Jhonatan Perez Villalobos

Personal Details

First Name:	Jhonatan
Middle Name:
Last Name:	Perez Villalobos
Suffix:
RePEc Short-ID:	ppe426

Affiliation

(90%) Banco de la Republica de Colombia

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

(10%) Universidad Industrial de Santander

https://www.uis.edu.co/webUIS/es/index.jsp
Colombia, Bucaramanga

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 & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 12036, Banco de la Republica.
   • 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.

   Cited by:

   1. Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
      • Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016. "Network Centrality and Funding Rates in the e-MID Interbank Market," Working Papers 16/08, Department of Economics, City University London.
   2. 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.
   3. Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2022. "Network Structure and Fragmentation of the Argentinean Interbank Markets," Working Papers 129, Red Nacional de Investigadores en Economía (RedNIE).
      • Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2021. "Network Structure and Fragmentation of the Argentinean Interbank Markets," BCRA Working Paper Series 202196, Central Bank of Argentina, Economic Research Department.
      • Elosegui, Pedro & Forte, Federico D. & Montes-Rojas, Gabriel, 2022. "Network structure and fragmentation of the Argentinean interbank markets," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
      • Federico Forte & Pedro Elosegui & Gabriel Montes-Rojas, 2022. "Network structure and fragmentation of the Argentinean interbank markets," Papers 2203.14488, arXiv.org.

2. 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.

   Cited by:

   1. 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.
      • 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," Other publications TiSEM e5c31b4d-dc83-4d3e-9a73-b, Tilburg University, School of Economics and Management.
   2. 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.
   3. Pang, Raymond Ka-Kay & Granados, Oscar M. & Chhajer, Harsh & Legara, Erika Fille T., 2021. "An analysis of network filtering methods to sovereign bond yields during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
   4. Zeitsch, Peter J. & Davis, Tom P., 2021. "The price determinants of contingent convertible bonds," Finance Research Letters, Elsevier, vol. 43(C).

3. 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.

   Cited by:

   1. 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.
   2. Fiedor, Paweł, 2014. "Sector strength and efficiency on developed and emerging financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 180-188.

4. Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica," Borradores de Economia 6700, Banco de la Republica.

   Cited by:

   1. López Gaviria, José Ignacio, 2019. "Predictibilidad del mercado accionario colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 117-150, July.
      • Jose Ignacio Lopez, 2018. "Predictibilidad del Mercado Accionario Colombiano," Documentos CEDE 16086, Universidad de los Andes, Facultad de Economía, CEDE.
   2. 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. "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.
   3. Andrés Felipe Galeano Zurbaran, 2018. "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo 17208, Quantil.

5. Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010. "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia 585, Banco de la Republica de Colombia.

   Cited by:

   1. López Gaviria, José Ignacio, 2019. "Predictibilidad del mercado accionario colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 117-150, July.
      • Jose Ignacio Lopez, 2018. "Predictibilidad del Mercado Accionario Colombiano," Documentos CEDE 16086, Universidad de los Andes, Facultad de Economía, CEDE.
   2. Andrés Felipe Galeano Zurbaran, 2018. "Distribuciones no normales para la selección de activos en el mercado Colombiano," Documentos de Trabajo 17208, Quantil.

Articles

1. 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 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.
   See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 5 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 (2) 2013-02-08 2013-02-16
2. NEP-MAC: Macroeconomics (2) 2013-02-08 2015-03-05
3. NEP-MFD: Microfinance (2) 2015-03-05 2015-03-05
4. NEP-CIS: Confederation of Independent States (1) 2013-06-04
5. NEP-HME: Heterodox Microeconomics (1) 2015-03-05

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