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Search: subject:"VARX-MGARCH model"
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Long-term bond yields
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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:
3
An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
Guarín, Alexander
;
Moreno, José Fernando
;
Vargas H., …
- In:
Ensayos sobre política económica
32
(
2014
),
pp. 68-86
Persistent link: https://www.econbiz.de/10011504642
Saved in:
4
Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers
Melo-Velandia, Luis Fernando
;
Rincón Castro, Hernán
- In:
Ensayos sobre política económica
31
(
2013
),
pp. 1-35
Persistent link: https://www.econbiz.de/10011502602
Saved in:
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