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Details about Andres Sagner

E-mail:
Phone:+56 2 670 27 20
Workplace:Banco Central de Chile (Central Bank of Chile), (more information at EDIRC)

Access statistics for papers by Andres Sagner.

Last updated 2020-06-08. Update your information in the RePEc Author Service.

Short-id: psa728


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Working Papers

2020

  1. Measuring Systemic Risk: A Quantile Factor Analysis
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2019

  1. S&P 500 under Dynamic Gordon Model
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2018

  1. Expectativas Financieras y Tasas Forward en Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Medida de aversión al Riesgo Mediante Volatilidades Implícitas Realizadas
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2012

  1. Exceso de Toma de Riesgo Crediticio en Chile
    ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business Downloads
  2. Tasa Máxima Convencional y Oferta de Créditos
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2011

  1. Aplicaciones del Modelo Binomial para el Análisis de Riesgo
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  2. Credit Contraction and International Trade: Evidence from Chilean Exporters
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    See also Journal Article in World Development (2013)
  3. Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
    ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business Downloads View citations (1)
  4. Crédito, Exceso de toma de Riesgo, Costo de Crédito y ciclo Económico en Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  5. El Índice Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
  6. Stress Tests for Banking Sector: A Technical Note
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    See also Journal Article in Money Affairs (2011)

2010

  1. Estimación de la estructura de tasas utilizando el modelo Dinámico Nelson Siegel: resultados para Chile y EEUU
    (The Dynamic Nelson-Siegel model: empirical results for Chile and US)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Financial Forecast for the Relative Strength Index
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Implied Probability Distribution in Financial Options
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
  4. Liquidity Crises and Corporate Cash Holdings in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    See also Journal Article in The Developing Economies (2012)
  5. Valorización por Arbitraje de Bonos y Acciones Chilenas Mediante el Método de Componentes Principales
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads

2009

  1. Determinantes del Precio de Viviendas en Chile
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (7)
  2. When RSI met the Binomial-Tree
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (1)

Journal Articles

2019

  1. Rol de inversionistas institucionales domésticos sobre la volatilidad de tasas soberanas de economías emergentes
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2019, 22, (1), 082-101 Downloads

2013

  1. Credit contraction and international trade: Evidence from Chilean exporters
    World Development, 2013, 44, (C), 212-224 Downloads View citations (7)
    See also Working Paper (2011)
  2. Dinámica de la frecuencia de impago de los créditos de consumo en cuotas
    El Trimestre Económico, 2013, LXXX (2), (318), pp. 329-343 Downloads
  3. The Business Cycle, Credit cost and Risk in Chile from a Structural var model's Perspective
    Journal Economía Chilena (The Chilean Economy), 2013, 16, (1), 64-99 Downloads

2012

  1. Liquidity Crises and Corporate Cash Holdings in Chile
    The Developing Economies, 2012, 50, (4), 378-392 Downloads View citations (1)
    See also Working Paper (2010)

2011

  1. Determinantes del precio de viviendas en la región metropolitana de Chile
    El Trimestre Económico, 2011, LXXVIII (4), (312), 813-839 Downloads View citations (1)
  2. Dinámica de la Tasa de Incumplimiento de Créditos de Consumo en Cuotas
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2011, 14, (2), 119-124 Downloads View citations (4)
  3. Estimating Chile’s NominalIinterest Rate Structure: An Application of the Dynamic Nelson-Siegel Model
    Journal Economía Chilena (The Chilean Economy), 2011, 14, (3), 57-74 Downloads
  4. Fluctuaciones del Tipo de Cambio Real y Transabilidad de Bienes en el Comercio Bilateral Chile- Estados Unidos
    Revista de Analisis Economico – Economic Analysis Review, 2011, 26, (2), 3-37 Downloads
  5. Stress Tests for Banking Sector: A Technical Note
    Money Affairs, 2011, XXIV, (2), 143-162 Downloads View citations (2)
    See also Working Paper (2011)
 
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