Borradores de Economia
Número:
588
Publicado:
Clasificación JEL:
G21, G33, C25
Palabras clave:
survival analysis, competing risk models, Colombia
Lo más reciente
Juan Esteban Carranza-Romero, Alejandra González-Ramírez, Mauricio Villamizar-Villegas
Hernán Rincón-Castro, Steven Zapata-Álvarez
This paper studies the determinants of individual bank failures and MyA processes in Colombia during the financial crisis of the late 1990s. Using bank-specific data we estimate competing risk hazards models and find that while profitability and capitaliz