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La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación

Author

Listed:
  • Julián Andrada-Félix

    (Facultad de Economía, Empresa y Turismo, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, España)

  • Adrián Fernández-Pérez

    (Facultad de Economía, Empresa y Turismo, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, España)

  • Fernando Fernández-Rodríguez

    (Facultad de Economía, Empresa y Turismo, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, España)

Abstract

En este trabajo hemos pretendido ofrecer una visión general sobre la estructura temporal de tipos de interés (ETTI). Con dicho propósito, hemos comenzado explicando el significado económico de la ETTI, para posteriormente hacer una revisión de los modelos de su estimación más empleados en la literatura, así como de las diferentes hipótesis sobre su forma.

Suggested Citation

  • Julián Andrada-Félix & Adrián Fernández-Pérez & Fernando Fernández-Rodríguez, 2013. "La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 36(101), pages 53-63, Agosto.
    • Handle: RePEc:cud:journl:v:36:y:2013:i:101:p:53-63
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    More about this item

    Keywords

    Estructura temporal de tipos de interés; Renta fija;

    JEL classification:

    • E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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