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

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

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Year of publication:	1998
Authors:	Parisi, Franco
Published in:	Latin American Journal of Economics-formerly Cuadernos de Economía. - Instituto de Economía, ISSN 0717-6821. - Vol. 35.1998, 105, p. 161-182
Publisher:	Instituto de Economía
Subject:	Chan \| karolyi \| longstaff y sanders \| método generalizado de momentos \| reversión a la media

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Extent:	application/pdf
Type of publication:	Article
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005812063