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Dairo Estrada

Personal Details

First Name:Dairo
Middle Name:
Last Name:Estrada
Suffix:
RePEc Short-ID:pes56
(571) 3431190

Affiliation

Banco de la Republica de Colombia

Bogotá, Colombia
http://www.banrep.gov.co/

: (57-1) 3431111
(571) 286-5936
Carrera 7 No. 14-78, Bogotá
RePEc:edi:brcgvco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia 490, Banco de la Republica de Colombia.
  2. Sandra Rozo & Diego Vásquez & Dairo Estrada, 2008. "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia 528, Banco de la Republica de Colombia.
  3. Dairo Estrada & Angela González Arbeláez & Javier Gutierréz Rueda, 2008. "The Effects of Diversification on Banks´ Expected Returns," BORRADORES DE ECONOMIA 004991, BANCO DE LA REPÚBLICA.
  4. Hennings, Enrique & Trujillo-Barrera, Andres & Katchova, Ani L. & Gomez, Miguel I. & Estrada, Dairo, 2008. "Credit Risk Evaluation for Loans of Banco Agrario in Colombia (PowerPoint)," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48141, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  5. Juan Esteban Carranza & Dairo Estrada, 2007. "An empirical characterization of mortgage default in Colombia between 1997 and 2004," Borradores de Economia 450, Banco de la Republica de Colombia.
  6. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," Borradores de Economia 393, Banco de la Republica de Colombia.
  7. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.
  8. Dairo Estrada & Sandra Rozo, 2006. "Multimarket spatial competition in the Colombian deposit market," Borradores de Economia 413, Banco de la Republica de Colombia.
  9. Dairo Estrada, 2005. "Efectos de las fusiones sobre el mercado financiero colombiano," Borradores de Economia 329, Banco de la Republica de Colombia.
  10. Dairo Estrada & Poldy Osorio, 2004. "Effects of Financial Capital on Colombian Banking Efficiency," Borradores de Economia 291, Banco de la Republica de Colombia.
  11. Miguel Ángel Morales Mosquera & Wilmar Cabrera & Laura Capera & Dairo Estrada, "undated". "Un Mapa de Riesgo de Crédito para el Sistema Financiero Colombiano," Temas de Estabilidad Financiera 068, Banco de la Republica de Colombia.
  12. Dairo Estrada & Miguel Ángel Morales Mosquera, "undated". "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
  13. Sandra Rozo & Dairo Estrada, "undated". "Competencia espacial en el mercado colombiano de depósitos," Temas de Estabilidad Financiera 020, Banco de la Republica de Colombia.
  14. Diana Fernández Moreno & Hernán Piñeros G. & Dairo Estrada, "undated". "Financiamiento del sector agropecuario: situación y perspectivas," Temas de Estabilidad Financiera 059, Banco de la Republica de Colombia.
  15. Laura Capera & Juan Sebastián Lemus & Dairo Estrada, "undated". "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera 077, Banco de la Republica de Colombia.
  16. Javier Gutiérrez Rueda & Dairo Estrada & Laura Capera, "undated". "Un análisis del endeudamiento de los hogares," Temas de Estabilidad Financiera 061, Banco de la Republica de Colombia.
  17. Daniel Osorio Rodríguez & Dairo Estrada, "undated". "Un enfoque de riesgo de mercado para el análisis del riesgo de liquidez," Temas de Estabilidad Financiera 015, Banco de la Republica de Colombia.
  18. Dairo Estrada, "undated". "Análisis de las fusiones en el mercado bancario colombiano," Temas de Estabilidad Financiera 009, Banco de la Republica de Colombia.
  19. Santiago Caicedo & Dairo Estrada & Mariana Laverde, "undated". "Countercyclical banking capital bu ers in a DSGE model," Temas de Estabilidad Financiera 071, Banco de la Republica de Colombia.
  20. Santiago Caicedo & Dairo Estrada, "undated". "Bank Provisioning and Microcredit," Temas de Estabilidad Financiera 049, Banco de la Republica de Colombia.
  21. Dairo Estrada & Paola Morales Acevedo, "undated". "La estructura del mercado interbancario y del riesgo de contagio en Colombia," Temas de Estabilidad Financiera 030, Banco de la Republica de Colombia.
  22. Laura Capera & Andrés Murcia Pabón & Dairo Estrada, "undated". "Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera," Temas de Estabilidad Financiera 057, Banco de la Republica de Colombia.
  23. Diana Fernández Moreno & Dairo Estrada, "undated". "Colombian bank efficiency and the role of market structure," Temas de Estabilidad Financiera 076, Banco de la Republica de Colombia.
  24. Javier Gutiérrez Rueda & Angela González Arbeláez & Dairo Estrada, "undated". "Un análisis del exceso de capital de los bancos comerciales en Colombia," Temas de Estabilidad Financiera 052, Banco de la Republica de Colombia.
  25. Carlos Quicazán & Diana Fernández Moreno & Dairo Estrada, "undated". "Credit determinants and its impact of firms' growth in Colombia," Temas de Estabilidad Financiera 067, Banco de la Republica de Colombia.
  26. Agustín Saade Ospina & Daniel Osorio Rodríguez & Dairo Estrada, "undated". "Un enfoque de equilibrio general para el análisis de la estabilidad financiera en Colombia," Temas de Estabilidad Financiera 017, Banco de la Republica de Colombia.

