Sovereign risk and the real exchange rate : a non-linear approach
Loading...
Borradores de Economía; No. 970
Date published
2016-11-17
Date
2016-11-17
Part of book title
ISSN
ISBN
Document language
spa
Metrics
downloads: 0
abstract_views: 0
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.
The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.
Abstract
We estimate a model of real exchange rate determination which is based on interest rate, term structure and purchasing power parities. This model takes into account sovereign risk as a key determinant with possibly non-linear effects. Estimations are perf
Description
Temática
Keywords
Citation
Collections
Seleccionar año de consulta:
Esta obra está bajo licencia internacional Creative Commons Reconocimiento-NoComercial 4.0.
Este documento ha sido depositado por parte de el(los) autor(es) bajo la siguiente constancia de depósito