Carlos Castro-Iragorri

Universidad del Rosario

Bogota

Colombia

SCHOLARLY PAPERS

4

DOWNLOADS

392

SSRN CITATIONS
Rank 24,337

SSRN RANKINGS

Top 24,337

in Total Papers Citations

9

CROSSREF CITATIONS

30

Scholarly Papers (4)

1.

Financial Intermediation and Risk in Decentralized Lending Protocols

Number of pages: 39 Posted: 28 Jul 2021 Last Revised: 01 Feb 2022
Carlos Castro-Iragorri, Julian Ramirez and Sebastian Velez
Universidad del Rosario, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 137 (286,130)

Abstract:

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Decentralized finance, Compound, Aave, MakerDAO, collateralize loans, intermediation margins, market power

2.

Measuring and Testing for the Systemically Important Financial Institutions

National Bank of Belgium Working Paper No. 228
Number of pages: 55 Posted: 13 Oct 2012
Carlos Castro-Iragorri and Stijn Ferrari
Universidad del Rosario and National Bank of Belgium
Downloads 137 (282,874)
Citation 39

Abstract:

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Systemic risk, SIFIs, interconnectedness, quantile regression, stochastic dominance test

3.

Does the Market Model Provide a Good Counterfactual for Event Studies in Finance?

Number of pages: 30 Posted: 07 Dec 2017
Carlos Castro-Iragorri
Universidad del Rosario
Downloads 101 (351,446)

Abstract:

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event studies, synthetic control methods, portfolio optimization, merger announcements

4.

Measuring the Effectiveness of Volatility Auctions

Center for Research in Economics and Finance (CIEF), Working Papers, No. 18-16
Number of pages: 35 Posted: 11 Dec 2018
Carlos Castro-Iragorri, Diego A. Agudelo and Sergio Preciado
Universidad del Rosario, Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF) and Infovalmer
Downloads 17 (706,210)
Citation 2

Abstract:

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Circuit breakers, synthetic control, event studies, volatility auction, tracking portfolios