Articles

  1. Juan Carranza & Dairo Estrada, 2013. "Identifying the determinants of mortgage default in Colombia between 1997 and 2004," Annals of Finance, Springer, vol. 9(3), pages 501-518, August.
  2. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
  3. Estrada, Dairo Ayiber & Gutiérrez R., Javier, 2009. "Supervisión y regulación del sistema financiero: modelos, implicaciones y alcances," PERFIL DE COYUNTURA ECONÓMICA, UNIVERSIDAD DE ANTIOQUIA - CIE, August.
  4. Dario Estrada & Andrés Murcia P. & Karen Penagos Q., 2008. "Los efectos de la tasa de interés de usura en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO, June.
  5. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
  6. Dairo Estrada A. & Esteban Gómez G. & Inés Paola Orozco H:, 2007. "Determinantes del margen de intermediación en Colombia," COYUNTURA ECONÓMICA, FEDESARROLLO, June.
  7. Dairo Estrada A. & Sandra V. Rozo V., 2007. "Spatial competition in the Colombian deposit market," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
  8. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 242-271, June.
  9. Dairo Estrada & Poldy Osorio, 2004. "Effects of Financial Capital on Colombian Banking Efficiency," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 162-201, Diciembre.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia 490, Banco de la Republica de Colombia.

    Cited by:

    1. Harold A. Padilla Villa & Lorenzo D. Zanello Riva, 2013. "Relación entre penetración financiera y crecimiento económico. El caso colombiano en el periodo 2001-2010," REVISTA DE ECONOMÍA DEL CARIBE 014733, UNIVERSIDAD DEL NORTE.

  2. Dairo Estrada & Angela González Arbeláez & Javier Gutierréz Rueda, 2008. "The Effects of Diversification on Banks´ Expected Returns," BORRADORES DE ECONOMIA 004991, BANCO DE LA REPÚBLICA.

    Cited by:

    1. David Pérez-Reyna, "undated". "Una aproximación para analizar la estabilidad financiera por medio de un DSGE," Temas de Estabilidad Financiera 040, Banco de la Republica de Colombia.

  3. Juan Esteban Carranza & Dairo Estrada, 2007. "An empirical characterization of mortgage default in Colombia between 1997 and 2004," Borradores de Economia 450, Banco de la Republica de Colombia.

    Cited by:

    1. Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
    2. Salvador Navarro & Juan Esteban Carranza, 2008. "An empirical dynamic model of mortgage default in Colombia between 1997 and 2004," 2008 Meeting Papers 269, Society for Economic Dynamics.

  4. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," Borradores de Economia 393, Banco de la Republica de Colombia.

