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Serafin Martinez-Jaramillo
Serafin Martinez-Jaramillo
Manager of the Environmental and Social Risk Analysis and Policies, Banco de México
Verified email at banxico.org.mx
Title
Cited by
Cited by
Year
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
3192015
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
3132015
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
2992014
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
2242010
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
1972021
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
150*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
1262018
An heterogeneous, endogenous and coevolutionary GP-based financial market
S Martinez-Jaramillo, EPK Tsang
IEEE Transactions on Evolutionary Computation 13 (1), 33-55, 2009
1112009
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
92*2009
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
902021
Computational finance
E Tsang, S Martinez-Jaramillo
IEEE computational intelligence society newsletter 3 (8), 8-13, 2004
892004
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
492015
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
462007
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
362016
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
312013
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
262005
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
252016
Interconnectedness and financial stability
S Martinez-Jaramillo, CU Carmona, DY Kenett
Journal of Risk Management in Financial Institutions 12 (2), 168-183, 2019
242019
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
222011
Multiplex financial networks: Revealing the level of interconnectedness in the banking system
A de la Concha, S Martinez-Jaramillo, C Carmona
Complex Networks & Their Applications VI: Proceedings of Complex Networks …, 2018
172018
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Articles 1–20