A Multi-Layer Network Of the Sovereign Securities Market

Número: 
840
Publicado: 
Clasificación JEL: 
D85, D53, G20, G01, L14
Palabras clave: 
multiplex networks, financial market infrastructures, correlated multiplexity, settlement

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Lina Fernanda Torres-Gutierrez, Gonzalo Ossa-Stipcianos, Edwin Mauricio Parra-Rodriguez, Egberto Alexander Riveros, Alvaro José Martinez-Monroy, Julián Andrés Gomez-Duran, Juan Sebastián Rojas-Moreno

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