Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors

Alejandra Olivares Rios, Gabriel Rodríguez () and Miguel Ataurima Arellano ()

No 2017-435, Documentos de Trabajo / Working Papers from Departamento de Economía - Pontificia Universidad Católica del Perú

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Date: 2017
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