Relationship between securities that make up the yield curve of the Colombian public debt market [Relación entre títulos que conforman la curva de rendimientos del mercado de deuda pública colombiano]

Based on the information of the yield curve (CR) of Colombia, it is sought to find the existing relationships between the titles that compose it; specifically sets of two or three assets; and with this analyze whether or not there are cointegration or equilibrium relations in the long term. Taking t...

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Autores:

Tipo de recurso:

Fecha de publicación:

2019

Institución:

Universidad de Medellín

Repositorio:

Repositorio UDEM

Idioma:

spa

OAI Identifier:

oai:repository.udem.edu.co:11407/5683

Acceso en línea:

http://hdl.handle.net/11407/5683

Palabra clave:

Econometric Models
Fixed Income
Local TES Market
Yield Curve
Commerce
Economic analysis
Electronic trading
Information systems
Information use
Investments
Cointegration
Colombians
Econometric model
Equilibrium relations
Fixed Income
Medium term
Portfolio investment
Yield curve
Financial markets

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http://purl.org/coar/access_right/c_16ec