A multi-layer network of the sovereign securities market
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Borradores de Economía; No. 840
Date published
2014-08-19
Date
2014-08-19
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spa
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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
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
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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