Borradores de Economia
Número:
709
Publicado:
Clasificación JEL:
F34, G15, F37
Palabras clave:
Sovereign Default Risk, Term Structure, Emerging Markets
Lo más reciente
Daniel Herrera-Araujo, Jorge Florez-Acosta
Luis Armando Galvis-Aponte, Adriana Marcela Rivera-Zárate
Diego Fernando Cuesta-Mora, Fredy Alejandro Gamboa-Estrada, Camilo Eduardo Sánchez-Quinto
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