Details about Carlos Castro Iragorri

Access statistics for papers by Carlos Castro Iragorri.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pca1068

Working Papers

2012

1. Measuring and testing for the systemically important financial institutions
   Working Paper Research, National Bank of Belgium View citations (5)
   Also in Documentos de Trabajo, Universidad del Rosario (2011)
   See also Journal Article Measuring and testing for the systemically important financial institutions, Journal of Empirical Finance, Elsevier (2014) View citations (60) (2014)

2010

2. Essays in dependence and optimality in large portfolios
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Journal Articles

2014

1. Default risk in agricultural lending, the effects of commodity price volatility and climate
   Agricultural Finance Review, 2014, 74, (4), 501-521 View citations (5)
2. Measuring and testing for the systemically important financial institutions
   Journal of Empirical Finance, 2014, 25, (C), 1-14 View citations (60)
   See also Working Paper Measuring and testing for the systemically important financial institutions, Working Paper Research (2012) View citations (5) (2012)

2010

3. Measuring the systemic importance of financial institutions using market information
   Financial Stability Review, 2010, 8, (1), 127-141 View citations (5)
4. Portfolio choice under local industry and country factors
   Financial Markets and Portfolio Management, 2010, 24, (4), 353-393 View citations (1)