Modelos de Tasas de Interés en Chile: Una Revisión

Sergio Zúñiga

Latin American Journal of Economics-formerly Cuadernos de Economía, 1999, vol. 36, issue 108, 875-893

Abstract: This work reviews the Level Model of the Interest Rates in Chile. In addi-tion to the traditional Level Models by Chan, Karoly, Longstaff and Sanders (1992) in the USA, and Parisi (1998) in Chile, by the Maximum Likelihood method, we allow the conditional

Keywords: Term structure; interest rates; GARCH (search for similar items in EconPapers)
JEL-codes: E43 (search for similar items in EconPapers)
Date: 1999
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Related works:
Working Paper: Modelos de tasas de interes en Chile: una revision (2002)
Journal Article: Modelos de Tasas de Interés en Chile: Una Revisión (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:36:y:1999:i:108:p:875-893

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