Rodríguez, Augusto; Villavicencio, Julio - In: Revista Economía (2002) 50, pp. 173-204
The objective of this paper is to analyze the formation process of the Nuevo Sol Yield Curve in Peru, specifically the evolution of its different terms as a consequence of diverse internal and external policies and events. For this purpose, the zero coupon yield curve or spot curve is estimated,...