Estructura de Tasas de Interés en Chile: La Vía No Paramétrica

Viviana Fernandez

Latin American Journal of Economics-formerly Cuadernos de Economía, 1999, vol. 36, issue 109, 1005-1034

Abstract: The modeling of the term structure of interest rates has been the focus of attention of several studies in the fields of applied and theoretical finance. Numerous models, which can be broadly classified as equilibrium models and no-arbitrage models, have

Keywords: Term structure of interest rates; non-parametric estimation (search for similar items in EconPapers)
JEL-codes: C14 E43 (search for similar items in EconPapers)
Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.economia.uc.cl/docs/109ferna.pdf (application/pdf)

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:ioe:cuadec:v:36:y:1999:i:109:p:1005-1034

Ordering information: This journal article can be ordered from

Access Statistics for this article

Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

More articles in Latin American Journal of Economics-formerly Cuadernos de Economía from Instituto de Economía. Pontificia Universidad Católica de Chile. Contact information at EDIRC.
Bibliographic data for series maintained by Jaime Casassus ().