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| Title: | Term structure of interest rates: concepts and an estimation procedure | Other Titles: | La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación | Authors: | Andrada Félix, Julián Fernández Pérez,Adrián Fernández Rodríguez, Fernando |
UNESCO Clasification: | 5302 Econometría | Keywords: | Tipos de interés Modelos económetricos |
Issue Date: | 2013 | Publisher: | 0210-0266 | Journal: | Cuadernos de Economía | Abstract: | The paper reviews the literature on the term structure of interest rates (TSIR). This was done by defining the concept, explaining its use, and detailing the methodologies employed to derive the TSIR. We also put forward theoretical rationales on its model. | URI: | http://hdl.handle.net/10553/48003 | ISSN: | 0210-0266 | DOI: | 10.1016/S0210-0266(13)70041-4 | Source: | Cuadernos de Economia (Spain)[ISSN 0210-0266],v. 36, p. 53-66 |
| Appears in Collections: | Artículos |
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