Regulación y Valor en Riesgo
Authors: | Velandia, Luis Fernando Melo ; Castro, Joan Camilo Granados |
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Institutions: | Banco de la Republica de Colombia |
Subject: | Valor en riesgo | valor en riesgo condicional | backtesting | riesgo de mercado | regulación financiera |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | Spanish |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; G10 - General Financial Markets. General ; G28 - Government Policy and Regulation |
Source: |
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Velandia, Luis Fernando Melo, (2010)
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Melo, Luis Fernando, (2011)
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Velandia, Luis Fernando Melo,
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Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación
Velandia, Luis Fernando Melo,
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The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices
Cabrales, Carolina Arteaga, (2011)
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Velandia, Luis Fernando Melo, (2010)
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