Estructura de Tasas de Interés en Chile: La Vía No Paramétrica
The modeling of the term structure of interest rates has been the focus of attention of several studies in the fields of applied and theoretical finance. Numerous models, which can be broadly classified as equilibrium models and no-arbitrage models, have
Volume (Year): 36 (1999)
Issue (Month): 109 ()
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- Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
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- Yacine Ait-Sahalia, 1995. "Testing Continuous-Time Models of the Spot Interest Rate," NBER Working Papers 5346, National Bureau of Economic Research, Inc.
- Oliver LINTON, "undated".
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- Ait-Sahalia, Yacine, 1996.
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- Yacine Ait-Sahalia, 1995. "Nonparametric Pricing of Interest Rate Derivative Securities," NBER Working Papers 5345, National Bureau of Economic Research, Inc.
- Bernard, Henri J & Gerlach, Stefan, 1998.
"Does the Term Structure Predict Recessions? The International Evidence,"
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1892, C.E.P.R. Discussion Papers.
- Bernard, Henri & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
- Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
- Robert C. Merton, 1973.
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- Sharon Kozicki, 1997. "Predicting real growth and inflation with the yield spread," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 39-57.
- Franco Parisi, 1998. "Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 161-182.
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