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Real interest parity: A note on Asian countries using panel stationarity tests
Existing panel data studies of real interest parity are either unable to identify which panel members are characterised by stationary real interest differentials, or are subject to size distortion resulting from the presence ...
El efecto del tamaño de la economía informal sobre el riesgo soberano en los países miembros de la Alianza del Pacífico entre 1991 y 2017
(Universidad Peruana de Ciencias Aplicadas (UPC)PE, 2021-06-18)
El presente documento investiga el impacto que tiene el tamaño de la economía informal en el riesgo soberano de los países miembros de la Alianza del Pacífico, cuyas economías presentan características similares y niveles ...
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 ...
Exchange rate policy credibility in Mexico, 1991-1994
(Centro de Investigación y Docencia Ecónomicas, 2020)
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 ...
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 ...
Modelado de tasas de interés. El modelo Libor market con varianza gaussiana cuadrática
(2019)
Esta tesis se divide en dos partes. Comenzamos con el estudio de modelos continuos de tasas forward y la consistencia con los modelos de tasa short. En este trabajo presentamos dos variedades de curvas de Nelson y Siegel ...
Analytical/numerical hybrid solution for one-dimensional ablation problem
(2003-12-01)
Ablation is a thermal protection process with several applications in engineering, mainly in the field of airspace industry. The use of conventional materials must be quite restricted, because they would suffer catastrophic ...
Analytical/numerical hybrid solution for one-dimensional ablation problem
(2003-12-01)
Ablation is a thermal protection process with several applications in engineering, mainly in the field of airspace industry. The use of conventional materials must be quite restricted, because they would suffer catastrophic ...