Las primas de riesgo de renta variable ex post y los ciclos económicos en colombia: una investigación empírica utilizando los filtros de kalman y hodrick-prescott
This article investigates the relationship between ex-post Equity Risk Premium (ERP) on the Colombian stock market and the economic cycles observed in the country using methodologies based on the Hodrick-Prescott and Kalman filters. Accordingly, a short-term econometric model is put forward for each...
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| Institution: | Universidad Católica de Colombia |
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| Main Authors: | , |
| Format: | Artículo de revista |
| Language: | Español |
| Published: |
Universidad Católica de Colombia. Facultad de Ciencias Económicas y Administrativas
2015-01
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10983/17646 |
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