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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
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Working Paper: Applying CoV aR to Measure Systemic Market Risk: the Colombian Case (2010) Downloads
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Handle: RePEc:bis:bisifc:34-23