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A Differential Evolution Algorithm For Yield Curve Estimation
(Elsevier Science BVAmsterdam, 2016)
The Brazilian experience in managing interest-exchange rate nexus
(2011-03-25)
The interest-exchange rate nexus has been the paramount determinant of the course of the exchange rate in contemporary Brazil through the operation of carry trade which has different forms, all related to the interest rate ...
Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2008)
The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the ...
Diferencial de tasas de interés, expectativas del tipo de cambio y su impacto en el tipo de cambio del Perú, 2007-2021
(Universidad Privada Antenor Orrego - UPAOPE, 2023)
El presente trabajo de investigación tiene por objetivo determinar el efecto del
diferencial de tasas de interés y las expectativas del tipo de cambio en el tipo de
cambio del Perú, 2007-2021. El trabajo fue de tipo ...
Elasticidade de juros e seleção adversa na concessão de empréstimos para pessoas físicas no Brasil: o caso do crédito atrelado ao cartão de crédito
(2010-12-17)
O trabalho consiste em um estudo sobre sensibilidade a juros e seleção adversa por meio de ofertas de empréstimo pessoal atrelado ao cartão de crédito para dois públicos de rendas diferentes realizado por uma grande ...
Rates of Interest, Effective Demand and Economic GrowthTasas de interés, demanda efectiva y crecimiento económico
(Facultad de Economía, 2014)
Estudo das relações de paridade de juros para a economia brasileira no período recente
(2002-09-16)
The aim of this paper is to test whether the correction of the interest parity conditions by market expectancy (uncovered parity) and by risk premium (covered and uncovered parity) results in a (close) econometric validation ...
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
The validity of the expectations hypothesis of the term structure is examined for a sample of Asian countries. A panel stationarity testing procedure is employed that addresses both structural breaks and cross-sectional ...
El proceso estocástico de Feller y el modelo Cox-Ingersoll-Ross: modelación de tasas de interés y valoración de bonos
(Facultad de Finanzas, Gobierno y Relaciones Internacionales, 2018-05-09)
Este artículo presenta el modelo Cox-Ingersoll-Ross para la modelación de tasas de interés y su relación con el proceso estocástico de Feller; como un modelo paramétrico se muestran las principales sensibilidades a sus ...