Estimación de la estructura de tasas de interés en Chile
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Volume (Year): 19 (2016)
Issue (Month): 1 (April)
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- Diebold, Francis X. & Li, Canlin, 2003. "Forecasting the term structure of government bond yields," CFS Working Paper Series 2004/09, Center for Financial Studies (CFS).
- Sergio D’Acuña & Sergio Godoy & Nicolás Malandre, 2009. "Descripción del funcionamiento del mercado secundario de bonos soberanos locales en Chile," Economic Statistics Series 72, Central Bank of Chile.
- Estrella, Arturo & Hardouvelis, Gikas A, 1991. " The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
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- Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
- Aaron Mehrotra & Ken Miyajima & Agustin Villar, 2012. "Developments of domestic government bond markets in EMEs and their implications," BIS Papers chapters,in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 31-50 Bank for International Settlements.
- Marco Morales, 2010. "The real yield curve and macroeconomic factors in the Chilean economy," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3533-3545.
- Luis Ceballos, 2014. "The Yield Curve Factors and Economic Surprises in the Chilean Bond Market," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 29(2), pages 3-23, October.
- Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," The Journal of Business, University of Chicago Press, vol. 60(4), pages 473-489, October.
- Jochen R. Andritzky, 2012. "Government Bonds and their Investors; What Are the Facts and Do they Matter?," IMF Working Papers 12/158, International Monetary Fund. Full references (including those not matched with items on IDEAS)
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