4
H index
2
i10 index
106
Citations
Universidad del Rosario | 4 H index 2 i10 index 106 Citations RESEARCH PRODUCTION: 6 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Castro Iragorri. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Documentos de Trabajo / Universidad del Rosario | 8 |
| Archivos de Economía / Departamento Nacional de Planeación | 6 |
| Year | Title of citing document |
|---|---|
| 2024 | Extraneous Shocks Affecting Agribusiness Loans Default Rate in Agricultural Finance Corporation, Mount Kenya Region. (2024). Miriti, Mmuruku Salesio ; Kingori, Gathungu Geofrey ; Nkatha, Mwirigi Rael. In: Asian Journal of Agricultural Extension, Economics & Sociology. RePEc:ags:ajaees:367966. Full description at Econpapers || Download paper |
| 2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper |
| 2024 | A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324. Full description at Econpapers || Download paper |
| 2024 | Are “too big to fail†banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper |
| 2024 | Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699. Full description at Econpapers || Download paper |
| 2025 | Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach. (2024). Amiri, Sajjad Pashay ; Rouz, Omid Farkhondeh ; Vafa, Hossein Sohrabi ; Khoojine, Arash Sioofy. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-024-00142-8. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Eficiencia-X en el sector bancario colombiano In: Revista Desarrollo y Sociedad. [Full Text][Citation analysis] | article | 20 |
| 2004 | Eficiencia -X en el sector bancario colombiano..(2004) In: Archivos de EconomÃa. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2014 | Stock return comovements and integration within the Latin American integrated market In: Borradores de Investigación. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stock return comovements and integration within the Latin American integrated market.(2014) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Measuring and testing for the systemically important financial institutions In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 65 |
| 2014 | Measuring and testing for the systemically important financial institutions.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 2012 | Measuring and testing for the systemically important financial institutions.(2012) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2012 | A Network model of systemic risk: identifying the sources of dependence across institutions In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2014 | La Administración Cuantitativa del Riesgo Financiero en la provisión de un Plan de Salud In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Network externalities across financial institutions In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Racial and spatial interaction for neighborhood dynamics in Chicago In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Measuring the effectiveness of volatility call auctions In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 3 |
| 2025 | Stability focused end to end frameworks for risk budgeting portfolios In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2006 | El comercio internacional y la productividad total de los factores en Colombia In: Archivos de EconomÃa. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Sistema de modelos multivariados para la proyección del Producto Interno Bruto. In: Archivos de EconomÃa. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Un Modelo Gravitacional para la Agenda Interna In: Archivos de EconomÃa. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Yet another lagging, coincident and leading index for the Colombian economy. In: Archivos de EconomÃa. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Administración de riesgos en los Fondos Privados de Pensiones In: Archivos de EconomÃa. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Confidence sets for asset correlations in portfolio credit risk In: Revista de EconomÃa del Rosario. [Full Text][Citation analysis] | article | 2 |
| 2014 | Default risk in agricultural lending, the effects of commodity price volatility and climate In: Agricultural Finance Review. [Full Text][Citation analysis] | article | 6 |
| 2010 | Portfolio choice under local industry and country factors In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 1 |
| 2010 | Measuring the systemic importance of financial institutions using market information In: Financial Stability Review. [Full Text][Citation analysis] | article | 2 |
| 2010 | Essays in dependence and optimality in large portfolios In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team