Applying CoVaR to measure systemic market risk: the Colombian case
Mauricio Arias (),
Juan Mendoza () and
David Perez-Reyna ()
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 from Bank for International Settlements
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5) Track citations by RSS feed
Downloads: (external link)
Working Paper: Applying CoV aR to Measure Systemic Market Risk: the Colombian Case (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:bis:bisifc:34-23
Access Statistics for this chapter
More chapters in IFC Bulletins chapters from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Christian Beslmeisl ().