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A theory of the term structure of interest ratesTeoria da estrutura a termo das taxas de juros
(RAE - Revista de Administracao de EmpresasRAE - Revista de Administração de EmpresasRAE-Revista de Administração de Empresas, 2007)
Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2016)
In this paper we use the most representative models that exist in the literature on term structure of interest rates. In particular, we explore affine one factor models and polynomial-type approximations such as Nelson and ...
A segmented Nelson and Siegel model for the term structure of interest rates
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2019)
Improving hierarchical document cluster labels through candidate term selection
(2012-09-03)
One way to organize knowledge and make its search and retrieval easier is to create a structural representation divided by hierarchically related topics. Once this structure is built, it is necessary to find labels for ...
Balance-of-payment-constrained growth in unbalanced productive structures: Disregarded terms of trade negative effects
(Taylor & Francis, 2015-10-20)
The aim of this paper is to analyze the relation between foreign asset formation (FAF) and terms of trade (TOT) in countries characterized by having unbalanced productive structures (UPS). For this purpose, we will modify ...
Long-Term Effects of "El Niño" on The Structure of Soft-Bottom Macrozoobenthos Communities in Northern Chile
(Escuela de Ciencias del Mar <BR>Pontificia Universidad Católica de Valparaíso, 2002)