A Composite Indicator of Systemic Stress (CISS) for Colombia

Thumbnail
Borradores de Economía; No. 826
Date published
2014-06-13
Date of last update
2014-06-13
Author
Cabrera-Rodríguez, Wilmar Alexander
Hurtado-Guarín, Jorge Luis
Morales, Miguel
Rojas-Bohórquez, Juan Sebastián
Document language
spa
Metadata
Show full item record
Alternative metrics
Downloads
Abstract views

Las 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.
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
JEL Codes
G12 - Asset Pricing; Trading Volume; Bond Interest RatesG29 - Financial Institutions and Services: OtherC51 - Model Construction and Estimation
Keywords
Systemic Risk ; Risk Indicators ; Financial Stability ; Early-Warning-Indicators ; Multivariate GARCH ;
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6113
https://hdl.handle.net/20.500.12134/6113
https://doi.org/10.32468/be.826
https://ideas.repec.org/p/bdr/borrec/826.html
Collections
Seleccionar año de consulta:
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