Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters

Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters

Revista Finanzas y Política Económica



Bibliographic data

Translated title: Las primas de riesgo de renta variable ex post y los ciclos económicos en Colombia: una investigación empírica utilizando los filtros de Kalman y HodrickPrescott
Os prêmios de risco de venda variável ex post e os ciclos econômicos na Colômbia: uma pesquisa empírica a partir dos filtros de Kalman e Hodrick-Prescott
Journal Title: Revista Finanzas y Política Económica
First author: Andrés Mauricio Gómez Sánchez
Other Authors: José Gabriel Astaiza Gómez
Palabras clave:
G14
Traslated Keywords:
Language: English
Get full text: https://editorial.ucatolica.edu.co/index.php/RFYPE/article/view/131
Resource type: Journal Article
Source: Revista Finanzas y Política Económica; Vol 7, No 1 (Year 2015).
DOI: http://dx.doi.org/10.14718/revfinanzpolitecon.2015.7.1.6
Publisher: Universidad Católica de Colombia
Usage rights: Reconocimiento - NoComercial - CompartirIgual (by-nc-sa)
Categories: Social Sciences/Humanities --> Economics

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