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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 ...
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 ...
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 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 ...
Characterization of academic programs and identification of variables that affect performance of students at the Higher Studies Business School, CESACaracterización de los programas académicos y determinación de las variables que afectan el rendimiento de los estudiantes en el Colegio de Estudios Superiores de Administración, CESA
(Centro de Información Tecnológica, 2021-10)
El presente estudio identifica las variables que tienen mayor influencia en el rendimiento académico y, por lo tanto, pueden ser predictores de la deserción estudiantil en el Colegio de Estudios Superiores de Administración ...
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 ...
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, ...
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 ...
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/ ...