Pronósticos de la estructura temporal de las tasas de interés en México utilizando und modelo afín
Year of publication: |
2013
|
---|---|
Authors: | Elizondo, Rocio |
Publisher: |
Ciudad de México : Banco de México |
Subject: | Affine Model | Forecasts | Yield Curve | Principal Components | Condition of no Arbitrage |
Series: | Working Papers ; 2013-03 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | Spanish |
Other identifiers: | 74395632X [GVK] hdl:10419/83707 [Handle] |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C12 - Hypothesis Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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