The international transmission of risk : causal relations among developed and emerging countries' term premia
Borradores de Economía; No. 869
Date published
2015-03-02Date of last update
2015-03-02Author
Document language
spaMetadata
Show full item recordMetrics
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 effect of shocks to the United States government bonds term premium on Latin American government bonds term premia. For doing so, we compute dynamic multipliers. Our main findings indicate that Latin American countries' term premia respond pe
JEL Codes
Keywords
URI
https://repositorio.banrep.gov.co/handle/20.500.12134/6158https://hdl.handle.net/20.500.12134/6158
https://doi.org/10.32468/be.869
https://ideas.repec.org/p/bdr/borrec/869.html
Collections
- Borradores de Economía [1204]
