Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos

Franco Parisi

Latin American Journal of Economics-formerly Cuadernos de Economía, 1998, vol. 35, issue 105, 161-182

Abstract: This article examines different one-factor models of the short-term nominal interest rate in Chile, concluding that the models best describing this behavior are those that allow the rate volatility not to be constant, a conclusion similarly reached by CKL

Keywords: Chan; karolyi; longstaff y sanders; método generalizado de momentos; reversión a la media (search for similar items in EconPapers)
JEL-codes: E43 (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:35:y:1998:i:105:p:161-182

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