TY  - GEN 
A1  - Cabrera-Rodriguez, Wilmar Alexander
A1  - Hurtado-Guarin, Jorge Luis
A1  - Morales, Miguel
A1  - Rojas-Bohorquez, Juan Sebastian
DA  - 2014/06/06
PY  - 2014
UR  - https://repositorio.banrep.gov.co/handle/20.500.12134/6113
AB  - 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...
LA  - spa
PB  - Banco de la Republica
T3  - Borradores de Economia
JF  - Borradores de Economia; No. 826
M3  - Open Access
T1  - A Composite Indicator of Systemic Stress (CISS) for Colombia
KW  - G12 - Asset Pricing; Trading Volume; Bond Interest Rates
KW  - G29 - Financial Institutions and Services: Other
KW  - C51 - Model Construction and Estimation
KW  - Systemic Risk
KW  - Risk Indicators
KW  - Financial Stability
KW  - Early-Warning-Indicators
KW  - Multivariate GARCH
KW  - G12 - Valoracion de activos financieros; Volumen de comercio; Tasas de interes de bonos
KW  - C51 - Construccion de modelos y estimacion
KW  - G29 - Instituciones y servicios financieros: Otros
DO  - https://doi.org/10.32468/be.826
L1  - https://ideas.repec.org/p/bdr/borrec/826.html
ER  -