Browsing Documentos de Trabajo by Subject "Affine Term Structure Models"
Now showing items 1-1 of 1
-
Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 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. ...