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A financial stability index for Colombia

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Author Info

  • Miguel Morales

    ()

  • Dairo Estrada

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s10436-010-0161-7
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Bibliographic Info

Article provided by Springer in its journal Annals of Finance.

Volume (Year): 6 (2010)
Issue (Month): 4 (October)
Pages: 555-581

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Handle: RePEc:kap:annfin:v:6:y:2010:i:4:p:555-581

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Web page: http://www.springerlink.com/link.asp?id=112370

Related research

Keywords: Financial stress index; Financial institutions; Early warning systems; Financial fragility; Monitoring; E44; G21; C25;

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References

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  1. Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
  2. Asli Demirgüç-Kunt & Enrica Detragiache, 1998. "The Determinants of Banking Crises in Developing and Developed Countries," IMF Staff Papers, Palgrave Macmillan, vol. 45(1), pages 81-109, March.
  3. Lea Zicchino & Dimitrios Tsomocos & Miguel Segoviano & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Searching for a Metric for Financial Stability," FMG Special Papers sp167, Financial Markets Group.
  4. Andrew Berg, 1999. "The Asia Crisis," IMF Working Papers 99/138, International Monetary Fund.
  5. Gomez-Gonzalez, Jose E. & Kiefer, Nicholas M., 2006. "Bank Failure: Evidence from the Colombia Financial Crisis," Working Papers 06-12, Cornell University, Center for Analytic Economics.
  6. Graciela L. Kaminsky, 1998. "Currency and banking crises: the early warnings of distress," International Finance Discussion Papers 629, Board of Governors of the Federal Reserve System (U.S.).
  7. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
  8. Elke Hanschel & Pierre Monnin, 2005. "Measuring and forecasting stress in the banking sector: evidence from Switzerland," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 431-49 Bank for International Settlements.
  9. Piti Disyatat, 2001. "Currency Crises and the Real Economy," IMF Working Papers 01/49, International Monetary Fund.
  10. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Working Papers 03-14, Bank of Canada.
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Citations

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Cited by:
  1. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
  2. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
  3. Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," BORRADORES DE ECONOMIA 011142, BANCO DE LA REPÚBLICA.
  4. Miguel Ángel Morales Mosquera, . "Concentración y estabilidad financiero: el caso del sistema bancario colombiano," Temas de Estabilidad Financiera 058, Banco de la Republica de Colombia.
  5. Mariana Laverde & Javier Gutiérrez Rueda, . "¿Cómo caracterizar entidades sistémicas?: Medidas de impacto sistémico para el sistema financiero colombiano," Temas de Estabilidad Financiera 065, Banco de la Republica de Colombia.
  6. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, . "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera 062, Banco de la Republica de Colombia.
  7. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.

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