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 th
This paper provides, and empirically estimates, a structural model of sovereign default risk on exte...
We study the determinants of sovereign default risk for a group of 23 OECD countries using quarterly...
The surge in Colombian sovereign international bond issues during the 1990s has created an increasin...
We study the determinants of sovereign default risk in Colombia by focusing on different time spans ...
Se propone un modelo de rezagos distribuidos para determinar las variables que afectan las primas de...
We derive and estimate an affine no-arbitrage model with default risk and macroeconomic state variab...
We decompose the term structures of the interest rates of sovereign bonds from the United States and...
This thesis on empirical results in four articles focused on the determinants of the sovereign defau...
We study the relationship between US and Colombian sovereign debt interest rates. We also evaluate t...
This paper aims to test whether the average sovereign bond spread was statistically different from t...
We study the relationship between some of the most important recent events of the Colombian armed co...
Ilustraciones, gráficasEl estudio de los determinantes del riesgo soberano ha tenido un amplio inter...
We study the causal effect of recent landmark events of the Colombian armed conflict on the foreign ...
The surge in Colombian sovereign international bond issues during the 1990s has created an increasin...
This paper explores in depth the nature of default arrival and recovery implicit in the term structu...
This paper provides, and empirically estimates, a structural model of sovereign default risk on exte...
We study the determinants of sovereign default risk for a group of 23 OECD countries using quarterly...
The surge in Colombian sovereign international bond issues during the 1990s has created an increasin...
We study the determinants of sovereign default risk in Colombia by focusing on different time spans ...
Se propone un modelo de rezagos distribuidos para determinar las variables que afectan las primas de...
We derive and estimate an affine no-arbitrage model with default risk and macroeconomic state variab...
We decompose the term structures of the interest rates of sovereign bonds from the United States and...
This thesis on empirical results in four articles focused on the determinants of the sovereign defau...
We study the relationship between US and Colombian sovereign debt interest rates. We also evaluate t...
This paper aims to test whether the average sovereign bond spread was statistically different from t...
We study the relationship between some of the most important recent events of the Colombian armed co...
Ilustraciones, gráficasEl estudio de los determinantes del riesgo soberano ha tenido un amplio inter...
We study the causal effect of recent landmark events of the Colombian armed conflict on the foreign ...
The surge in Colombian sovereign international bond issues during the 1990s has created an increasin...
This paper explores in depth the nature of default arrival and recovery implicit in the term structu...
This paper provides, and empirically estimates, a structural model of sovereign default risk on exte...
We study the determinants of sovereign default risk for a group of 23 OECD countries using quarterly...
The surge in Colombian sovereign international bond issues during the 1990s has created an increasin...
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