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The Impact of coskewness and cokurtosis as augmentation factors in modeling colombian electricity price returns
(MDPI AG, 2022-09-22)
This paper explores the empirical validity of an augmented volume model for Colombian electricity price returns (in the present study, the definition of returns is simply the “rate of change” of observed prices for different ...
Does attending a public or private university make a difference for students in Colombia?
(Econjournals, 2017-03-29)
In this paper, we explore the difference in quality between public and private higher education institutions (HEIs) in Colombia. We test whether the differences in the national exam that measures student performance (Saber ...
Immunity and infection : emerging and developed market sovereign spreads over the global financial crisis
(Elsevier BV, 2018-03)
We compare sovereign bond spreads during the international financial crisis across groups drawn from 43 countries, including 20 emerging economies. We extend traditional factor analyses and utilize propensity score matching ...
Economic news and colombian sovereign bonds
(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 ...
Personalized education and its role in reducing dropout student rates in Colombia: The CESA case
(EuroJournals, 2014-03)
In Colombia the dropout rate in 2013 among business, economics and accounting schools was 53.65% at the national level. Is within this context, that the Colegio de Estudios Superiores de Administración (CESA) reported one ...
The effects of the global financial crisis on the colombian local currency bonds prices : an event study
(Emerald Publishing Limited, 2016-09-12)
Purpose
The purpose of this paper is to perform an event study using high frequency data on peso-denominated Colombian government bonds to measure the effects of news during the global financial crisis (GFC).
Design/ ...
Science and technology policy in Colombia : a comparative review
(EuroJournals, 2014)
The purpose of the present paper is to assess the current situation of the science and technology system in Colombia from a comparative perspective of quality indicators in Latin America and the Caribbean (LAC). We analyze ...
Sin stocks and ESG scores : does the nature of your business really matter?
(Centrum Badan Socjologicznych, 2021)
The purpose of this paper is to analyse the environmental, social, and governance (ESG) performance of sin stocks held by companies that operate in sectors with ethical implications (gaming, defence, adult entertainment, ...
Testing contagion with propensity matching estimators : a three country empirical example
(EuroJournals, 2014)
We analyse the effect of the Global Financial Crisis (GFC) on portfolios of USD denominated sovereign bonds. We use propensity matching estimators in order to measure the average difference in the volatility of sovereign ...
The disposition effect and the relevance of the reference period : evidence among sophisticated investors
(Elsevier BV, 2019-12)
The Disposition Effect (DE) describes the disposition of selling winners too early and of keeping losers for too long. Conventionally the DE is measure using trades and the average purchase price. Being more rigorous with ...