Details about Mauricio Arias
Access statistics for papers by Mauricio Arias.
Last updated 2012-09-18. Update your information in the RePEc Author Service.
Short-id: par241
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Chapters
Working Papers
2010
- Applying CoV aR to Measure Systemic Market Risk: the Colombian Case
Temas de Estabilidad Financiera, Banco de la Republica de Colombia
View citations (2)
See also Chapter Applying CoVaR to measure systemic market risk: the Colombian case, IFC Bulletins chapters, Bank for International Settlements (2011)
View citations (5) (2011)
2009
- Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia
Temas de Estabilidad Financiera, Banco de la Republica de Colombia
View citations (1)
2006
- EXPECTATIVAS DE INFLACION EN EL MERCADO DE DEUDA PÚBLICA COLOMBIANO
Borradores de Economia, Banco de la Republica de Colombia
View citations (1)
- EXPECTATIVAS DE INFLACION EN EL MERCADO DE DEUDA P�BLICA COLOMBIANO
Borradores de Economia, Banco de la Republica
View citations (3)
2005
- Estimación de los requerimientos de capital por riesgo de mercado
Temas de Estabilidad Financiera, Banco de la Republica de Colombia
View citations (3)
Chapters
2011
- Applying CoVaR to measure systemic market risk: the Colombian case
A chapter in Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, 2011, vol. 34, pp 351-364
View citations (5)
See also Working Paper Applying CoV aR to Measure Systemic Market Risk: the Colombian Case, Banco de la Republica de Colombia (2010)
View citations (2) (2010)