Número:
709
Publicado:
Clasificación JEL:
F34, G15, F37
Palabras clave:
Sovereign Default Risk, Term Structure, Emerging Markets
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Andrea Sofía Otero-Cortés, Karina Acosta, Luis E. Arango, Danilo Aristizábal, Oscar Iván Ávila-Montealegre, Oscar Becerra, Cristina Fernández, Luz Adriana Flórez, Luis Armando Galvis-Aponte, Anderson Grajales, Catalina Granda, Franz Alonso Hamann-Salcedo, Juliana Jaramillo-Echeverri, Carlos Medina, Jesús Enrique Morales-Piñero, Alejandra Morales, Leonardo Fabio Morales, Juan José Ospina-Tejeiro, Christian Manuel Posso-Suárez, José Pulido, Mario Andrés Ramos-Veloza, Alejandro Sarasti-Sierra
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Ana María Iregui-Bohórquez, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Jorge Leonardo Rodríguez-Arenas
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