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Riesgo y volatilidad en el mercado interbancario

Author

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  • Juan Ayuso

    (Fundación de Estudios de Economía Aplicada)

  • M.L. de la Torre

    (Fundación de Estudios de Economía Aplicada)

Abstract

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Suggested Citation

  • Juan Ayuso & M.L. de la Torre, 1991. "Riesgo y volatilidad en el mercado interbancario," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 89-119, January.
    • Handle: RePEc:iec:inveco:v:15:y:1991:i:1:p:89-119
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    References listed on IDEAS

    as
    1. N. Gregory Mankiw & Lawrence H. Summers, 1984. "Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 15(1), pages 223-248.
    2. J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 71(4), pages 485-517.
    3. Fama, Eugene F., 1976. "Forward rates as predictors of future spot rates," Journal of Financial Economics, Elsevier, vol. 3(4), pages 361-377, October.
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    Cited by:

    1. M. Isabel Martínez-Serna & Eliseo Navarro-Arribas, 2002. "El modelo de McCallum. Evidencia empírica en la estructura temporal de los tipos de interés española," Investigaciones Economicas, Fundación SEPI, vol. 26(2), pages 323-357, May.

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