The Yield Curve Factors and Economic Surprises in the Chilean Bond Market
This paper attempts to review the main factors of the yield curve in Chilean market during the period 2005-2013. Two different approaches are used to compute the main three factors denoted as the level, slope and curvature of the yield curve. Then, the impact of economic surprises and announcements...
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| Lenguaje: | English |
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ILADES. Universidad Alberto Hurtado.
2014
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702014000200001 |
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