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Fragilidad financiera de las firmas en Colombia, 2000-2006: un análisis discriminante de un modelo

Author

Listed:
  • Jorge Iván Rodríguez Bernate
  • Álvaro Martín Moreno Rivas

Abstract

Con base en Foley (2003) se establecen las situaciones financieras de las firmas, clasificándolas en cubiertas, especulativas y Ponzi. Se aplica también un análisis discriminante, técnica multivariante que permite una clasificación empírica basada en los índices financieros. Como resultado, la clasificación teórica es coherente con la empírica y evidencian que en la fase creciente de un auge hay un buen porcentaje de firmas cubiertas, pero a su vez, surge un leve deterioro de su estabilidad financiera. Así, se da evidencia empírica de consideraciones relevantes de la Hipótesis de Inestabilidad Financiera, se testea el segmento microeconómico de Foley (2003) y se plantea un indicador alternativo de la fragilidad financiera.

Suggested Citation

  • Jorge Iván Rodríguez Bernate & Álvaro Martín Moreno Rivas, 2009. "Fragilidad financiera de las firmas en Colombia, 2000-2006: un análisis discriminante de un modelo," Documentos de Trabajo, Escuela de Economía 6159, Universidad Nacional de Colombia, FCE, CID.
    • Handle: RePEc:col:000178:006159
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    File URL: http://www.fce.unal.edu.co/centro-editorial/docs/escuela-de-economia/8-fragilidad-financiera-de-las-firmas-en-colombia-2000-2006-un-analisis-discriminante-de-un-modelo-minskiano
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    Keywords

    Hipótesis de inestabilidad financiera; dinámica de financiamiento; análisis discriminante.;
    All these keywords.

    JEL classification:

    • E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian; Modern Monetary Theory
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G01 - Financial Economics - - General - - - Financial Crises

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