In some situations, theoreticians recommend a given predictive model for a series of financial time. However, some inappropriate behaviors in given series make such a model unsuitable. One of the reasons for this can be the non-linearity of those behaviors. A proposed model to treat these series...

El trabajo tiene como objetivo determinar los factores que explican los niveles de ineficiencia técnica del sector bancario boliviano en el período post-liberalización financiera. Los resultados obtenidos mostraron que los factores que explicarían los niveles de ineficiencia son...

In this paper the concept of the exchange rate accelerator is proposed as a mechanism of transmission of the shocks in the constant exchange rate on the non-performing loans and the financial cycle in an economy with high financial dollarization, with which, the natural procyclicality between...

This paper analyzes the relationship between the quality of the commercial credit portfolio and diversification in the financial entities of Argentina during the period 1998-2006. To this effect, a database of the financial sector (banking and non-banking) is used, which allows to consider three...

This paper reviews alternative methodologies and models to design systems to help in the early detection of banking distress (EWS). The pro-posed methodologies are aimed to the early identification of financial distress for countries without an important recent history of banking failure. This...

English Abstract: This paper highlights the amplifier mechanism that has the evolution of exchange rate on the credit cycle in an economy with high financial dollarization, one mechanism that has been called «the exchange rate accelerator». In this scenario, the natural procyclicality between...