TY  - GEN 
A1  - Arias, Mauricio
A1  - Mendoza-Gutierrez, Juan Carlos
A1  - Perez-Reyna, David
DA  - 2010/03/03
PY  - 2010
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/2149
AB  - In Colombia, the exposition to market risk has increased significantly since 2009. Nonetheless, the risk codependence among agents has not been analyzed yet from the perspective of this risk. Therefore, this paper presents an approach to estimate such...
U1  - 17 paginas : ilustraciones, graficas, tablas
LA  - eng
PB  - Banco de la Republica de Colombia
T3  - Temas de Estabilidad Financiera
JF  - Temas de Estabilidad Financiera ; No. 47
M3  - Open Access
KW  - Riesgo sistemico de mercado
KW  - CoV aR
KW  - Valor en riesgo
KW  - Regresion por cuantiles
T1  - Applying CoV aR to measure systemic market risk : the colombian case
KW  - C20 - Single Equation Models; Single Variables: General
KW  - G14 - Information and Market Efficiency; Event Studies; Insider Trading
KW  - G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
KW  - Systemic Market Risk
KW  - CoV aR, Value at Risk
KW  - Quantile Regression
KW  - Riesgo (Economia) -- Colombia -- 2009-
KW  - Riesgo bancario -- Colombia -- 2009-
KW  - Riesgo financiero -- Colombia -- 2009-
KW  - C20 - Modelos uniecuacionales; variables simples: Generalidades
KW  - G14 - Informacion y eficiencia del mercado; Estudios de casos; trafico de informacion privilegiada
KW  - G21 - Bancos; Instituciones de deposito; Instituciones Microfinancieras; Hipotecas
DO  - https://doi.org/10.32468/tef.47
L1  - https://ideas.repec.org/p/bdr/temest/047.html
ER  -