Aguilar-Argaez, Ana; Diego-Fernández, María; … - 2020
We estimate the term premium implicit in 10-year Mexican government bonds from 2004 to 2019, and analyze the main …-term interest rate and the term premium. The results show that the Mexican term premium increased significantly during three …, the term premium decreased, to historically low levels, during the U.S. "Quantitative Easing" and the "Operation Twist …