Show simple item record

dc.creatorArango-Thomas, Luis Eduardo
dc.creatorGonzález-Gómez, Andrés
dc.creatorPosada, Carlos Esteban
dc.date.created2001-01-20
dc.date.issued2001-01-20
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5187
dc.description.abstractThis work presents some evidence of the nonlinear and inverse relationship between the share prices on the Bogotá stock market and the interest rate as measured by the interbank loan interest rate, which is to some extent affected by monetary policy. The
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 169
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleReturns and interest rate: a nonlinear relationship in the Bogota stock market
dc.typeWorking Paper
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processes
dc.subject.jelC52 - Model Evaluation, Validation, and Selection
dc.subject.keywordReturns
dc.subject.keywordInterest rate
dc.subject.lembTasas de interés -- Bogotá (Colombia)
dc.subject.lembMercado financiero -- Bogotá (Colombia)
dc.subject.lembBolsa de valores -- Bogotá (Colombia)
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC52 - Evaluación, contraste y selección de modelos
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.169
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 169
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/169.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/003468.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5187
dc.creator.firmaAndres Gonzalez
dc.creator.firmaLuis E. Arango
dc.source.handleRepecRePEc:bdr:borrec:169


Files in this item

Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record

This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit