The term-structure of sovereign default risk in Colombia and its determinants

dc.coverage.sucursalBogotáspa
dc.creatorOjeda-Joya, Jair N.
dc.creatorGómez-González, José Eduardo
dc.creator.firmaJair N. Ojeda-Joya
dc.date.accessioned2012-05-13T08:30:10Zeng
dc.date.available2012-05-13T08:30:10Z
dc.date.created2012-05-13
dc.date.issued2012-05-13
dc.description.abstractWe 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 theeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5732spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5732
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.709spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/009603.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 709
dc.relation.numberBorrador 709spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/709.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:col:000094:009603spa
dc.subject.jelF37 - International Finance Forecasting and Simulation: Models and Applicationeng
dc.subject.jelspaF34 - Préstamos internacionales y problemas relacionados con la deuda externaspa
dc.subject.keywordSovereign default riskeng
dc.subject.keywordTerm structureeng
dc.subject.keywordEmerging marketseng
dc.subject.lembMercados emergentesspa
dc.subject.lembBonos del Estado -- Incumplimiento -- Colombiaspa
dc.subject.lembVolatilidad de la Moneda -- Colombiaspa
dc.subject.lembRiesgo (Economía) -- Colombiaspa
dc.titleThe term-structure of sovereign default risk in Colombia and its determinantsspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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