Borradores de Economia
Número:
709
Publicado:
Clasificación JEL:
F34, G15, F37
Palabras clave:
Sovereign Default Risk, Term Structure, Emerging Markets
Lo más reciente
Pedro Pablo Calderon-Camacho, Celina Gaitán-Maldonado, Nicolle Valentina Herrera-Pinto, Mario A. Ramos-Veloza
Franky Juliano Galeano-Ramírez, Nicolás Martínez-Cortés, Hernán Dario Perdomo-Sánchez, Marlon Salazar
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero
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