Número:
709
Publicado:
Clasificación JEL:
F34, G15, F37
Palabras clave:
Sovereign Default Risk, Term Structure, Emerging Markets

Lo más reciente
Gómez-Molina Andrés Camilo, Carlos Quicazán-Moreno, Hernando Vargas-Herrera
Luis E. Arango, Leonardo Bonilla-Mejía, Luz Adriana Flórez, Luis E. Arango
Julián Andrés Parra-Polanía, Constanza Martínez-Ventura
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