publicaciones seleccionadas
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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
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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