Efectos de la política monetaria en el sistema bancario colombiano: Una aproximación Favar
| dc.citation.journalTitle | Espacios | |
| dc.contributor.author | Machado J. | spa |
| dc.contributor.author | Londoño A.F. | spa |
| dc.contributor.author | Cardona R.A. | spa |
| dc.contributor.author | Velásquez H. | spa |
| dc.contributor.department | Universidad EAFIT. Departamento de Economía y Finanzas | spa |
| dc.contributor.researchgroup | Research in Spatial Economics (RISE) | eng |
| dc.date.accessioned | 2021-04-12T14:26:19Z | |
| dc.date.available | 2021-04-12T14:26:19Z | |
| dc.date.issued | 2017-01-01 | |
| dc.description.abstract | This paper analyzes the impact, in terms of time and magnitude, of monetary policy decisions on key management variables of the Colombian banking system, using a FAVAR model. Empirical results suggest that a contractionary monetary policy decrease bank lending and stimulates the medium and long term deposits, due to a rise in interest rates. Also, there is a higher level in the credit and liquidity risk ratios, but an increase in the return on equity and assets, because of the result of higher profits. © 2017. | eng |
| dc.identifier | https://eafit.fundanetsuite.com/Publicaciones/ProdCientif/PublicacionFrw.aspx?id=6997 | |
| dc.identifier.doi | 10.1111/gean.12132 | |
| dc.identifier.issn | 07981015 | |
| dc.identifier.other | WOS;000423094000002 | |
| dc.identifier.other | SCOPUS;2-s2.0-85040833963 | |
| dc.identifier.uri | http://hdl.handle.net/10784/28061 | |
| dc.language.iso | spa | eng |
| dc.publisher | Revista Espacios | |
| dc.relation.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85027876309&partnerID=40&md5=e0d3568d0164dabb8e6e9a8122eb572a | |
| dc.rights | Revista Espacios | |
| dc.source | Espacios | |
| dc.subject.keyword | Bank Management | eng |
| dc.subject.keyword | FAVAR Model | eng |
| dc.subject.keyword | Financial stability | eng |
| dc.subject.keyword | Monetary Policy | eng |
| dc.title | Efectos de la política monetaria en el sistema bancario colombiano: Una aproximación Favar | spa |
| dc.type | article | eng |
| dc.type | info:eu-repo/semantics/article | eng |
| dc.type | info:eu-repo/semantics/publishedVersion | eng |
| dc.type | publishedVersion | eng |
| dc.type.local | Artículo | spa |