An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields

We study the relationship between US and Colombian sovereign debt interest rates. We also evaluate the response of the Colombian long-term bond yield and other asset prices to shocks to the US long-term Treasury rate. Two empirical exercises are performed. First, we use a moving window linear regres...

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Detalles Bibliográficos
Autores Principales: Guarín-López, Alexander, Moreno-Gutiérrez, José Fernando, Vargas-Herrera, Hernando
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2014
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/6109