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

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...

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Detalhes bibliográficos
Autores: Vega Baquero, Juan David, Santolino, Miguel
Tipo de documento: artigo
Estado:Versão publicada
Data de publicação:2022
País:España
Recursos:Universidad de Barcelona
Repositório:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/186174
Acesso em linha:https://hdl.handle.net/2445/186174
Access Level:Acceso aberto
Palavra-chave:Operacions bancàries
Anàlisi de regressió
Colòmbia
Bank transactions
Regression analysis
Colombia
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spelling Too big to fail? An analysis of the Colombian banking system through compositional dataVega Baquero, Juan DavidSantolino, MiguelOperacions bancàriesAnàlisi de regressióColòmbiaBank transactionsRegression analysisColombiaAlthough 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 (...)Elsevier2022info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://hdl.handle.net/2445/186174Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaInglésReproducció del document publicat a: https://doi.org/10.1016/j.latcb.2022.100060Latin American Journal of Central Banking, 2022, vol. 3(2), num. 100060, p. 1-14https://doi.org/10.1016/j.latcb.2022.100060cc-by-nc-nd (c) Vega Baquero, Juan David et al., 2022https://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/1861742026-05-27T06:46:51Z
dc.title.none.fl_str_mv Too big to fail? An analysis of the Colombian banking system through compositional data
title Too big to fail? An analysis of the Colombian banking system through compositional data
spellingShingle Too big to fail? An analysis of the Colombian banking system through compositional data
Vega Baquero, Juan David
Operacions bancàries
Anàlisi de regressió
Colòmbia
Bank transactions
Regression analysis
Colombia
title_short Too big to fail? An analysis of the Colombian banking system through compositional data
title_full Too big to fail? An analysis of the Colombian banking system through compositional data
title_fullStr Too big to fail? An analysis of the Colombian banking system through compositional data
title_full_unstemmed Too big to fail? An analysis of the Colombian banking system through compositional data
title_sort Too big to fail? An analysis of the Colombian banking system through compositional data
dc.creator.none.fl_str_mv Vega Baquero, Juan David
Santolino, Miguel
author Vega Baquero, Juan David
author_facet Vega Baquero, Juan David
Santolino, Miguel
author_role author
author2 Santolino, Miguel
author2_role author
dc.subject.none.fl_str_mv Operacions bancàries
Anàlisi de regressió
Colòmbia
Bank transactions
Regression analysis
Colombia
topic Operacions bancàries
Anàlisi de regressió
Colòmbia
Bank transactions
Regression analysis
Colombia
description 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 (...)
publishDate 2022
dc.date.none.fl_str_mv 2022
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/186174
url https://hdl.handle.net/2445/186174
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Reproducció del document publicat a: https://doi.org/10.1016/j.latcb.2022.100060
Latin American Journal of Central Banking, 2022, vol. 3(2), num. 100060, p. 1-14
https://doi.org/10.1016/j.latcb.2022.100060
dc.rights.none.fl_str_mv cc-by-nc-nd (c) Vega Baquero, Juan David et al., 2022
https://creativecommons.org/licenses/by-nc-nd/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv cc-by-nc-nd (c) Vega Baquero, Juan David et al., 2022
https://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)
reponame:Dipòsit Digital de la UB
instname:Universidad de Barcelona
instname_str Universidad de Barcelona
reponame_str Dipòsit Digital de la UB
collection Dipòsit Digital de la UB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,301603

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