Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market
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- Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia.
References listed on IDEAS
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- BENDOB, Ali & Benahmed-Daho, Rachida, 2017.
"Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?
[Could we use the Euribor as risk-free rate return in Arabic region?]," MPRA Paper 81405, University Library of Munich, Germany, revised Jun 2017.
- Pallegedara, Asankha, 2012. "Dynamic relationships between stock market performance and short term interest rate Empirical evidence from Sri Lanka," MPRA Paper 40773, University Library of Munich, Germany.
- María Clara Aristizábal Restrepo, 2006. "Evaluación asimétrica de una red neuronal artificial:Aplicación al caso de la inflación en Colombia," Borradores de Economia 377, Banco de la Republica de Colombia.
- David Mauricio Rivera Palacio, 2009. "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, May.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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