Too big to fail? An analysis of the Colombian banking system through compositional data

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dc.contributor.authorVega Baquero, Juan David
dc.contributor.authorSantolino, Miguel
dc.date.accessioned2022-05-31T13:56:11Z
dc.date.available2022-05-31T13:56:11Z
dc.date.issued2022-04-29
dc.date.updated2022-05-31T13:56:12Z
dc.description.abstractAlthough 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 via compositional analysis to establish the potential existence of "too big to fail" financial entities (...)
dc.format.extent14 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec723557
dc.identifier.issn2666-1438
dc.identifier.urihttps://hdl.handle.net/2445/186174
dc.language.isoeng
dc.publisherElsevier
dc.relation.isformatofReproducció del document publicat a: https://doi.org/10.1016/j.latcb.2022.100060
dc.relation.ispartofLatin American Journal of Central Banking, 2022, vol. 3(2), num. 100060, p. 1-14
dc.relation.urihttps://doi.org/10.1016/j.latcb.2022.100060
dc.rightscc-by-nc-nd (c) Vega Baquero, Juan David et al., 2022
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject.classificationOperacions bancàries
dc.subject.classificationAnàlisi de regressió
dc.subject.classificationColòmbia
dc.subject.otherBank transactions
dc.subject.otherRegression analysis
dc.subject.otherColombia
dc.titleToo big to fail? An analysis of the Colombian banking system through compositional data
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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