    Cited by:

    1. Jugnu Ansari & Ashima Goyal, 2014. "Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India," Contemporary Studies in Economic and Financial Analysis,in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 317-339 Emerald Publishing Ltd.
    2. Ignacio Lozano-Espitia & Hernando Vargas-Herrera & Norberto Rodríguez-Niño, 2017. "Financial transaction tax and banking margins: An empirical note for Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 35(83), pages 154-160, June.
    3. Papavangjeli, Meri & Leka, Eralda, 2016. "Përcaktuesit mikro- dhe makroekonomikë të marzhit neto të interesave në sistemin bankar shqiptar (2002-2014)
      [Micro- and macroeconomic determinants of net interest margin in the Albanian banking sy
      ," MPRA Paper 78604, University Library of Munich, Germany, revised Jun 2016.
    4. Ignacio Lozano & Norberto Rodríguez, 2015. "Una Nota Sobre el Impacto del Gravamen a las Transacciones Financieras en los Márgenes Bancarios en Colombia," BORRADORES DE ECONOMIA 013876, BANCO DE LA REPÚBLICA.
    5. Sokol Ndoka & Anilda Bozdo, 2015. "Analysis of Interest Rate Impact on the Profitability Level of the Banking System in Albania during the Period 2005 -2014," EJES European Journal of Economics and Business Studies Articles, European Center for Science Education and Research, vol. 3, September.

  5. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.

    Cited by:

    1. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(73), pages 17-35, July.
    2. Wilmar Cabrera & Adriana María Corredor-Waldron & Carlos Quicazán, "undated". "Requerimientos Macroprudenciales de capital y riesgo sistémico: Una aplicación para Colombia," Temas de Estabilidad Financiera 074, Banco de la Republica de Colombia.

  6. Dairo Estrada & Sandra Rozo, 2006. "Multimarket spatial competition in the Colombian deposit market," Borradores de Economia 413, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares Colombianos," Borradores de Economia 449, Banco de la Republica de Colombia.
    2. Temesvary, Judit, 2015. "Dynamic branching and interest rate competition of commercial banks: Evidence from Hungary," International Journal of Industrial Organization, Elsevier, vol. 43(C), pages 98-110.

  7. Dairo Estrada, 2005. "Efectos de las fusiones sobre el mercado financiero colombiano," Borradores de Economia 329, Banco de la Republica de Colombia.

    Cited by:

    1. Dairo Estrada A. & Sandra V. Rozo V., 2007. "Spatial competition in the Colombian deposit market," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
    2. Miguel Ángel Morales M., 2011. "Concentración y Estabilidad Financiera: el Caso del Sistema Bancario Colombiano," DOCUMENTOS CEDE 009250, UNIVERSIDAD DE LOS ANDES-CEDE.
    3. Andrés Felipe García Suaza & José Eduardo Gómez Gónzalez, 2009. "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," BORRADORES DE ECONOMIA 005294, BANCO DE LA REPÚBLICA.
    4. Dairo Estrada & Sandra Rozo, 2006. "Multimarket spatial competition in the Colombian deposit market," Borradores de Economia 413, Banco de la Republica de Colombia.
    5. Dairo Estrada & Esteban Gómez & Inés Orozco, 2006. "Determinants of Interest Margins in Colombia," Borradores de Economia 393, Banco de la Republica de Colombia.
    6. Jorge Tovar & Christian Jaramillo & Carlos Hernández, 2007. "Risk, Concentration and Market Power in the Banking Industry: Evidence from the Colombian System (1997-2006)," DOCUMENTOS CEDE 004385, UNIVERSIDAD DE LOS ANDES-CEDE.
    7. Sandra Rozo & Diego Vásquez & Dairo Estrada, 2008. "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia 528, Banco de la Republica de Colombia.
    8. Carlos Andrés Amaya, 2006. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 48-97, June.
    9. Carlos Andrés Amaya, 2005. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Borradores de Economia 352, Banco de la Republica de Colombia.
    10. Carlos Andrés Amaya G., 2005. "Interest Rate Setting And The Colombian Monetary Transmission Mechanism," BORRADORES DE ECONOMIA 002910, BANCO DE LA REPÚBLICA.

