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dc.creatorArango-Thomas, Luis Eduardo
dc.creatorBetancourt-García, Yanneth Rocío
dc.date.created2002-08-20
dc.date.issued2002-08-20
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5234
dc.description.abstractIn this paper we check the relationship between the yields of the Colombian bonds traded in the (secondary) internal market and the yields of the sovereign global securities for the sample period 1999-2001. The hypothesis we maintain is that, under the as
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. 216
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA signal of imperfect portfolio capital adjustments from the relationship between yields of domestic and foreign colombian debt
dc.typeWorking Paper
dc.subject.jelG14 - Information and Market Efficiency; Event Studies; Insider Trading
dc.subject.jelG15 - International Financial Markets
dc.subject.jelC32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
dc.subject.keywordYield
dc.subject.keywordInterest Parity
dc.subject.keywordCapital mobility
dc.subject.keywordNonlinearities
dc.subject.keywordCointegration
dc.subject.keywordThreshold adjustment
dc.subject.lembMovimiento de capitales -- Colombia -- 1999-2004
dc.subject.lembTasas de interés -- Colombia -- 1999-2004
dc.subject.lembTítulos de deuda pública -- Colombia -- 1999-2004
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC32 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusión; representación de espacios de estados
dc.subject.jelspaG14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiada
dc.subject.jelspaG15 - Mercados financieros internacionales
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.216
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 216
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/216.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5234
dc.creator.firmaLuis E. Arango
dc.source.handleRepecRePEc:bdr:borrec:216


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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