The international transmission of risk : causal relations among developed and emerging countries' term premia

Simple item page
dc.coverage.sucursalBogotáspa
dc.creatorEspinosa-Torres, Juan Andrés
dc.creatorGómez-González, José Eduardo
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorMoreno-Gutiérrez, José Fernando
dc.creator.firmaLuis Fernando Melo-Velandia
dc.date.accessioned2015-03-02T08:30:10Zeng
dc.date.available2015-03-02T08:30:10Zspa
dc.date.created2015-03-02spa
dc.date.issued2015-03-02eng
dc.description.abstractWe 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 peeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6158spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6158spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.869spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 869spa
dc.relation.numberBorrador 869spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/869.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:bdr:borrec:869spa
dc.subject.jelE43 - Interest Rates: Determination, Term Structure, and Effectseng
dc.subject.jelF36 - Financial Aspects of Economic Integrationeng
dc.subject.jelC22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion processeseng
dc.subject.jelspaC22 - Modelos de series temporales; Regresiones cuantiles dinámicas; Modelos dinámicos de tratamiento; procesos de difusiónspa
dc.subject.jelspaF36 - Aspectos financieros de la integración económicaspa
dc.subject.jelspaE43 - Tipos de interés: determinación, estructura temporal y efectosspa
dc.subject.keywordTerm premiumeng
dc.subject.keywordSovereign riskeng
dc.subject.keywordLatin Americaeng
dc.subject.keywordDynamic multiplierseng
dc.subject.lembDeuda pública -- América Latinaspa
dc.subject.lembDeuda pública -- Brasilspa
dc.subject.lembDeuda pública -- Colombiaspa
dc.subject.lembBonos de deuda pública -- Estados Unidosspa
dc.subject.lembDeuda pública -- Méxicospa
dc.titleThe international transmission of risk : causal relations among developed and emerging countries' term premiaeng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

Files

Original bundle
Now showing 1 - 5 of 6
Thumbnail Image
Name:
be_869.pdf
Size:
845.17 KB
Format:
Adobe Portable Document Format
Description:
Borradores de Economia No. 869
Download
Thumbnail Image
Name:
BDE-869-001.JPG
Size:
46.65 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
Description:
Imagen 869-001
Download
Thumbnail Image
Name:
BDE-869-002.JPG
Size:
86.48 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
Description:
Imagen 869-002
Download
Thumbnail Image
Name:
BDE-869-002-A.JPG
Size:
70.13 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
Description:
Imagen 869-002-A
Download
Thumbnail Image
Name:
BDE-869-003.JPG
Size:
115.85 KB
Format:
Joint Photographic Experts Group/JPEG File Interchange Format (JFIF)
Description:
Imagen 869-003
Download
License bundle
Now showing 1 - 1 of 1
Name:
license.txt
Size:
1.71 KB
Format:
Plain Text
Description:
Download

Collections

Borradores de Economía