Contagion of us subprime mortgage crisis to Colombian economy: measured by financial market data
The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constantmean return model is used to derive the “abnormal return” on the market portfolios of Colombia over its selected event wind...
Main Authors: | Chu V. Nguyen, Sebastián Palomo, María Garrett |
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Format: | Article |
Language: | English |
Published: |
Konrad Lorenz Fundación Universitaria
2011-06-01
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Series: | Suma de Negocios |
Subjects: | |
Online Access: | http://publicaciones.konradlorenz.edu.co/index.php/SumaDeNegocios/article/view/774 |
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