The low frequency effect of macroeconomic news on Colombian government bond yields
Year of publication: |
[2023]
|
---|---|
Authors: | Rincón-Torres, Andrey Duván ; Hortúa-Pulido, Luisa María de la ; Rojas-Silva, Kimberly ; Julio-Román, Juan Manuel |
Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
Subject: | Macroeconomic announcements | News | Low frequency analysis | Treasurybonds spot rates | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Kolumbien | Colombia | Zins | Interest rate | Volatilität | Volatility |
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