  8. Dairo Estrada & Poldy Osorio, 2004. "Effects of Financial Capital on Colombian Banking Efficiency," Borradores de Economia 291, Banco de la Republica de Colombia.

    Cited by:

    1. Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper 2015-036, Tilburg University, Center for Economic Research.
    2. Sarmiento, Miguel & Galán, Jorge E., 2014. "Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients," DES - Working Papers. Statistics and Econometrics. WS ws142013, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. Dairo Estrada & Angela González Arbelaéz & Javier Gutiérrez Rueda, 2008. "The Effects of Diversification on Banks’ Expected Returns," Borradores de Economia 524, Banco de la Republica de Colombia.
    4. Jorge David Quinteo Otero & William Orlando Prieto Bustos & Fernando Barrios Aguirre & Laura Elena Leviller Guardo, 2008. "Determinantes de la eficiencia técnica en las empresas colombianas, 2001-2004," REVISTA SEMESTRE ECONÓMICO, UNIVERSIDAD DE MEDELLÍN, November.
    5. Miguel SARMIENTOÕ & Andrés CEPEDA & Hernando MUTIS & Juan F. PÉREZ, 2013. "Nueva Evidencia sobre la Eficiencia de la Banca," ARCHIVOS DE ECONOMÍA 010705, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    6. Barrientos Marín, Jorge & Tobón, David & Gutiérrez, Alderid, 2009. "Producción y eficiencia estocástica: una aplicación a la industria del calzado en Colombia," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, July.
    7. Alejandro Ramírez Vigoya, 2015. "Ajuste de una función de producción al sector financiero en Colombia," REVISTA FACULTAD DE CIENCIAS ECONÓMICAS, UNIVERSIDAD MILITAR NUEVA GRANADA, vol. 0(1), pages 141-156, June.
    8. Diana Fernández Moreno & Dairo Estrada, "undated". "Colombian bank efficiency and the role of market structure," Temas de Estabilidad Financiera 076, Banco de la Republica de Colombia.
    9. Javier E. Pirateque & José H. Piñeros & Linda Mondragón, 2013. "Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA," BORRADORES DE ECONOMIA 011103, BANCO DE LA REPÚBLICA.
    10. Carlos Andrés Amaya, 2005. "Interest Rate Setting and the Colombian Monetary Transmission Mechanism," Borradores de Economia 352, Banco de la Republica de Colombia.
    11. Carlos Andrés Amaya G., 2005. "Interest Rate Setting And The Colombian Monetary Transmission Mechanism," BORRADORES DE ECONOMIA 002910, BANCO DE LA REPÚBLICA.

  9. Dairo Estrada & Miguel Ángel Morales Mosquera, "undated". "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.

    Cited by:

    1. Espino, Freddy, 2012. "Un Índice de Estabilidad Bancaria para Perú," Working Papers 2012-015, Banco Central de Reserva del Perú.
    2. Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las entidades financieras a lo largo del ciclo de negocios: ¿está el ciclo financiero sincronizado con el ciclo de negocios?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 28-40, December.

  10. Diana Fernández Moreno & Hernán Piñeros G. & Dairo Estrada, "undated". "Financiamiento del sector agropecuario: situación y perspectivas," Temas de Estabilidad Financiera 059, Banco de la Republica de Colombia.

    Cited by:

    1. Carlos Gustavo Cano Sanz & Cesar Vallejo Mejía & Edgar Caicedo García & Juan Sebastian Amador Torres, 2012. "El mercado mundial del café y su impacto en Colombia," BORRADORES DE ECONOMIA 009612, BANCO DE LA REPÚBLICA.

  11. Laura Capera & Juan Sebastián Lemus & Dairo Estrada, "undated". "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera 077, Banco de la Republica de Colombia.

    Cited by:

    1. Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
    2. Camilo González Sabogal, 2014. "Un mecanismo para lograr la participación de los bancos en los mercados interbancarios no colateralizados," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(73), pages 17-35, July.
    3. Leon Rincon, C.E. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
    4. Leon Rincon, C.E., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.

