Rodrigo Alfaro - Central Bank Research Hub

Papers by year: All | 2017 | 2011 | 2010 | 2009 | 2008 | 2003

Title Other author(s)

The impact of warnings published in a financial stability report on loan-to value ratios

Bank for International Settlements Working papers [View] (Paper: 633, 03.05.2017)

JEL: E58, G21, G28

Stress Tests for Banking Sector: A Technical Note

Central Bank of Chile Working Papers [View] (Paper: 610, 11.02.2011)

The Determinants of Personal Debt Default

Central Bank of Chile Working Papers [View] (Paper: 574, 08.05.2010)

Análisis de Derechos Contingentes: Aplicación a Casas Comerciales

Central Bank of Chile Working Papers [View] (Paper: 535, 29.12.2009)

Macro stress tests and crises: what can we learn?

Bank for International Settlements Quarterly Review [View] (Paper: 0912e, 07.12.2009)

JEL: E44, G01, G17

The Yield Curve Under Nelson-Siegel

Central Bank of Chile Working Papers [View] (Paper: 531, 22.10.2009)

When RSI met the Binomial-Tree

Central Bank of Chile Working Papers [View] (Paper: 520, 24.07.2009)

Banking Risk Exposure

Central Bank of Chile Working Papers [View] (Paper: 503, 20.11.2008)

Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator

Central Bank of Chile Working Papers [View] (Paper: 500, 03.11.2008)

Inference Using Instrumental Variable Estimators

Central Bank of Chile Working Papers [View] (Paper: 464, 18.07.2008)

Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile

Central Bank of Chile Working Papers [View] (Paper: 467, 18.07.2008)

Measuring Equity Volatility: the case of Chilean Stock Index

Central Bank of Chile Working Papers [View] (Paper: 462, 18.07.2008)

Bank Lending Channel and the Monetary Transmission Mechanism: the Case of Chile

Central Bank of Chile Working Papers [View] (Paper: 223, 01.09.2003)

Papers by year: All | 2017 | 2011 | 2010 | 2009 | 2008 | 2003