel Ramirez, 2011. "Dynamic conditional correlation in Latin-American asset markets," Documentos de Trabajo 8907, Universidad del Rosario.
  14. Constanza Martínez & Diana Mesa Téllez, 2009. "Ciclos de la producción industrial en Colombia: extracción del ciclo del sector y de sus ramas de actividad," Documentos de Trabajo 6121, Universidad del Rosario.
  15. Ramirez, Manuel & Martínez, Constanza, 2009. "International propagation of shocks: an evaluation of contagion effects for some Latin American countries," Documentos de Trabajo 5789, Universidad del Rosario.
  16. Ana Constanza MARTINEZ VENTURA, 2006. "Determinantes del PIB per cápita de los departamentos," Archivos de Economía 2327, Departamento Nacional de Planeación.
  17. Constanza MARTINEZ VENTURA, 2006. "Pronósticos de producción agrícola," Archivos de Economía 3394, Departamento Nacional de Planeación.
  18. Constanza MARTINEZ VENTURA, 2004. "Modelos de pronóstico de la producción bovina," Archivos de Economía 3242, Departamento Nacional de Planeación.
  19. Constanza MARTINEZ VENTURA, 2004. "Pronósticos de la Producción industrial. Índice de producción real," Archivos de Economía 3393, Departamento Nacional de Planeación.

Articles

  1. Martínez-Ventura, Constanza & Mariño-Martínez, Ricardo & Miguélez-Márquez, Javier, 2023. "Redundancy of Centrality Measures in Financial Market Infrastructures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(4).
  2. 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.
  3. Constanza Martínez Ventura, 2019. "The use of cash and debit cards as payment instruments in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 90, pages 71-95, Enero - J.
  4. Martínez Ventura, Constanza, 2019. "El uso de efectivo y tarjetas débito como instrumentos de pago en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 71-95, January.
  5. 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.
  6. 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.
  7. Martinez, Constanza, 2014. "Access, acceptance and use of payment instruments in Colombia," Journal of Payments Strategy & Systems, Henry Stewart Publications, vol. 8(1), pages 64-83, March.
  8. Constanza Martinez & Manuel Ramirez, 2011. "International propagation of shocks: an evaluation of contagion effects for some Latin American countries," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 213-233, December.
  9. Constanza Martínez Ventura, 2008. "The Effects of Financial Intermediation on Colombian Economic Growth," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(57), pages 250-280, December.
  10. Constanza Martínez Ventura, 2005. "Una revisión empírica sobre los determinantes del margen de intermediación en Colombia, 1989-2003," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 118-183, Junio.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. 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.

    Cited by:

    1. Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
    2. 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.
    3. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    4. Song, Jianhua & Zhang, Zhepei & So, Mike K.P., 2021. "On the predictive power of network statistics for financial risk indicators," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    5. Kong, Xiaolin & Ma, Chaoqun & Ren, Yi-Shuai & Narayan, Seema & Nguyen, Thong Trung & Baltas, Konstantinos, 2023. "Changes in the market structure and risk management of Bitcoin and its forked coins," Research in International Business and Finance, Elsevier, vol. 65(C).
    6. Zeitsch, Peter J., 2019. "A jump model for credit default swaps with hierarchical clustering," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 737-775.
    7. Peter Sinka & Peter J. Zeitsch, 2022. "Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1375-1412, December.

  2. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 875, Banco de la Republica de Colombia.

    Cited by:

    1. Carlos León & Constanza Martínez & Freddy Cepeda, 2015. "Short-Term Liquidity Contagion in the Interbank Market," Borradores de Economia 14167, Banco de la Republica.
    2. Constanza Martínez & Freddy Cepeda, 2016. "Free-riding on Liquidity in the Colombian LVPS," Borradores de Economia 977, Banco de la Republica de Colombia.

  3. 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.

    Cited by:

    1. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).

  4. 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.

    Cited by:

    1. Edoardo Rainone, 2015. "Testing information diffusion in the decentralized unsecured market for euro funds," Temi di discussione (Economic working papers) 1022, Bank of Italy, Economic Research and International Relations Area.
    2. Carlos León & Javier Miguélez, 2020. "Interbank relationship lending in Colombia," Borradores de Economia 1118, Banco de la Republica de Colombia.
    3. Edoardo Rainone, 2015. "Price transmission in the unsecured money market," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    4. Matabaro Borauzima, Luc & Niyondiko, Dominique & Muller, Aline, 2021. "Does cross-border banking enhance competition and cost efficiency? Evidence from Africa," Journal of Multinational Financial Management, Elsevier, vol. 62(C).
    5. León, Carlos & Miguélez, Javier, 2021. "Interbank relationship lending: A network perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    6. Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
    7. Fabio Ortega-Castro & Freddy Cepeda-López & Constanza Martínez-Ventura, 2021. "Heterogeneidad en el uso de las fuentes de liquidez intradía en el sistema de pagos de alto valor," Borradores de Economia 1166, Banco de la Republica de Colombia.
    8. 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.

