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 | 325 | 2015 |
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 | 319 | 2015 |
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 | 306 | 2014 |
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 | 227 | 2010 |
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 | 216 | 2021 |
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 | 147* | 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 | 129 | 2018 |
An heterogeneous, endogenous and coevolutionary GP-based financial market S Martinez-Jaramillo, EPK Tsang IEEE Transactions on Evolutionary Computation 13 (1), 33-55, 2009 | 110 | 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 | 97 | 2021 |
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 |
Computational finance E Tsang, S Martinez-Jaramillo IEEE computational intelligence society newsletter 3 (8), 8-13, 2004 | 88 | 2004 |
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 | 49 | 2015 |
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 | 46 | 2007 |
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 | 38 | 2016 |
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 | 31 | 2013 |
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 | 26 | 2005 |
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 | 25 | 2016 |
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 | 25 | 2011 |
Interconnectedness and financial stability S Martinez-Jaramillo, CU Carmona, DY Kenett Journal of Risk Management in Financial Institutions 12 (2), 168-183, 2019 | 24 | 2019 |
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 | 19 | 2018 |