publication . Article . 1998

Tasas de Interés Nominal de Corto Plazo en Chile: Una Comparación Empírica de sus Modelos

Franco Parisi;
Open Access
  • Published: 01 Jan 1998 Journal: Cuadernos de Economía, volume 35, issue 105, pages 161-182
Abstract
This article examines different one-factor models of the short-term nominal interest rate in Chile, concluding that the models best describing this behavior are those that allow the rate volatility not to be constant, a conclusion similarly reached by CKL
Subjects
free text keywords: Chan, karolyi, longstaff y sanders, método generalizado de momentos, reversión a la media, jel:E43
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