Hernando Vargas

Banco de la República

Carrera 7 #14-78

Bogota

Colombia

SCHOLARLY PAPERS

7

DOWNLOADS

515

TOTAL CITATIONS

1

Scholarly Papers (7)

1.

Foreign Exchange Intervention in Colombia

BIS Paper No. 73h
Number of pages: 31 Posted: 06 Oct 2014
Hernando Vargas, Andrés González and Diego Rodríguez
Banco de la República, Banco de la República, Colombia and Banco de la República, Colombia
Downloads 157 (373,647)

Abstract:

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monetary policy, foreign exchange intervention

2.

Changes in Colombian Financial Markets Over the Past Decade

BIS Paper No. 83g
Number of pages: 24 Posted: 24 Nov 2015
Pamela A Cardozo and Hernando Vargas
Banco de la República and Banco de la República
Downloads 71 (646,837)

Abstract:

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financial system, shadow banking, bonds issuance, corporate debt

3.

International Trade Networks and the Integration of Colombia into Global Trade

BIS Paper No. 100g
Number of pages: 19 Posted: 13 Feb 2019
Andrés Murcia, Hernando Vargas and Carlos León
Banco de la República, Banco de la República and Tilburg University - Center for Economic Research (CentER)
Downloads 66 (671,338)

Abstract:

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international trade, network analysis, globalisation, manufacturing sector, real exchange rate, Colombia

4.

Inflation Expectations and a Model-Based Core Inflation Measure in Colombia

BIS Paper No. 89i
Number of pages: 29 Posted: 03 Dec 2016
Hernando Vargas
Banco de la República
Downloads 66 (671,338)

Abstract:

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Inflation expectations, core inflation, supply shocks, monetary policy

5.

The Macroprudential Policy Framework in Colombia

BIS Paper No. 94i
Number of pages: 26 Posted: 24 Jan 2018
Hernando Vargas, Pamela A Cardozo and Andrés Murcia
Banco de la República, Banco de la República and Banco de la República
Downloads 60 (703,061)

Abstract:

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macroprudential policy, financial stability, financial regulation, financial safety net, central banking, Colombia

6.

International Reserve Policy and the Effectiveness of Sterilized FX Intervention in Colombia

BIS Paper No. 104h
Number of pages: 14 Posted: 13 Dec 2019
Hernando Vargas, Pamela Cardozo and Mauricio Villamizar
Banco de la República, Banco de la República and Banco de la República
Downloads 59 (714,055)

Abstract:

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sterilized FX intervention, international reserves, Colombia

7.

An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields

BIS Paper No. 78i
Number of pages: 30 Posted: 07 Oct 2014
Alexander Guarín, Jose Moreno and Hernando Vargas
Central Bank of Colombia, Central Bank of Colombia and Banco de la República
Downloads 36 (865,139)
Citation 1

Abstract:

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Long-term bond yields, global financial crisis, emerging markets, moving window linear regression , VARX-MGARCH model