All Stories

  1. Do central counterparties reduce counterparty and liquidity risk? Empirical results

    Article • Algorithmic Finance, August 2021, IOS Press

    Dr Carlos Leon

  2. The evolution of world trade from 1995 to 2014: A network approach

    Article • Journal of International Trade & Economic Development, December 2018, Taylor & Francis

    Dr Carlos Leon

  3. Assessing Systemic Importance With a Fuzzy Logic Inference System

    Article • Intelligent Systems in Accounting Finance & Management, June 2015, Wiley

    Dr Carlos Leon

  4. Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture

    Article • Journal of Financial Stability, December 2014, Elsevier

    Dr Carlos Leon

  5. Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach

    Article • Physica A Statistical Mechanics and its Applications, December 2014, Elsevier

    Dr Carlos Leon

  6. Monte Carlo Simulation of Long-Term Dependent Processes: A Primer

    Article • Wilmott, July 2012, Wiley

    Dr Carlos Leon

  7. Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia

    Article • Emerging Markets Finance and Trade, July 2012, Taylor & Francis

    Dr Carlos Leon

  8. Una Aproximación Teórica a La Superficie De Volatilidad En El Mercado Colombiano a Través Del Modelo De Difusión Con Saltos

    Article • SSRN Electronic Journal, Elsevier

    Dr Carlos Leon

  9. Designing an Expert Knowledge-Based Systemic Importance Index for Financial Institutions

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Carlos Leon

  10. Montecarlo Simulation of Long‐Term Dependent Processes: A Primer

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Carlos Leon

  11. Operational Risk Management Using a Fuzzy Logic Inference System

    Article • SSRN Electronic Journal, Social Science Electronic Publishing

    Dr Carlos Leon