An interpretation of an affine term structure model for Chile
This paper attempts to provide an economic interpretation of the factors thatdrive the movements of interest rates of bonds of different maturities in acontinuous-time no-arbitrage term structure model for Chile. The dynamics ofyields in the model are explained by two latent factors, namely the inst...
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| Udgivet i: | Estudios de Economía |
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| Hovedforfatter: | |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Universidad de Chile
2006
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| Online adgang: | https://www.redalyc.org/articulo.oa?id=22133204 |
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