Implied monetary policy extracted from interest rate swaps in Chile
Abstract: This article describes a methodology that uses interest rate swaps in Chilean Pesos to extract monetary policy paths, as well as their probability, with nodes on future Central Bank meetings. It is concluded that implied policy paths contain term premiums that correlate with the policy cyc...
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| Autor principal: | |
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| Lenguaje: | English |
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ILADES. Universidad Alberto Hurtado.
2020
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702020000200003 |
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