Carlos León

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Ph.D. Finance

Research Lines

Academic Profiles

Institutional affiliation

Main Researcher - Sección Investigación y Desarrollo

Bogotá, Colombia

Profile:

Leader and active member of a research agenda aimed at comprehensively studying, developing, implementing, and disseminating models that contribute to financial stability; to further understanding financial markets; and to overseeing financial institutions and infrastructures that operate in Colombian financial markets.

Publications
Academic formation
Co-authors

Articles

Mostrando 31 - 35 de 35

(2012), Estimating the intraday liquidity risk of financial institutions: a Monte Carlo simulation approach, Journal of Financial Market Infrastructures, 1, (1), (pp. 75-107)

(2012), Does the Use of Foreign Currency Derivatives Affect Firms' Market Value? Evidence from Colombia, EMERGING MARKETS FINANCE AND TRADE, 48, (4), (pp. 50-66)

(2010), Operational Risk Management Using a Fuzzy Logic Inference System, 30, (pp. 141-153)

(2008), Índice representativo del mercado deuda pública interna: IDXTES, Revista ODEON, 4, (pp. 41-62)

(2008), La dolarización financiera: experiencia internacional y perspectivas para Colombia, Revista de Economia Institucional, 10, (18), (pp. 313-341)

Working Papers

Showing 31 - 35 of 52

(2013), Authority Centrality and Hub Centrality as Metrics of Systemic Importance of Financial Market Infrastructures, Borradores de Economia, (754)

(2012), Systemic Importance Index for Financial Institutions: A Principal Component Analysis Approach, Borradores de Economia, (741)

(2012), Implied probabilities of default from Colombian money market spreads : the Merton Model under equity market informational constraints, Borradores de Economia, (743)

(2012), Investment horizon dependent CAPM : adjusting beta for long-term dependence, Borradores de Economia, (730)

(2012), Estimating financial institutions' intraday liquidity risk : a Monte Carlo simulation approach, Borradores de Economia, (703)

Journal Ensayos sobre Política Económica

Showing 1 - 2 of 2

(2023), Global Financial Cycle, Capital Flows, and Policy Responses, (104)

(2019), Cryptoassets: literature review and analysis, ENSAYOS SOBRE POLITICA ECONOMICA**, (92)

Ph.D. Finance, Tilburg University, 2015
MSc. Banking & Finance, HEC-Université de Lausanne, 2005
M.A. International Economics, Universidad Externado de Colombia, 2001
B.Sc. Finance and International Relations, Universidad Externado de Colombia, 1998