A Composite Indicator of Systemic Stress (CISS) for Colombia

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dc.coverage.sucursalBogotáspa
dc.creatorCabrera-Rodríguez, Wilmar Alexander
dc.creatorHurtado-Guarín, Jorge Luis
dc.creatorMorales, Miguel
dc.creatorRojas-Bohórquez, Juan Sebastián
dc.date.accessioned2014-06-13T08:30:10Zeng
dc.date.available2014-06-13T08:30:10Z
dc.date.created2014-06-13
dc.date.issued2014-06-13
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 syseng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6113spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6113
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.826spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 826
dc.relation.numberBorrador 826spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/826.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:826spa
dc.subject.jelG29 - Financial Institutions and Services: Othereng
dc.subject.jelspaC51 - Construcción de modelos y estimaciónspa
dc.subject.keywordSystemic Riskeng
dc.subject.keywordRisk Indicatorseng
dc.subject.keywordFinancial Stabilityeng
dc.subject.keywordEarly-Warning-Indicatorseng
dc.subject.keywordMultivariate GARCHeng
dc.titleA Composite Indicator of Systemic Stress (CISS) for Colombiaspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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