Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario
This paper estimates the zero coupon yield curve for the Peruvian government bond market. We employ two methods of estimation proposed by Nelson y Siegel (1987) and Svensson (1994). Model performance is evaluated based on criteria of goodness of fit, flexibility and parameter stability, by using alt...
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| Format: | Others |
| Language: | Español |
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Economía
2012
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| Online Access: | http://revistas.pucp.edu.pe/index.php/economia/article/view/583/572 http://repositorio.pucp.edu.pe/index/handle/123456789/117068 |