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The Term-Structure of Sovereign Default Risk in Colombia and its Determinants

Jair Neftali
Ojeda-Joya
José Eduardo
Gómez-González
Martes, 1 Mayo 2012

We study the determinants of sovereign default risk in Colombia by focusing on different time spans of risk which are indicated by yield spreads of government bonds with different maturities. Cointegration regressions are performed to analyze whether the