Paridad Cubierta de Tasas de Interés de Largo Plazo en Chile
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- Liu, Jun & Longstaff, Francis A. & Mandell, Ravit E., 2000.
"The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads,"
University of California at Los Angeles, Anderson Graduate School of Management
qt0zw4f9w6, Anderson Graduate School of Management, UCLA.
- Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2002. "The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads," NBER Working Papers 8990, National Bureau of Economic Research, Inc.
- Francis Breedon & Jag Chadha, 1997. "The Information Content of the Inflation Term Structure," Bank of England working papers 75, Bank of England.
- Claudia Sotz P. & Felipe Alarcón G., 2007. "Mercado Swap de Tasas de Interés y Expectativas de TPM e Inflación," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(2), pages 97-102, August.
- Duffie, Darrell & Singleton, Kenneth J, 1997. " An Econometric Model of the Term Structure of Interest-Rate Swap Yields," Journal of Finance, American Finance Association, vol. 52(4), pages 1287-1321, September.
- Brian P. Sack, 2000. "Deriving inflation expectations from nominal and inflation-indexed Treasury yields," Finance and Economics Discussion Series 2000-33, Board of Governors of the Federal Reserve System (U.S.).
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- Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998. "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1507-1532, December.
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