An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
Year of publication: |
2014
|
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Authors: | Guarín, Alexander ; Moreno, José Fernando ; Vargas, Hernando |
Published in: |
ENSAYOS SOBRE POLÍTICA ECONÓMICA. - BANCO DE LA REPÚBLICA - ESPE. - 2014
|
Publisher: |
BANCO DE LA REPÚBLICA - ESPE |
Subject: | Long-term bond yields | Global financial crisis | Emerging markets | Moving window linear regression | VARX-MGARCH model |
Type of publication: | Article |
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Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E58 - Central Banks and Their Policies ; F42 - International Policy Coordination and Transmission ; G15 - International Financial Markets |
Source: |
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An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
Guarín, Alexander, (2014)
-
An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
Guarín, Alexander, (2014)
-
An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
Guarín, Alexander, (2014)
- More ...
-
An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
Guarín, Alexander, (2014)
-
An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
Guarín, Alexander, (2014)
-
An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
Guarín, Alexander,
- More ...