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Keywords: Yield curve
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2019) 46 (3): 533–563.
Published: 02 August 2019
...Alejandra Olivares Rios; Gabriel Rodríguez; Miguel Ataurima Arellano Purpose Following Ang and Piazzesi’s (2003) study, the authors use an affine term structure model to study the relevance of macroeconomic (domestic and foreign) factors for Peru’s sovereign yield curve in the period from November...
