Now showing items 1-1 of 1

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

      Olivares Ríos, Alejandra; Rodríguez, Gabriel; Ataurima Arellano, Miguel (Pontificia Universidad Católica del Perú. Departamento de Economía, 2017-03)
      The study of the yield curve has been a topic that interested economists for a long time since the term structure of interest rates is an important transmission channel of monetary policy to inflation and real activity. ...