Details about Luis Ceballos, Sr.

Access statistics for papers by Luis Ceballos, Sr..

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pce137

Working Papers

2024

1. A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile
   Working Paper Series, Federal Reserve Bank of San Francisco
2. UIP Deviations: Insights from Event Studies
   Working Papers Central Bank of Chile, Central Bank of Chile
   See also Journal Article UIP deviations: Insights from event studies, Journal of International Economics, Elsevier (2024) View citations (3) (2024)

2023

3. Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets
   Working Paper Series, Federal Reserve Bank of San Francisco

2018

4. Channels of US monetary policy spillovers to international bond markets
   BIS Working Papers, Bank for International Settlements View citations (13)
   Also in Working Papers Central Bank of Chile, Central Bank of Chile (2015) View citations (14)
   See also Journal Article Channels of US monetary policy spillovers to international bond markets, Journal of Financial Economics, Elsevier (2019) View citations (53) (2019)

2015

5. Decomposing Long-Term Interest Rates: An International Comparison
   Working Papers Central Bank of Chile, Central Bank of Chile
6. Nominal Term Structure and Term Premia: Evidence from Chile
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (5)
   See also Journal Article Nominal term structure and term premia: evidence from Chile, Applied Economics, Taylor & Francis Journals (2016) View citations (3) (2016)

2014

7. Risk Matters: The Impact of Nominal Uncertainty in Chile
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
8. The Yield Curve Information Under Unconventional Monetary Policies
   Working Papers Central Bank of Chile, Central Bank of Chile
   See also Journal Article The Yield Curve Information under Unconventional Monetary Policies, Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business (2015) (2015)

2013

9. Impacto de Sorpresas Macroeconómicas y Anuncios en Factores de la Estructura de Tasas de Chile
   Working Papers Central Bank of Chile, Central Bank of Chile

2010

10. Implied Probability Distribution in Financial Options
    Working Papers Central Bank of Chile, Central Bank of Chile

2009

11. Pass-through of Large Changes in Monetary Policy Rate – Evidence for Chile
    Working Papers Central Bank of Chile, Central Bank of Chile

Journal Articles

2024

1. Do investors care about inflation risk? Evidence from global bond portfolio allocation
   Economics Letters, 2024, 243, (C)
2. UIP deviations: Insights from event studies
   Journal of International Economics, 2024, 148, (C) View citations (3)
   See also Working Paper UIP Deviations: Insights from Event Studies, Working Papers Central Bank of Chile (2024) (2024)

2022

3. International portfolio bond spillovers
   Economics Letters, 2022, 220, (C)

2019

4. Channels of US monetary policy spillovers to international bond markets
   Journal of Financial Economics, 2019, 134, (2), 447-473 View citations (53)
   See also Working Paper Channels of US monetary policy spillovers to international bond markets, BIS Working Papers (2018) View citations (13) (2018)

2017

5. Compensación inflacionaria y premios por riesgo: evidencia para Chile
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2017, 20, (2), 150-165
6. Nuevas estimaciones de la tasa real neutral de Chile
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2017, 20, (3), 120-143 View citations (2)

2016

7. Efectos de sorpresas económicas en la estructura de tasas de interés. Evidencia para Brasil, Chile y México
   El Trimestre Económico, 2016, LXXXIII (3), (331), pp. 647-675
8. Estimación de la estructura de tasas de interés en Chile
   Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2016, 19, (1), 58-75 View citations (1)
9. Nominal term structure and term premia: evidence from Chile
   Applied Economics, 2016, 48, (29), 2721-2735 View citations (3)
   See also Working Paper Nominal Term Structure and Term Premia: Evidence from Chile, Working Papers Central Bank of Chile (2015) View citations (4) (2015)

2015

10. The Yield Curve Information under Unconventional Monetary Policies
    Revista de Analisis Economico – Economic Analysis Review, 2015, 30, (2), 4-18
    See also Working Paper The Yield Curve Information Under Unconventional Monetary Policies, Working Papers Central Bank of Chile (2014) (2014)

2014

11. The Yield Curve Factors and Economic Surprises in the Chilean Bond Market
    Revista de Analisis Economico – Economic Analysis Review, 2014, 29, (2), 3-23 View citations (6)

2013

12. Efectos del Riesgo Financiero en Fuentes de Financiamiento de Empresas, Hogares y Bancos
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2013, 16, (2), 134-148

2012

13. Indicador de Condiciones Económicas
    Notas de Investigación Journal Economía Chilena (The Chilean Economy), 2012, 15, (1), 105-117 View citations (2)