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Excess asset returns predictability in an emerging economy: the case of Colombia
López, Martha; Sarmiento Gómez, Eduardo - 2023
Persistent link: https://www.econbiz.de/10014305190
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Predictibilidad del mercado accionario colombiano
Lopez, Jose Ignacio - 2018
Persistent link: https://www.econbiz.de/10011929493
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Great expectations? : evidence from Colombia’s exchange rate survey
Echavarría Soto, Juan José; Villamizar, Mauricio - In: Latin American economic review : LAER ; official … 25 (2016), pp. 1-27
In this paper, we use the largest exchange rate survey in Colombia to test for the rational expectations hypothesis, the presence of a time-varying risk premium and the accuracy of exchange rate forecasts. Our findings indicate that episodes of exchange rate appreciation preceded expectations of...
Persistent link: https://www.econbiz.de/10011885644
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The low frequency effect of macroeconomic news on Colombian government bond yields
Rincón-Torres, Andrey Duván; Hortúa-Pulido, Luisa … - 2023
Persistent link: https://www.econbiz.de/10014488497
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Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago; Barrientos, Jorge Hugo - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
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Adjustment by size effect on the cost of equity : pending practice in capital budget in Colombia
Reina Gutiérrez, Walther; Moscoso Escobar, Jenny; … - In: Cuadernos de administración : quarterly publication of … 36 (2020) 67, pp. 126-142
Persistent link: https://www.econbiz.de/10012613340
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Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás - In: Economics of emerging markets, (pp. 277-316). 2008
Persistent link: https://www.econbiz.de/10003683654
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Crisis de mercados de bonos emergentes y contagio : dependencia extrema
López, Diego Nicolás - 2006
Persistent link: https://www.econbiz.de/10003384322
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Emerging bonds markets crises and contagion : extreme dependence
López, Diego Nicolás - 2012
Persistent link: https://www.econbiz.de/10009580831
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Country financial risk and stock market performance : the case of Latin America
Clark, Ephraim; Kassimatis, Konstantinos - In: Journal of economics & business 56 (2004) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10002852592