The term-structure of sovereign default risk in Colombia and its determinants
Borradores de Economía; No. 709
Date published
2012-05-13Date of last update
2012-05-13Document language
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Las 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.
Abstract
We study the determinants of sovereign default risk in Colombia by focusing on different time spans of risk which are indicated by yield spreads of government bonds with different maturities. Cointegration regressions are performed to analyze whether the
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URI
https://repositorio.banrep.gov.co/handle/20.500.12134/5732https://hdl.handle.net/20.500.12134/5732
https://doi.org/10.32468/be.709
https://ideas.repec.org/p/bdr/borrec/709.html
https://ideas.repec.org/p/col/000094/009603.html
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