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Serafin Martinez-Jaramillo
Serafin Martinez-Jaramillo
Financial Stability and Integrity, World Bank Group
Verified email at worldbank.org
Title
Cited by
Cited by
Year
Climate risk and financial stability in the network of banks and investment funds
A Roncoroni, S Battiston, LOL Escobar-Farfán, S Martinez-Jaramillo
Journal of Financial Stability 54, 100870, 2021
3982021
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
3822015
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
3762015
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
3352014
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
2592010
Hypernetworks: A molecular evolutionary architecture for cognitive learning and memory
BT Zhang
IEEE computational intelligence magazine 3 (3), 49-63, 2008
2182008
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
166*2017
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
1652018
Quantification of systemic risk from overlapping portfolios in the financial system
S Poledna, S Martínez-Jaramillo, F Caccioli, S Thurner
Journal of Financial Stability 52, 100808, 2021
1322021
An heterogeneous, endogenous and coevolutionary GP-based financial market
S Martinez-Jaramillo, EPK Tsang
IEEE Transactions on Evolutionary Computation 13 (1), 33-55, 2009
1212009
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
94*2009
Computational finance
E Tsang, S Martinez-Jaramillo
IEEE computational intelligence society newsletter 3 (8), 8-13, 2004
902004
A multiplex network analysis of the mexican banking system: link persistence, overlap and waiting times
JL Molina-Borboa, S Martínez-Jaramillo, F López-Gallo, M van der Leij
Journal of Network Theory in Finance 1 (1), 99-138, 2015
512015
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
482007
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
402016
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), 125-155, 2013
362013
Interconnectedness and financial stability
S Martinez-Jaramillo, CU Carmona, DY Kenett
Journal of Risk Management in Financial Institutions 12 (2), 168-183, 2019
322019
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
292016
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
272005
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
252011
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Articles 1–20