Business Cycle and Risk Premium in the Colombian Stock Market
Through the Hodrick-Prescott methodology this paper presents a review about the relationship between the ex post risk premium of the stock market and business cycles observed in Colombia. Through quarterly information from the fourth quarter of 2001 to the third quarter of 2012, statistical evidence...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad EAFIT
2013-11-01
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| Series: | Ecos de Economía |
| Subjects: | |
| Online Access: | http://publicaciones.eafit.edu.co/index.php/ecos-economia/article/view/2300 |