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La crisis bancaria mexicana: Un modelo de duración y riesgo proporcional

Author

Listed:
  • Hernández Trillo, Fausto

    (División de Economía,Centro de Investigación y Docencia Económicas.)

  • López Escarpulli, Omar

    (División de Economía, Centro de Investigación y Docencia Económicas.)

Abstract

This article studies the determinants of the Mexican banking crisis of 1994-1999.The paper utilizes proportional hazard and duration models to obtain the results. This is the first time a study like this is done for Mexico.Results suggest that banking indicators, by themselves, are important in explaining the crisis and that this was not only the result of macro events.We used a duration-proportional hazard model to prove these hypotheses.// Este artículo estudia de manera formal los determinantes de la crisis bancaria mexicana de 1994-1999.Para ello se utilizan modelos de duración y de riesgo proporcional.Los resultados muestran que los indicadores de la propia banca son muy importantes para explicar su propia crisis y que no son solamente los factores macroeconómicos los que conducen a la banca a una crisis.Para ello se utilizo un modelo de duración y riesgo proporcional.

Suggested Citation

  • Hernández Trillo, Fausto & López Escarpulli, Omar, 2001. "La crisis bancaria mexicana: Un modelo de duración y riesgo proporcional," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(272), pages 551-601, ocubre-di.
  • Handle: RePEc:elt:journl:v:68:y:2001:i:272:p:551-601
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