The term-structure of sovereign default risk in Colombia and its determinants

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

Detalles Bibliográficos
Autores Principales: Ojeda-Joya, Jair N., Gómez-González, José Eduardo
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2012
Acceso en línea: