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Estructura temporal de las tasas de interés en la administración de las reservas internacionales del Banco Central de Bolivia

Author

Listed:
  • Luis Marcelo Carvajal A.

    (Banco Central de Bolivia)

Abstract

La determinación de la estructura temporal de las tasas de interés es fundamental para poder realizar pronósticos adecuados de cómo pueden cambiar estas tasas en el tiempo, permitiendo optimizar la administración de las reservas internacionales. Consecuentemente se analizan las metodologías más relevantes en este contexto dirigido a la modelación de la curva de rendimientos en el mercado financiero de Estados Unidos, ya que la mayor parte de las inversiones del Banco Central de Bolivia se realiza en este mercado.

Suggested Citation

  • Luis Marcelo Carvajal A., 2016. "Estructura temporal de las tasas de interés en la administración de las reservas internacionales del Banco Central de Bolivia," Notas Técnicas 10, Banco Central de Bolivia.
    • Handle: RePEc:blv:nottec:10
    as

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    File URL: https://www.bcb.gob.bo/webdocs/publicacionesbcb/2018/07/02/Nota%20tecnica%20No%2010.pdf
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