Mauricio Villamizar-Villegas - Central bank research hub

Papers by year: All | 2019 | 2018 | 2017 | 2016

Effectiveness of FX Intervention and the Flimsiness of Exchange rate Expectations

by Mauricio Villamizar-Villegas and Hernando Vargas-Herrera

Central Bank of Colombia Working Papers (Paper: 1070, 11.04.2019)

JEL: C14, C31, E58, F31
FX intervention and domestic credit: evidence from high-frequency micro data

by Boris Hofmann , Mauricio Villamizar-Villegas and Hyun Song Shin

Central Bank of Colombia Working Papers (Paper: 1069, 18.03.2019)

JEL: E58, F31, F33, F41, G20
Effects of Interest Rate Caps on Financial Inclusion

by María José Roa-García , Luis Fernando Melo-Velandia , Sara Restrepo-Tamayo , Mauricio Villamizar-Villegas , Juan Sebastian Cubillos-Rocha and Juliana Gamboa-Arbeláez

Central Bank of Colombia Working Papers (Paper: 1060, 01.12.2018)

JEL: C13, C33, C51
An Auction-Based Test of Private Information in an Interdealer FX Market

by Pietro Bonaldi and Mauricio Villamizar-Villegas

Central Bank of Colombia Working Papers (Paper: 1049, 25.08.2018)

JEL: D44, F31, G14
Breaking the trilemma: the effects of financial regulations on foreign assets

by David Perez-Reyna and Mauricio Villamizar-Villegas

Bank for International Settlements BIS Working Papers (Paper: 718, 04.05.2018)

Abstract

JEL: C32, G2, O16
The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy

by Yasin Kursat Onder and Mauricio Villamizar-Villegas

IJCB International Journal of Central Banking (Paper: 18q0a5, 01.01.2018)

Abstract

JEL: E43, E52, E58, F31
When Multiple Objectives Meet Multiple Instruments: Identifying Simultaneous Monetary Shocks

by Mauricio Villamizar-Villegas , Juan D. Hernandez-Leal and Daniel Ordoñez-Callamand

Central Bank of Colombia Working Papers (Paper: 997, 01.05.2017)

JEL: C34, E52, E58
Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models

by Mauricio Villamizar-Villegas , Daniel Ordoñez-Callamand and Luis F. Melo-Velandia

Central Bank of Colombia Working Papers (Paper: 972, 01.11.2016)

JEL: C14, C22, C24, E58, F31
Supplementary Material for "The Effects of Foreign Exchange Intervention: Evidence from a Rule-Based Policy in Colombia"

by Guido M. Kuersteiner , Mauricio Villamizar-Villegas and David C. Phillips

Central Bank of Colombia Working Papers (Paper: 965, 01.10.2016)

JEL: C22, E58, F31
Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy

by Guido M. Kuersteiner , Mauricio Villamizar-Villegas and David C. Phillips

Central Bank of Colombia Working Papers (Paper: 964, 01.10.2016)

JEL: C22, E58, F31
Announcements are not Enough: Foreign Exchange Intervention under Imperfect Credibility

by Mauricio Villamizar-Villegas , Jose E. Gomez-Gonzalez and Julian A. Parra-Polania

Central Bank of Colombia Working Papers (Paper: 949, 01.07.2016)

JEL: D43, E58, F31, G20
Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings

by Mauricio Villamizar-Villegas , Laura Andrade-Pardo , Oscar Valencia-Arana and Diego Vásquez-Escobar

Central Bank of Colombia Working Papers (Paper: 941, 01.05.2016)

JEL: C58, E44, G11, G14
Banking Limits on Foreign Holdings: Disentangling the Portfolio Balance Channel

by Pamela Cardozo , Fredy Gamboa , David Perez-Reyna and Mauricio Villamizar-Villegas

Central Bank of Colombia Working Papers (Paper: 934, 01.03.2016)

JEL: C14, C21, C31, E58, F31