Serafín Martínez-Jaramillo

Bank of Mexico — Mexico

Economics, Econometrics and Finance · Social Sciences

18h-index1.9kcitations59works7.52yr avg
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Research Topics

Banking stability, regulation, efficiency(31), Complex Systems and Time Series Analysis(23), Global Financial Crisis and Policies(10), Insurance and Financial Risk Management(10), Stock Market Forecasting Methods(9)

Publications59 total

Assessing the physical risks of climate change for the financial sector: a case study from Mexico's Central Bank
arXiv (Cornell University)·2024Open Access
Financial stability through the lens of complex systems
Journal of Financial Stability·2024· 15 cited
Growth at risk: Methodology and applications in an open-source platform
Latin American Journal of Central Banking·2022· 7 citedOpen Access
Measuring systemic risk for bank credit networks: A multilayer approach
Latin American Journal of Central Banking·2022· 5 citedOpen Access
Gestão de risco ambiental das reservas internacionais: uma discussão aplicada com os bancos centrais da américa latina e do caribe
CADERNOS DE FINANÇAS PÚBLICAS·2022Open Access
Stress-Ridden Finance and Growth Losses: Does Financial Development Break the Link?
SSRN Electronic Journal·2022Open Access
A network characterization of the interbank exposures in Peru
Latin American Journal of Central Banking·2021· 7 citedOpen Access
The contribution of the intra-firm exposures network to systemic risk
Latin American Journal of Central Banking·2021· 9 citedOpen Access
How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?
Journal of Financial Stability·2021· 11 citedOpen Access
Climate risk and financial stability in the network of banks and investment funds
Journal of Financial Stability·2021· 264 cited
Quantification of systemic risk from overlapping portfolios in the financial system
Journal of Financial Stability·2020· 19 citedOpen Access
Network models and stress testing for financial stability: The conference
Journal of Financial Stability·2020· 7 cited
Systemic risk and other interdependencies among banks in Bolivia
Latin American Journal of Central Banking·2020· 12 citedOpen Access
Learning of Weighted Multi-layer Networks via Dynamic Social Spaces, with Application to Financial Interbank Transactions
Studies in computational intelligence·2019· 3 cited
Learning of Weighted Dynamic Multi-layer Networks via Latent Gaussian Processes
HAL (Le Centre pour la Communication Scientifique Directe)·2019· 1 citedOpen Access
Interconnectedness and financial stability
Journal of risk management in financial institutions·2019· 19 cited
Climate Risk and Financial Stability in the Network of Banks and Investment Funds
SSRN Electronic Journal·2019· 70 citedOpen Access
International Banking and Cross-Border Effects of Regulation: Lessons from Mexico
International journal of central banking·2018· 6 cited
Financial networks and stress testing: Challenges and new research avenues for systemic risk analysis and financial stability implications
Journal of Financial Stability·2018· 131 cited
Quantification of systemic risk from overlapping portfolios in the\n financial system
arXiv (Cornell University)·2018Open Access
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Frequent Co-authors

Biliana Alexandrova‐Kabadjova(11), José Luis Molina-Borboa(8), Bernardo Bravo-Benítez(6), Fabrizio López‐Gallo(6), Stefano Battiston(5), Juan Pablo Solórzano-Margain(5), Edward Tsang(5), Sebastian Poledna(4), Marco van der Leij(4), Stefan Thurner(4), Grzegorz Hałaj(4), Chris U. Carmona(4), Fabio Caccioli(4), Alma Lilia García-Almanza(4), Tonatiuh Peña Centeno(4), Kartik Anand(3), Iman van Lelyveld(3), Ádám Banai(3), Soeren Friedrich(3), Rodney Garratt(3)