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

Working Papers

2010

1. 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 (2011)

2009

2. 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

3. EXPECTATIVAS DE INFLACION EN EL MERCADO DE DEUDA PÃBLICA COLOMBIANO
   Borradores de Economia, Banco de la Republica View citations (2)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2006)

2005

4. 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

1. 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 (2010)