  12. Javier Gutiérrez Rueda & Dairo Estrada & Laura Capera, "undated". "Un análisis del endeudamiento de los hogares," Temas de Estabilidad Financiera 061, Banco de la Republica de Colombia.

    Cited by:

    1. Estaban Gómez González & Nancy Zamudio Gómez, 2012. "Las capacidades financieras de la población colombiana," Borradores de Economia 725, Banco de la Republica de Colombia.
    2. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2016. "Determinantes del acceso al crédito formal e informal: Evidencia de los hogares de ingresos medios y bajos en Colombia," Borradores de Economia 956, Banco de la Republica de Colombia.
    3. Esteban Gómez González & Nancy Zamudio Gómez, 2012. "Las capacidades financieras de la población colombiana," BORRADORES DE ECONOMIA 009828, BANCO DE LA REPÚBLICA.
    4. Daisy J. Pacheco-Bernal & Santiago D. Segovia-Baquero & Ana M. Yaruro-Jaime, 2017. "Vulnerabilidades financieras de los hogares en Colombia," Borradores de Economia 1026, Banco de la Republica de Colombia.

  13. Dairo Estrada & Paola Morales Acevedo, "undated". "La estructura del mercado interbancario y del riesgo de contagio en Colombia," Temas de Estabilidad Financiera 030, Banco de la Republica de Colombia.

    Cited by:

    1. Carlos León & Jhonatan Pérez & Luc Renneboog, 2014. "A multi-layer network of the sovereign securities market," Borradores de Economia 840, Banco de la Republica de Colombia.
    2. Leon Rincon, C.E. & Machado, C. & Sarmiento Paipilla, N.M., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
    3. Carlos Castro & Juan Sebastian Ordoñez, 2012. "A Network model of systemic risk: identifying the sources of dependence across institutions," DOCUMENTOS DE TRABAJO 009651, UNIVERSIDAD DEL ROSARIO.
    4. Laura Capera & Juan Sebastián Lemus & Dairo Estrada, "undated". "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera 077, Banco de la Republica de Colombia.
    5. Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo Topología De Redes Y Simulación De Pagos," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 29(65), pages 106-175, June.
    6. Agustín Saade Ospina, "undated". "Aproximación cuantitativa a la centralidad de los bancos en el mercado interbancario: enfoque de juegos cooperativos," Temas de Estabilidad Financiera 037, Banco de la Republica de Colombia.
    7. Leon Rincon, C.E., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.

  14. Laura Capera & Andrés Murcia Pabón & Dairo Estrada, "undated". "Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera," Temas de Estabilidad Financiera 057, Banco de la Republica de Colombia.

    Cited by:

    1. Maimbo, Samuel Munzele & Henriquez Gallegos, Claudia Alejandra, 2014. "Interest rate caps around the world: still popular, but a blunt instrument," Policy Research Working Paper Series 7070, The World Bank.
    2. Lucia Pacheco & Liliana Rojas-Suarez, 2017. "An Index of Regulatory Practices for Financial Inclusion in Latin America," Working Papers 17/15, BBVA Bank, Economic Research Department.

  15. Diana Fernández Moreno & Dairo Estrada, "undated". "Colombian bank efficiency and the role of market structure," Temas de Estabilidad Financiera 076, Banco de la Republica de Colombia.

    Cited by:

    1. Sarmiento Paipilla, N.M. & Galán, Jorge E., 2015. "The Influence of Risk-taking on Bank Efficiency : Evidence from Colombia," Discussion Paper 2015-036, Tilburg University, Center for Economic Research.
    2. Sarmiento, Miguel & Galán, Jorge E., 2014. "Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients," DES - Working Papers. Statistics and Econometrics. WS ws142013, Universidad Carlos III de Madrid. Departamento de Estadística.

Articles

  1. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.

