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Nominal term structure and term premia : evidence from Chile

Ceballos, Luis; Naudon, Alberto; Romero, Damián - 2015

Persistent link: https://www.econbiz.de/10011297446

Nominal term structure and term premia : evidence from Chile

Ceballos, Luis; Naudon, Alberto; Romero, Damián - In: Applied economics 48 (2016) 28/30, pp. 2721-2735

Persistent link: https://www.econbiz.de/10011594386

Nominal Term Structure and Term Premia : Evidence From Chile

Ceballos, Luis - 2019

The downwards trend exhibited in Chile's nominal term structure since 2003 has been a common pattern shared by other developed and developing economies. To understand the behavior of the nominal yield curve in Chile, we rely on an affine dynamic term structure model which allows the term...

Persistent link: https://www.econbiz.de/10012858662

Risk matters : the impact of nominal uncertainty in Chile

Ceballos, Luis; Romero, Damían - 2014

Persistent link: https://www.econbiz.de/10010467483

The yield curve factors and economic surprises in the chilean bond market

Ceballos, Luis - In: Revista de análisis económico 29 (2014) 2, pp. 3-23

Persistent link: https://www.econbiz.de/10011499651

A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile

Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - 2024

Persistent link: https://www.econbiz.de/10014533411

A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile

Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - In: Journal of international money and finance 150 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015184964

Dinámica de tasas de interés de mercado en tiempos de turbulencia financiera

Becerra C., Juan Sebastián; Ceballos S., Luis; … - In: Economía chilena 13 (2010) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10003969077

Nominal Term Structure and Term Premia. Evidence from Chile

Ceballos, Luis; Naudon, Alberto; Romero, Damian - Volkswirtschaftliche Fakultät, … - 2014

The downward trend exhibited in Chile’s nominal term structure since 2003 has been a common pattern shared by other developed and developing economies. To understand the behavior of the nominal yield curve in Chile, we rely on an affine dynamic term structure model (DTMS) which allows to...

Persistent link: https://www.econbiz.de/10011108020