What moves the yield curve? lessons from an affine term structure model for Chile
Tesis para optar al grado de Magister en Economía === This paper attempts to provide an economic interpretation of the factors that drive the movements of interest rates of bonds of different maturities in a continuous-time no-arbitrage term structure model. The dynamics of yields in the model ar...
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| Language: | en |
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Universidad de Chile
2015
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| Online Access: | http://repositorio.uchile.cl/handle/2250/134902 |