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

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.bis.org/ifc/publ/ifcb34w.pdf (application/pdf)

Related works:
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) HTML/Text

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 Martin Fessler ().