Borradores de Economia
Número:
588
Publicado:
Clasificación JEL:
G21, G33, C25
Palabras clave:
survival analysis, competing risk models, Colombia
Lo más reciente
Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Camilo González-Sabogal, Johanna Barbosa-Buitrago, Nathaly Vergel-Serrano
Zhibiao Zhao, Manuel Darío Hernández-Bejarano
Nicol Valeria Rodríguez-Rodríguez, Sebastián Quintero-Uribe, Johanna Barbosa-Buitrago
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