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Report
License: CC BY NC SA
Data sources: UnpayWall
https://doi.org/10.32468/tef.2...
Report . 2007
Data sources: Crossref
https://dx.doi.org/10.32468/te...
Other literature type
Data sources: Microsoft Academic Graph
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El valor en riesgo ajustado por liquidez en Colombia

descriptionPublicationkeyboard_double_arrow_right Report , Other literature type 01 Mar 2007Publisher:Banco de la República
Authors: Daniel Esteban Osorio-Rodríguez; Juanita González-Uribe;

doi: 10.32468/tef.25

El valor en riesgo ajustado por liquidez en Colombia

Abstract

Se utiliza la metodologia de VeRL para incluir el riesgo de liquidez en las mediciones condicionales de riesgo de Mercado en Colombia, para ello se presenta y se utiliza una version multivariada de la metodologia, la cual hace uso explicito de la correlacion entre las puntas y los precios de mercado de distintos instrumentos.

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
hybrid