Número:
588
Publicado:
Clasificación JEL:
G21, G33, C25
Palabras clave:
survival analysis, competing risk models, Colombia

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Luis Fernando Melo-Velandia, Daniel Parra-Amado, Juan Pablo Bermúdez-Cespedes
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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