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Long-term bond yields
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Emerging markets
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Global financial crisis
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Moving window linear regression
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VARX – MGARCH model
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VARX-MGARCH model
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emerging markets
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Guarín, Alexander
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Moreno, José Fernando
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An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields?
Guarín, Alexander
;
Moreno, José Fernando
;
Vargas, Hernando
-
BANCO DE LA REPÚBLICA
-
2014
estimate a
VARX
–
MGARCH
model
to compute the short-term response of local asset prices to foreign financial shocks. Our …
Persistent link: https://www.econbiz.de/10010774629
Saved in:
2
An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
Guarín, Alexander
;
Moreno, José Fernando
;
Vargas, Hernando
- In:
ENSAYOS SOBRE POLÍTICA ECONÓMICA
(
2014
)
sovereign bond yields. Second, we estimate a
VARX-MGARCH
model
to compute the short-term response of local asset prices to …
Persistent link: https://www.econbiz.de/10011122605
Saved in:
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