The term-structure of sovereign default risk in Colombia and its determinants
dc.coverage.sucursal | Bogotá | spa |
dc.creator | Ojeda-Joya, Jair N. | |
dc.creator | Gómez-González, José Eduardo | |
dc.creator.firma | Jair N. Ojeda-Joya | |
dc.date.accessioned | 2012-05-13T08:30:10Z | eng |
dc.date.available | 2012-05-13T08:30:10Z | |
dc.date.created | 2012-05-13 | |
dc.date.issued | 2012-05-13 | |
dc.description.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 | eng |
dc.format.mimetype | spa | |
dc.identifier.handle | https://hdl.handle.net/20.500.12134/5732 | spa |
dc.identifier.uri | https://repositorio.banrep.gov.co/handle/20.500.12134/5732 | |
dc.language.iso | spa | spa |
dc.publisher | Banco de la República | spa |
dc.relation.doi | https://doi.org/10.32468/be.709 | spa |
dc.relation.dotec | https://ideas.repec.org/p/col/000094/009603.html | spa |
dc.relation.ispartof | Documentos de Trabajo | spa |
dc.relation.ispartofseries | Borradores de Economía | spa |
dc.relation.isversionof | Borradores de Economía; No. 709 | |
dc.relation.number | Borrador 709 | spa |
dc.relation.repec | https://ideas.repec.org/p/bdr/borrec/709.html | spa |
dc.rights.accessRights | Open Access | eng |
dc.rights.cc | Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0 | eng |
dc.rights.disclaimer | 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. | spa |
dc.rights.spa | Acceso abierto | spa |
dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | eng |
dc.source.handleRepec | RePEc:col:000094:009603 | spa |
dc.subject.jel | F37 - International Finance Forecasting and Simulation: Models and Application | eng |
dc.subject.jelspa | F34 - Préstamos internacionales y problemas relacionados con la deuda externa | spa |
dc.subject.keyword | Sovereign default risk | eng |
dc.subject.keyword | Term structure | eng |
dc.subject.keyword | Emerging markets | eng |
dc.subject.lemb | Mercados emergentes | spa |
dc.subject.lemb | Bonos del Estado -- Incumplimiento -- Colombia | spa |
dc.subject.lemb | Volatilidad de la Moneda -- Colombia | spa |
dc.subject.lemb | Riesgo (Economía) -- Colombia | spa |
dc.title | The term-structure of sovereign default risk in Colombia and its determinants | spa |
dc.type | Working Paper | eng |
dc.type.hasversion | Published Version | eng |
dc.type.spa | Documentos de trabajo | spa |
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