@techreport{20.500.12134/6113,
author = {Cabrera-Rodríguez, Wilmar Alexander},
author = {Hurtado-Guarín, Jorge Luis},
author = {Morales, Miguel},
author = {Rojas-Bohórquez, Juan Sebastián},
year = {2014},
month = {6},
url = {https://repositorio.banrep.gov.co/handle/20.500.12134/6113},
abstract = {The 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},
publisher = {Banco de la República},
booktitle = {Borradores de Economía},
volume = {Borradores de Economía; No. 826},
title = {A Composite Indicator of Systemic Stress (CISS) for Colombia},
keywords = {Systemic Risk},
keywords = {Risk Indicators},
keywords = {Financial Stability},
keywords = {Early-Warning-Indicators},
keywords = {Multivariate GARCH},
doi = {https://doi.org/10.32468/be.826},
}