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Sovereign risk and armed conflict: An event-study for Colombia

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dc.creatorCastañeda, Andrésspa
dc.creatorVargas Duque, Juan Fernandospa
dc.date.accessioned2020-05-26T00:05:53Z
dc.date.available2020-05-26T00:05:53Z
dc.date.created2012spa
dc.description.abstractWe study the causal effect of recent landmark events of the Colombian armed conflict on the foreign perception of sovereign risk, as measured by the price of the Credit Default Swap (CDS) of Colombian bonds. We construct a Synthetic Control Group to use as the non-conflict counterfactual of the Colombian CDS price and compare its behavior around relevant conflict-event dates with that of the actual (conflict-affected) Colombian CDS. Results suggest that the impact of conflict on the foreign perception of sovereign risk is sizable but rather idiosyncratic, and depends on the political context surrounding each event. © 2012 Copyright Taylor and Francis Group, LLC.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1080/10242694.2011.597233
dc.identifier.issn14768267
dc.identifier.issn10242694
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23836
dc.language.isoengspa
dc.relation.citationEndPage201
dc.relation.citationIssueNo. 2
dc.relation.citationStartPage185
dc.relation.citationTitleDefence and Peace Economics
dc.relation.citationVolumeVol. 23
dc.relation.ispartofDefence and Peace Economics, ISSN:14768267, 10242694, Vol.23, No.2 (2012); pp. 185-201spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84858609509&doi=10.1080%2f10242694.2011.597233&partnerID=40&md5=d1ac698fe06d16931327712e338a5d7fspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordArmed conflictspa
dc.subject.keywordColombiaspa
dc.subject.keywordSovereign riskspa
dc.subject.keywordSynthetic controlspa
dc.titleSovereign risk and armed conflict: An event-study for Colombiaspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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