Business Cycle and Risk Premium in the Colombian Stock Market

Through the Hodrick-Prescott methodology this paper presents a review about the relationship between the ex post risk premium of the stock market and business cycles observed in Colombia -- Through quarterly information from the fourth quarter of 2001 to the third quarter of 2012, statistical eviden...

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Autores:

Gómez Sánchez, Andrés Mauricio
Astaiza Gómez, José Gabriel

Tipo de recurso:

Fecha de publicación:

2013

Institución:

Universidad EAFIT

Repositorio:

Repositorio EAFIT

Idioma:

spa

OAI Identifier:

oai:repository.eafit.edu.co:10784/7824

Acceso en línea:

http://hdl.handle.net/10784/7824

Palabra clave:

D91
E21
E32
E44
G11
G12
G14
Filtro de Hodrick Prescott
Prima de riesgo
PRODUCTO INTERNO BRUTO
MERCADO DE CAPITALES
CICLOS ECONÓMICOS
Gross domestic product
Capital market
Business cycles

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