Contagion of us subprime mortgage crisis to Colombian economy: measured by financial market data

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...

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Bibliographic Details
Main Authors: Chu V. Nguyen, Sebastián Palomo, María Garrett
Format: Article
Language:English
Published: Konrad Lorenz Fundación Universitaria 2011-06-01
Series:Suma de Negocios
Subjects:
Event study
subprime mortgage
abnormal returns
constant mean returns model
US- Colombia Trade Promotion Agreement.
Online Access:http://publicaciones.konradlorenz.edu.co/index.php/SumaDeNegocios/article/view/774

Internet

http://publicaciones.konradlorenz.edu.co/index.php/SumaDeNegocios/article/view/774

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