IDEAS home Printed from https://ideas.repec.org/f/par241.html
   My authors  Follow this author

Mauricio Arias

Personal Details

First Name:Mauricio
Middle Name:
Last Name:Arias
Suffix:
RePEc Short-ID:par241

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 Chapters

Working papers

  1. Mauricio Arias & Camilo Hernández & Camilo Zea, 2006. "Expectativas De Inflacion En El Mercado De Deuda Pública Colombiano," BORRADORES DE ECONOMIA 002695, BANCO DE LA REPÚBLICA.
  2. Juan Pablo Arango A. & Mauricio Arias & Esteban Gómez & David Salamanca & Diego M. Vásquez E., "undated". "Estimación de los requerimientos de capital por riesgo de mercado," Temas de Estabilidad Financiera 014, Banco de la Republica de Colombia.
  3. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, "undated". "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.
  4. Mauricio Arias & Juan Carlos Mendoza, "undated". "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera 044, Banco de la Republica de Colombia.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.

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. Mauricio Arias & Camilo Hernández & Camilo Zea, 2006. "Expectativas De Inflacion En El Mercado De Deuda Pública Colombiano," BORRADORES DE ECONOMIA 002695, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Juan Andrés Espinosa-Torres & Luis Fernando Melo-Velandia & José Fernando Moreno-Gutiérrez, 2017. "Expectativas de inflación, prima de riesgo inflacionario y prima de liquidez: una descomposición del break-even inflation para los bonos del Gobierno colombiano," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, vol. 78, February.

  2. Juan Pablo Arango A. & Mauricio Arias & Esteban Gómez & David Salamanca & Diego M. Vásquez E., "undated". "Estimación de los requerimientos de capital por riesgo de mercado," Temas de Estabilidad Financiera 014, Banco de la Republica de Colombia.

    Cited by:

    1. Hernando Vargas H. & Dpto de Estabilidad Financiera, 2006. "El Riesgo De Mercado De La Deuda Pública:¿Una Restricción A La Política Monetaria?El Caso Colombiano," BORRADORES DE ECONOMIA 002543, BANCO DE LA REPÚBLICA.
    2. Esteban Gómez & Juan Carlos Mendoza & Nancy Zamudio Gómez, "undated". "CrashMetrics: An Application for Colombia," Temas de Estabilidad Financiera 069, Banco de la Republica de Colombia.

  3. Mauricio Arias & Juan Carlos Mendoza & David Pérez-Reyna, "undated". "Applying CoV aR to Measure Systemic Market Risk: the Colombian Case," Temas de Estabilidad Financiera 047, Banco de la Republica de Colombia.

    Cited by:

    1. Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar, 2014. "Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano," Working Papers 2014-023, Banco Central de Reserva del Perú.
    2. Liu, Xiaochun, 2013. "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper 55801, University Library of Munich, Germany.
    3. Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.
    4. 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.
    5. Natasha Agarwal et al, 2013. "A Systematic approach to identify systemically important firms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2013-021, Indira Gandhi Institute of Development Research, Mumbai, India.

  4. Mauricio Arias & Juan Carlos Mendoza, "undated". "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera 044, Banco de la Republica de Colombia.

    Cited by:

    1. Nancy Quinceno Cárdenas, 2014. "Modelación basada en agentes en el sistema pensional colombiano. Una aproximación desde el mercado laboral y la dinámica poblacional," REVISTA CIFE, UNIVERSIDAD SANTO TOMÁS, September.

Chapters

  1. Mauricio Arias & Juan Carlos Mendoza & David Perez-Reyna, 2011. "Applying CoVaR to measure systemic market risk: the Colombian case," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 351-364 Bank for International Settlements.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 1 paper 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-LAM: Central & South America (1) 2009-11-21

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Mauricio Arias should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.