Serafin Martinez-Jaramillo
Serafin Martinez-Jaramillo
Senior financial researcher
Email verificata su banxico.org.mx
TitoloCitata daAnno
An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk
S Martinez-Jaramillo, B Alexandrova-Kabadjova, B Bravo-Benitez, ...
Journal of Economic Dynamics and Control 40, 242–265, 2014
1742014
Systemic risk, financial contagion and financial fragility
S Martínez-Jaramillo, O Pérez Pérez, F Avila Embriz, Dey, F López Gallo
Journal of Economic Dynamics and Control 34 (11), 2358-2374, 2010
1502010
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
S Poledna, JL Molina-Borboa, S Martinez-Jaramillo, M van der Leij, ...
Journal of Financial Stability 20, 70-81, 2015
1232015
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
S Poledna, JL Molina-Borboa, S Martínez-Jaramillo, M van der Leij, ...
Journal of Financial Stability 20, 70-81, 2015
1152015
An heterogeneous, endogenous and coevolutionary GP-based financial market
S Martinez-Jaramillo, EPK Tsang
IEEE Transactions on Evolutionary Computation 13 (1), 33-55, 2009
932009
A network model of systemic risk: stress testing the banking system
J Márquez Diez Canedo, S Martínez-Jaramillo
Intelligent systems in accounting, finance and management 16 (1‐2), 87-110, 2009
79*2009
Computational finance
E Tsang, S Martinez-Jaramillo
IEEE computational intelligence society newsletter 3 (8), 8-13, 2004
762004
The missing links: a global study on uncovering financial network structure from partial data
SRSS K. Anand, I. van Lelyveld, A. Banai, Jose Fique, S. Friedrich, R ...
Journal of Financial Stability, 2017
62*2017
Artificial financial markets: an agent based approach to reproduce stylized facts and to study the Red Queen Effect
S Martinez-Jaramillo
University of Essex, 2007
442007
A multiplex network analysis of the mexican banking system: link persistence, overlap and waiting times
JL Molina-Borboa, S Martınez-Jaramillo, F López-Gallo, M van der Leij
Journal of Network Theory in Finance 1 (1), 99-138, 2015
282015
Financial contagion: extending the exposures network of the Mexican financial system
JP Solorzano-Margain, S Martinez-Jaramillo, F Lopez-Gallo
Computational Management Science 10 (2-3), 125-155, 2013
272013
The red queen principle and the emergence of efficient financial markets: an agent based approach
S Markose, E Tsang, S Martinez-Jaramillo
Nonlinear Dynamics and Heterogeneous Interacting Agents, 287-303, 2005
242005
Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
T Peña Centeno, S Martínez-Jaramillo, B Abudu
Computational Methods in Economic Dynamics, 109-131, 2011
192011
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
S Battiston, S Martinez-Jaramillo
Journal of Financial Stability 35, 6-16, 2018
182018
Calibrating limits for large interbank exposures from a system-wide perspective
E Batiz-Zuk, F López-Gallo, S Martínez-Jaramillo, JP Solórzano-Margain
Journal of Financial Stability 27, 198–216, 2016
172016
Centrality measurement of the mexican large value payments system from the perspective of multiplex networks
B Bravo-Benitez, B Alexandrova-Kabadjova, S Martinez-Jaramillo
Computational Economics 47 (1), 19-47, 2016
122016
Systemic Risk, Stress Testing, and Financial Contagion: Their Interaction and Measurement
C Lopez-Castañon, S Martinez-Jaramillo, F Lopez-Gallo
Simulation in Computational Finance and Economics: Tools and Emerging …, 2012
92012
Systemic risk analysis by means of network theory: an empirical study of the Mexican banking system
S Martınez Jaramillo, B Kabadjova, B Bravo Benıtez, J Solórzano Margain
Technical report, Banco de México working papers, 2012
82012
Climate risk and financial stability in the network of banks and investment funds
A Roncoroni, S Battiston, E Farfàn, LO Leonardo, S Martinez Jaramillo
Available at SSRN 3356459, 2019
72019
Financial contagion: A network model for estimating the distribution of losses for the financial system
J Marquez, S Martinez-Jaramillo
13th International Conference on Computing in Economics and Finance, 2007
7*2007
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20