    Cited by:

    1. Miguel Ángel Morales M., 2011. "Concentración y Estabilidad Financiera: el Caso del Sistema Bancario Colombiano," DOCUMENTOS CEDE 009250, UNIVERSIDAD DE LOS ANDES-CEDE.
    2. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," BORRADORES DE ECONOMIA 011105, BANCO DE LA REPÚBLICA.
    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 810, Banco de la Republica de Colombia.
    4. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, 2015. "Financial Soundness Index for the Private Corporate Sector in Colombia," Borradores de Economia 898, Banco de la Republica de Colombia.
    5. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Morenoy & Jorge L. Hurtado-Guarínz & Angélica Lizarazo-Cuéllarx, "undated". "Financial Soundness Index for the Private Corporate Sector in Colombia," IHEID Working Papers 08-2015, Economics Section, The Graduate Institute of International Studies.
    6. Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
    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.
    8. Dimitrios P. Louzis & Angelos T. Vouldis, 2013. "A financial systemic stress index for Greece," Working Papers 155, Bank of Greece.
    9. Hyeongwoo Kim & Wen Shi, 2015. "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series auwp2015-04, Department of Economics, Auburn University.
    10. Kliesen, Kevin L. & Owyang, Michael T. & Vermann, E. Katarina, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    11. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
    12. Mariana Laverde & Javier Gutiérrez Rueda, "undated". "¿Cómo caracterizar entidades sistémicas?: Medidas de impacto sistémico para el sistema financiero colombiano," Temas de Estabilidad Financiera 065, Banco de la Republica de Colombia.
    13. Vadim Arzamasov & Henry Penikas, 2014. "Modeling Integral Financial Stability Index: A Cross-Country Study," HSE Working papers WP BRP 75/EC/2014, National Research University Higher School of Economics.
    14. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
    15. Santiago Caicedo & Dairo Estrada & Mariana Laverde, "undated". "Countercyclical banking capital bu ers in a DSGE model," Temas de Estabilidad Financiera 071, Banco de la Republica de Colombia.
    16. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, "undated". "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera 062, Banco de la Republica de Colombia.
    17. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, "undated". "Financial Soundness Index for the Private Corporate Sector in Colombia," Temas de Estabilidad Financiera 82, Banco de la Republica de Colombia.
    18. 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.
    19. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.

  2. Estrada, Dairo Ayiber & Gutiérrez R., Javier, 2009. "Supervisión y regulación del sistema financiero: modelos, implicaciones y alcances," PERFIL DE COYUNTURA ECONÓMICA, UNIVERSIDAD DE ANTIOQUIA - CIE, August.
    See citations under working paper version above.
  3. Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.

    Cited by:

    1. Charles Goodhart & Dimitrios Tsomocos, 2007. "Financial stability: theory and applications," Annals of Finance, Springer, vol. 3(1), pages 1-4, January.
    2. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
    3. Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 35(84), pages 203-221, December.

  4. Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 24(50), pages 242-271, June.
    See citations under working paper version above.
  5. Dairo Estrada & Poldy Osorio, 2004. "Effects of Financial Capital on Colombian Banking Efficiency," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 162-201, Diciembre.
    See citations under working paper version above.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (4) 2006-11-18 2008-08-31 2008-09-05 2013-08-10
  2. NEP-COM: Industrial Competition (4) 2006-06-10 2006-11-18 2008-09-05 2013-08-10
  3. NEP-FIN: Finance (4) 2004-07-04 2005-05-07 2006-04-08 2006-06-10
  4. NEP-FMK: Financial Markets (2) 2006-04-08 2006-06-10
  5. NEP-BEC: Business Economics (1) 2006-04-08
  6. NEP-CBA: Central Banking (1) 2006-06-10
  7. NEP-EFF: Efficiency & Productivity (1) 2013-08-10
  8. NEP-IND: Industrial Organization (1) 2008-09-05
  9. NEP-LAM: Central & South America (1) 2013-08-10
  10. NEP-MFD: Microfinance (1) 2009-06-10
  11. NEP-MIC: Microeconomics (1) 2006-11-18
  12. NEP-URE: Urban & Real Estate Economics (1) 2006-11-18

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