An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
Alexander Guarín, José Fernando Moreno, and Hernando Vargas
| Alternative title: | Un análisis empírico de la relación entre las tasas de interés de los bonos soberanos de largo plazo de Estados Unidos y Colombia |
|---|---|
| Year of publication: |
junio 2014
|
| Authors: | Guarín, Alexander ; Moreno, José Fernando ; Vargas H., Hernando |
| Published in: |
Ensayos sobre política económica. - Bogotá : [Verlag nicht ermittelbar], ISSN 0120-4483, ZDB-ID 734865-4. - Vol. 32.2014, p. 68-86
|
| Subject: | Long-term bond yields | Global financial crisis | Emerging markets | Moving window linear regression | VARX-MGARCH model | Öffentliche Anleihe | Public bond | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Zinsstruktur | Yield curve | Internationaler Finanzmarkt | International financial market | Anleihe | Bond | Kapitaleinkommen | Capital income | Kolumbien | Colombia | Regressionsanalyse | Regression analysis | Welt | World | Rendite | Yield |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504642