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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/

: (57-1) 3431111
(571) 286-5936
Carrera 7 No. 14-78, Bogotá
RePEc:edi:brcgvco (more details at EDIRC)

(10%) Universidad Industrial de Santander

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

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," BORRADORES DE ECONOMIA 012036, BANCO DE LA REPÚBLICA.
  3. 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.
  4. 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.
  5. Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," BORRADORES DE ECONOMIA 010749, BANCO DE LA REPÚBLICA.
  6. Jhonatan Pérez Villalobos & Juan Carlos Mendoza Gutiérrez de Piñeres, 2010. "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia 585, Banco de la Republica de Colombia.

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.

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 012036, BANCO DE LA REPÚBLICA.

    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.
    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. 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. 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.

    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.

  3. Carlos Eduardo Léon Rincón & Karen Juliet Leiton & Jhonatan Pérez Villalobos, 2013. "Extracting the sovereigns´ CDS market hierarchy: a correlation-filtering approach," BORRADORES DE ECONOMIA 010749, BANCO DE LA REPÚBLICA.

    Cited by:

    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.

  4. Jhonatan Pérez Villalobos & Juan Carlos Mendoza Gutiérrez de Piñeres, 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. Carlos León, 2012. "Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints," BORRADORES DE ECONOMIA 010075, BANCO DE LA REPÚBLICA.
    2. Jose Ignacio Lopez, 2018. "Predictibilidad del Mercado Accionario Colombiano," DOCUMENTOS CEDE 016086, UNIVERSIDAD DE LOS ANDES-CEDE.

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

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