Mortgage interest rates, country risk and maturity matching in Colombia
In this paper, we examine the determinants of mortgage loans interest rates in Colombia during the period January 2002 - June 2006. We find that the main macroeconomic determinant is public debt interest rates. At the micro level, we find that credit risk is the main determinant. We demonstrate and...
- Autores:
-
Galindo Andrade, Arturo José
Hofstetter Gascón, Marc
- Tipo de recurso:
- Work document
- Fecha de publicación:
- 2008
- Institución:
- Universidad de los Andes
- Repositorio:
- Séneca: repositorio Uniandes
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.uniandes.edu.co:1992/8123
- Acceso en línea:
- http://hdl.handle.net/1992/8123
- Palabra clave:
- Country risk
Interest rates
Mortgage debt
Credit risk
Préstamos hipotecarios - Colombia - 2002-2006
Tasas de interés - Modelos matemáticos
Tasas de interés - Colombia - 2002-2006
Riesgo crediticio - Colombia - 2002-2006
G12, G15, G18, G21, G32
- Rights
- openAccess
- License
- http://creativecommons.org/licenses/by-nc-nd/4.0/