Uncovering the portfolio balance channel with the use of sovereign credit ratings

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dc.coverage.sucursalBogotáspa
dc.creatorAndrade-Pardo, Laura
dc.creatorValencia-Arana, Oscar Mauricio
dc.creatorVásquez-Escobar, Diego
dc.creatorVillamizar-Villegas, Mauricio
dc.date.accessioned2016-05-11T08:30:10Zeng
dc.date.available2016-05-11T08:30:10Zspa
dc.date.created2016-05-11spa
dc.date.issued2016-05-11eng
dc.description.abstractIn this paper we study exchange rate effects due to shifts in the portfolio composition of the Colombian financial sector during 2003-2014. We first provide a theoretical understanding of the channel's transmission mechanism by modeling how the bankingeng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/6252spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/6252eng
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.941spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 941spa
dc.relation.numberBorrador 941spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/941.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:941spa
dc.subject.jelE44 - Financial Markets and the Macroeconomyeng
dc.subject.jelC58 - Financial Econometricseng
dc.subject.jelG14 - Information and Market Efficiency; Event Studies; Insider Tradingeng
dc.subject.jelG11 - Portfolio Choice; Investment Decisionseng
dc.subject.jelspaC58 - Econometría financieraspa
dc.subject.jelspaE44 - Mercados financieros y macroeconomíaspa
dc.subject.jelspaG11 - Selección de cartera; Decisiones de inversiónspa
dc.subject.jelspaG14 - Información y eficiencia del mercado; Estudios de casos; tráfico de información privilegiadaspa
dc.subject.keywordPortfolio balance channeleng
dc.subject.keywordSovereign credit ratingeng
dc.subject.keywordUncovered interest rate parityeng
dc.subject.keywordMonetary trilemmaeng
dc.subject.lembSector financiero -- Colombia -- 2003-2014spa
dc.subject.lembTasas de interés -- Colombia -- 2003-2014spa
dc.subject.lembDeuda externa -- Calificación -- Colombia -- 2003-2014spa
dc.subject.lembCrédito -- Colombia -- 2003-2014spa
dc.subject.lembDeuda externa -- Colombia -- 2003-2014spa
dc.titleUncovering the portfolio balance channel with the use of sovereign credit ratingseng
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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