dc.creator	Cabrera-Rodríguez, Wilmar Alexander
dc.creator	Hurtado-Guarín, Jorge Luis
dc.creator	Morales, Miguel
dc.creator	Rojas-Bohórquez, Juan Sebastián
dc.date.created	2014-06-13
dc.date.issued	2014-06-13
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/6113
dc.description.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
dc.format.mimetype	PDF
dc.language.iso	spa
dc.publisher	Banco de la República
dc.relation.ispartof	Documentos de Trabajo
dc.relation.ispartofseries	Borradores de Economía
dc.relation.isversionof	Borradores de Economía; No. 826
dc.rights.accessRights	Open Access
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/
dc.title	A Composite Indicator of Systemic Stress (CISS) for Colombia
dc.type	Working Paper
dc.subject.jel	G12 - Asset Pricing; Trading Volume; Bond Interest Rates
dc.subject.jel	G29 - Financial Institutions and Services: Other
dc.subject.jel	C51 - Model Construction and Estimation
dc.subject.keyword	Systemic Risk
dc.subject.keyword	Risk Indicators
dc.subject.keyword	Financial Stability
dc.subject.keyword	Early-Warning-Indicators
dc.subject.keyword	Multivariate GARCH
dc.type.spa	Documentos de trabajo
dc.rights.spa	Acceso abierto
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspa	G12 - Valoración de activos financieros; Volumen de comercio; Tasas de interés de bonos
dc.subject.jelspa	C51 - Construcción de modelos y estimación
dc.subject.jelspa	G29 - Instituciones y servicios financieros: Otros
dc.type.hasversion	Published Version
dc.coverage.sucursal	Bogotá
dc.relation.doi	https://doi.org/10.32468/be.826
dc.rights.disclaimer	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.
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/826.html
dc.identifier.handle	https://hdl.handle.net/20.500.12134/6113
dc.source.handleRepec	RePEc:bdr:borrec:826

A Composite Indicator of Systemic Stress (CISS) for Colombia

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