Measuring systemic risk in the Colombian financial system: a systemic contingent claims approach

Laura Marcela Capera; Esteban Gómez González; Miguel Ángel Morales Mosquera; Mariana Laverde Quintero

Measuring systemic risk in the Colombian financial system: a systemic contingent claims approach

Laura Marcela Capera
, Esteban Gómez González
, Miguel Ángel Morales Mosquera
, Mariana Laverde Quintero

Finance

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	253-279
Journal	Journal of Risk Management of Financial Institutions
Volume	6
Issue number	3
Publication status	Published - 2013

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https://www.ingentaconnect.com/content/hsp/jrmfi/2013/00000006/00000003/art00004#expand/collapse

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Cite this

@article{8085b00a01314fa0a68c418bac6ec294,

title = "Measuring systemic risk in the Colombian financial system: a systemic contingent claims approach",

author = "Capera, \{Laura Marcela\} and \{G{\'o}mez Gonz{\'a}lez\}, Esteban and \{Morales Mosquera\}, \{Miguel {\'A}ngel\} and \{Laverde Quintero\}, Mariana",

year = "2013",

language = "English",

volume = "6",

pages = "253--279",

journal = "Journal of Risk Management of Financial Institutions",

issn = "1752-8895",

publisher = "Henry Stewart Publications",

number = "3",

}

TY - JOUR

T1 - Measuring systemic risk in the Colombian financial system: a systemic contingent claims approach

AU - Capera, Laura Marcela

AU - Gómez González, Esteban

AU - Morales Mosquera, Miguel Ángel

AU - Laverde Quintero, Mariana

PY - 2013

Y1 - 2013

M3 - Article

SN - 1752-8895

VL - 6

SP - 253

EP - 279

JO - Journal of Risk Management of Financial Institutions

JF - Journal of Risk Management of Financial Institutions

IS - 3

ER -