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dc.creatorCabrera-Rodríguez, Wilmar Alexander
dc.creatorHurtado-Guarín, Jorge Luis
dc.creatorMorales, Miguel
dc.creatorRojas-Bohórquez, Juan Sebastián
dc.date.created2014-06-13
dc.date.issued2014-06-13
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/6113
dc.description.abstractThe most recent global financial crisis (2008-2009) highlighted the importance of systemic risk and promoted academic interest to develop a wide set of warning indicators, which are mechanisms to identify systemically important institutions and global sys
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 826
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA Composite Indicator of Systemic Stress (CISS) for Colombia
dc.typeWorking Paper
dc.subject.jelC51 - Model Construction and Estimation
dc.subject.jelG12 - Asset Pricing; Trading Volume; Bond Interest Rates
dc.subject.jelG29 - Financial Institutions and Services: Other
dc.subject.keywordSystemic Risk
dc.subject.keywordRisk Indicators
dc.subject.keywordFinancial Stability
dc.subject.keywordEarly-Warning-Indicators
dc.subject.keywordMultivariate GARCH
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaG29 - Instituciones y servicios financieros: Otros
dc.subject.jelspaC51 - Construcción de modelos y estimación
dc.subject.jelspaG12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/826.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/6113


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit