publicaciones seleccionadas artículo Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators 2024 Volatility Spillovers Among Global Stock Markets: Measuring Total and Directional Effects 2019 Stock Market Volatility Spillovers: Evidence for Latin America 2017 Comparison of Methods for Estimating the Uncertainty of Value at Risk 2016 documento de trabajo Examining Macroprudential Policy through a Microprudential Lens 2022 What Can Credit Vintages Tell Us About Non-Performing Loans? 2021 Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects 2017-01 SYSMO I: A Systemic Stress Model for the Colombian Financial System 2017 Stock Market Volatility Spillovers: Evidence for Latin America 2016-05 ¿Están ancladas las expectativas de inflación en Colombia? 2016-05 Comparison of Methods for Estimating the Uncertainty of Value at Risk 2016-02 Comparación de métodos para la estimación de la incertidumbre del valor en riesgo 2015-12