  5. Constanza Martínez & Manuel Ramirez, 2011. "Dynamic conditional correlation in Latin-American asset markets," Documentos de Trabajo 8907, Universidad del Rosario.

    Cited by:

    1. Majdoub, Jihed & Mansour, Walid, 2014. "Islamic equity market integration and volatility spillover between emerging and US stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 452-470.
    2. Waqar Haider Hashmi & Nazima Ellahi & Saima Ehsan & Ajmal Waheed, 2021. "Transmission Of Contemporaneous Shocks From The World To Emerging Islamic Equity Markets: An Application Of Geweke Measure," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(4), pages 44-55, December.

  6. Ramirez, Manuel & Martínez, Constanza, 2009. "International propagation of shocks: an evaluation of contagion effects for some Latin American countries," Documentos de Trabajo 5789, Universidad del Rosario.

    Cited by:

    1. Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019. "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 416-429.
    2. Emma Apps, 2020. "Application of the Absorption Ratio to Illustrate Financial Connectedness and Interlinkages," Working Papers 202022, University of Liverpool, Department of Economics.
    3. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016. "Financial market interdependencies: A quantile regression analysis of volatility spillover," Research in International Business and Finance, Elsevier, vol. 36(C), pages 140-157.
    4. Ballester, Laura & Díaz-Mendoza, Ana Carmen & González-Urteaga, Ana, 2019. "A systematic review of sovereign connectedness on emerging economies," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 157-163.
    5. Aymen Ben Rejeb, 2013. "Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, vol. 33(1), pages 56-71.
    6. Ana Carolina Costa Correa & Tabajara Pimenta Júnior & Luiz Eduardo Gaio, 2018. "Interdependence and asymmetries: Latin American ADRs and developed markets," Brazilian Business Review, Fucape Business School, vol. 15(4), pages 391-409, July.
    7. Mobeen Ur Rehman, 2016. "Financial Contagion in EFA Markets in Crisis Periods: A Multivariate GARCH Dynamic Conditional Correlation Framework," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(2), pages 121-151, July-Dec.
    8. Aymen Ben Rejeb & Adel Boughrara, 2015. "Financial integration in emerging market economies: Effects on volatility transmission and contagion," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(3), pages 161-179, September.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. 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.
    See citations under working paper version above.
  4. Constanza Martinez & Manuel Ramirez, 2011. "International propagation of shocks: an evaluation of contagion effects for some Latin American countries," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 213-233, December.
    See citations under working paper version above.
  5. Constanza Martínez Ventura, 2008. "The Effects of Financial Intermediation on Colombian Economic Growth," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(57), pages 250-280, December.

    Cited by:

    1. Hernando Zuleta, 2021. "Competitividad y entorno institucional en Colombia," Documentos CEDE 19623, Universidad de los Andes, Facultad de Economía, CEDE.
    2. Kondoz, Mehmet & Kirikkaleli, Dervis & Athari, Seyed Alireza, 2021. "Time-frequency dependencies of financial and economic risks in South American countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 170-181.
    3. Iwasaki, Ichiro, 2022. "The finance-growth nexus in Latin America and the Caribbean: A meta-analytic perspective," World Development, Elsevier, vol. 149(C).
    4. IWASAKI, Ichiro & ONO, Shigeki, 2023. "Economic Development and the Finance-Growth Nexus : A Meta-Analytic Approach," CEI Working Paper Series 2023-06, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.

  6. Constanza Martínez Ventura, 2005. "Una revisión empírica sobre los determinantes del margen de intermediación en Colombia, 1989-2003," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 23(48), pages 118-183, Junio.

    Cited by:

    1. Roberto Stein Bronfman, 2014. "Comportamiento de los ingresos por comisiones bancarias en Colombia durante el periodo 2006-2010," Estudios Gerenciales, Universidad Icesi, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 14 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.
  1. NEP-BAN: Banking (5) 2011-07-13 2015-04-02 2016-01-03 2016-05-21 2023-09-11. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2015-04-02 2021-08-23 2023-09-11
  3. NEP-MON: Monetary Economics (3) 2014-01-24 2017-01-01 2023-09-11
  4. NEP-NET: Network Economics (3) 2016-01-03 2016-05-21 2022-09-26
  5. NEP-PAY: Payment Systems and Financial Technology (3) 2021-08-23 2022-09-26 2023-09-11
  6. NEP-FDG: Financial Development and Growth (2) 2023-09-11 2024-03-25
  7. NEP-FMK: Financial Markets (2) 2016-01-03 2016-04-30
  8. NEP-CBA: Central Banking (1) 2023-09-11
  9. NEP-GEO: Economic Geography (1) 2014-01-24
  10. NEP-IUE: Informal and Underground Economics (1) 2013-01-26
  11. NEP-LAM: Central and South America (1) 2024-04-08
  12. NEP-URE: Urban and Real Estate Economics (1) 2018-05-14

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