NDLI: Estimación de la estructura a plazo de las tasas de interés en Colombia

Content Provider	Semantic Scholar
Author	Arango, Luis Eduardo Carmona Melo, Luis Fernando Vásquez, Diego Mauricio
Copyright Year	2002
Abstract	Se presenta una estimacion de la estructura a plazo de las tasas de interes en Colombia, utilizando el metodo de Nelson y Siegel (1987). Siguiendo criterios convencionales nuestra estimacion supera la curva CETES de la Bolsa de Colombia. De acuerdo con la evolucion de la curva de la tasa forward, algunas interpretaciones preliminares sugieren una disminucion en las expectativas de inflacion a lo largo de 2001.
File Format	PDF HTM / HTML
DOI	10.32468/be.196
Alternate Webpage(s)	https://www.repository.fedesarrollo.org.co/bitstream/handle/11445/2095/Co_Eco_Marzo-Septiembre_2003_Arango_Melo_y_V%C3%A1squez.pdf?isAllowed=y&sequence=2
Alternate Webpage(s)	http://www.banrep.org/docum/ftp/borra196.pdf
Alternate Webpage(s)	https://doi.org/10.32468/be.196
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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