dc.contributor.author
Vega Baquero, Juan David
dc.contributor.author
Santolino, Miguel
dc.date.issued
2022-05-31T13:56:11Z
dc.date.issued
2022-05-31T13:56:11Z
dc.date.issued
2022-04-29
dc.date.issued
2022-05-31T13:56:12Z
dc.identifier
https://hdl.handle.net/2445/186174
dc.description.abstract
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 via compositional analysis to establish the potential existence of "too big to fail" financial entities (...)
dc.format
application/pdf
dc.relation
Reproducció del document publicat a: https://doi.org/10.1016/j.latcb.2022.100060
dc.relation
Latin American Journal of Central Banking, 2022, vol. 3(2), num. 100060, p. 1-14
dc.relation
https://doi.org/10.1016/j.latcb.2022.100060
dc.rights
cc-by-nc-nd (c) Vega Baquero, Juan David et al., 2022
dc.rights
https://creativecommons.org/licenses/by-nc-nd/4.0/
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject
Operacions bancàries
dc.subject
Anàlisi de regressió
dc.subject
Bank transactions
dc.subject
Regression analysis
dc.title
Too big to fail? An analysis of the Colombian banking system through compositional data
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/publishedVersion
