An Empirical Analysis of the Mexican Term Structure of Interest Rates.
Year of publication: |
2008-07
|
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Authors: | Espada, Josué Fernando Cortés ; García, Alberto Torres ; Francia, Manuel Ramos |
Institutions: | Banco de México |
Subject: | Term-Structure | Time-Varying Risk Premia | Principal Components |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2008-07 |
Classification: | C13 - Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing |
Source: |
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An empirical analysis of the Mexican term structure of interest rates
Cortés Espada, Josué Fernando, (2008)
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An Affine Model of the Term Structure of Interest Rates in Mexico.
Espada, Josué Fernando Cortés, (2008)
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A Macroeconomic Model of the Term Structure of Interest Rates in Mexico.
Espada, Josué Fernando Cortés, (2008)
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An Affine Model of the Term Structure of Interest Rates in Mexico.
Espada, Josué Fernando Cortés, (2008)
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A Macroeconomic Model of the Term Structure of Interest Rates in Mexico.
Espada, Josué Fernando Cortés, (2008)
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Inflation Dynamics in Mexico: A Characterization Using the New Phillips Curve
Francia, Manuel Ramos, (2006)
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