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| Title: | The term structure of interest rates: Negotiation strategies on fixed income | Other Titles: | La estructura temporal de los tipos de interés: Estrategias de negociación en renta fija | Authors: | Andrada Félix, Julián Fernández Pérez,Adrián Fernández Rodríguez, Fernando |
UNESCO Clasification: | 5302 Econometría | Keywords: | Renta fija Tipos de interés Modelos econométricos |
Issue Date: | 2014 | Publisher: | 0210-0266 | Journal: | Cuadernos de Economía | Abstract: | he paper reviews the literature on how the term structure of interest rates (TSIR) can be used to implement passive and active fixed income portfolio strategies. This is done by defining the concept, explaining the risk of interest rates, and detailing several fixed income portfolio strategies. | URI: | http://hdl.handle.net/10553/48002 | ISSN: | 0210-0266 | DOI: | 10.1016/j.cesjef.2013.09.001 | Source: | Cuadernos de Economia[ISSN 0210-0266],v. 37, p. 131-149 |
| Appears in Collections: | Artículos |
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