Borradores de Economia
Número:
588
Publicado:
Clasificación JEL:
G21, G33, C25
Palabras clave:
survival analysis, competing risk models, Colombia
Lo más reciente
Jorge Florez-Acosta, Margarita María Gáfaro-González, Alejandra González-Ramírez, Juan Sebastián Vélez-Velásquez
Sandra Isabel Salamanca-Gil, Enrique Montes-Uribe, Juan Sebastián Silva-Rodríguez
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