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  • Search: subject:"Vector autoregresion"
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Aitchison geometry 2 Bank 1 Bank regulation 1 Bankenregulierung 1 Capital mobility 1 Colombia 1 Feldstein-Horioka puzzle 1 Financial market 1 Financial system 1 Finanzmarkt 1 Finanzsystem 1 Großbank 1 Kapitalmobilität 1 Kolumbien 1 Large bank 1 Lateinamerika 1 Latin America 1 Latin American ntegrated market 1 Simplex 1 Systemic risk 1 Systemically important banks 1 Systemrisiko 1 Vector autoregresion 1 vector autoregresion 1
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Free 2 CC license 1
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Santolino, Miguel 2 Vega Baquero, Juan David 2
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Latin American journal of central banking : LAJCB 1 Quantitative finance and economics 1
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ECONIS (ZBW) 2
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Did you mean: subject:"vector autoregression" (17,455 results)
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Capital flows in integrated capital markets : MILA case
Vega Baquero, Juan David; Santolino, Miguel - In: Quantitative finance and economics 6 (2022) 4, pp. 622-639
Persistent link: https://www.econbiz.de/10013500677
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Too big to fail? : an analysis of the Colombian banking system through compositional data
Vega Baquero, Juan David; Santolino, Miguel - In: Latin American journal of central banking : LAJCB 3 (2022) 2, pp. 1-14
Although still incipient in economics and finance, compositional data analysis (in which relative information is more important than absolute values are) has become more relevant in statistical analysis in recent years. This article constructs a concentration index for financial/banking systems...
Persistent link: https://www.econbiz.de/10013358723
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