Materia de
- A Comparative Analysis of Stock Market Cycles Artículo
- A Network Model of Systemic Risk: Identifying the Sources of Dependence Across Institutions Documento de trabajo
- Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers Artículo
- Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations? Documento de trabajo
- Empleo del comportamiento estacional para mejorar el pronóstico de un commodity: el caso del mercado internacional del azúcar Artículo
- Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model Documento de trabajo
- Expected, Unexpected, Good and Bad Uncertainty Documento de trabajo
- Expected, unexpected, good and bad aggregate uncertainty Artículo
- Financial Risk Network Architecture of Energy Firms Artículo
- Flujos de capitales y crecimiento en Colombia: estimación y perspectivas Capítulo
- Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? Artículo
- Identifying the Determinants of Mortgage Default in Colombia between 1997 and 2004 Artículo
- Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models: With an Application to Asset Pricing under Skewness Risk Documento de trabajo
- Measuring and Testing for the Systemically Important Financial Institutions Artículo
- Measuring and Testing for the Systemically Important Financial Institutions Documento de trabajo
- Measuring the Effectiveness of Volatility Auctions Documento de trabajo
- Measuring the Effectiveness of Volatility Call Auctions Documento de trabajo
- Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model Artículo
- Network Externalities Across Financial Institutions Documento de trabajo
- Optimal probabilistic forecasts: When do they work? Documento de trabajo
- Optimal probabilistic forecasts: When do they work? Documento de trabajo
- Regímenes de riesgo en el mercado de acciones colombiano Artículo
- Regímenes de volatilidad del tipo de cambio en Colombia e intervenciones de política Artículo
- Risk Quantification for Commodity ETFs Backtesting Value-At-Risk and Expected Shortfall Artículo
- Risk spillovers of critical metals firms Artículo
- Scale Free Tails in Colombian Financial Indexes: A Primer Documento de trabajo
- Skew Index Descriptive Analysis, Predictive Power, And Short-Term Forecast Artículo
- Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies Documento de trabajo
- Systemic Risk in the Colombian Stock Market: Diversification alternatives under extreme events. [Riesgo sistémico en el mercado de acciones colombiano: Alternativas de diversificación bajo eventos extremos.] Artículo
- Testing for Multiple Bubbles with Daily Data Documento de trabajo
- The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach Documento de trabajo
- The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach Documento de trabajo
- The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach Artículo
- The Kidnapping of Europe High-Order Moments' Transmission Between Developed and Emerging Markets Artículo
- The determinants of credit restrictions and their impact on micro firms: the case of Colombia Artículo
- Uncovering the Portfolio Balance Channel with the Use of Sovereign Credit Ratings Artículo
- Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings Documento de trabajo
- Valor en riesgo condicional para el portafolio de deuda pública de las entidades financieras Documento de trabajo