Browsing Publicaciones e Investigación by Author "Villegas, Daniel"
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Economic news and colombian sovereign bonds
Sarmiento Sabogal, Julio Alejandro; Cayón Fallon, Edgardo; Villegas, Daniel; Hoyos, Alejandro; Altamar Barrios, Juan David (EuroJournals, 2013)This paper analyses the effect of surprises in local and international economic news on the Colombian local-currency government bond market. In this study, we categorize the different government bond issues into three ...