TERM STRUCTURE OF INTEREST RATES ANALYSIS IN THE SPANISH MARKET

M.G. Barberà Mariné, M.J. Garbajosa Cabello and M.B. Guercio
Additional contact information
M.B. Guercio: Rovira i Virgili University

Fuzzy Economic Review, 2008, vol. XIII, issue 2, 53-62

Abstract: The Term Structure of Interest Rates (TSIR) makes it possible to analyze investors’ expectations of future interest rates. This study aims to make a comparative analysis of the TSIR to determine whether investors modify their expectations in such a turbulent financial scenario as the present one. The TSIR was estimated, in july 2007 and july 2008, using McCulloch’s quadratic splines and fuzzy regressions.

Keywords: term structure of interest rates; fuzzy regression; financial crisis (search for similar items in EconPapers)
JEL-codes: G17 (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fzy:fuzeco:v:xiii:y:2008:i:2:p:53-62

Access Statistics for this article

More articles in Fuzzy Economic Review from International Association for Fuzzy-set Management and Economy (SIGEF) Contact information at EDIRC.
Bibliographic data for series maintained by Aurelio Fernandez ( this e-mail address is bad, please contact ).