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Relación entre el riesgo sistémico de los sectores financiero y real: un enfoque FAVAR

Wilmar Alexander Cabrera-Rodríguez, Luis Melo-Velandia and Daniel Parra-Amado

Chapter 17 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 525-558 from Banco de la Republica de Colombia

Abstract: Se estudia el riesgo de los sistemas financieros, utilizando el modelo Favar y el CoFaR, en Colombia sobre los diferentes sectores de la economía colombiana.

Keywords: Riesgo; Precios; Acciones; Modelos; Colombia; Risk; Prices; Bank stocks; Models; Colombia (search for similar items in EconPapers)
JEL-codes: B22 D81 F43 (search for similar items in EconPapers)
Date: 2015
ISBN: 9789586643146
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Persistent link: https://EconPapers.repec.org/RePEc:bdr:bdrcap:2015-11-525-558

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