INVESTIGADORES
GUERCIO Maria Belen
artículos
Título:
Term structure of interest rates analysis in the spanish market
Autor/es:
M. GLORIA BARBERÀ MARINÉ; MARIA JOSÉ GARBAJOSA CABELLO; M. BELÉN GUERCIO
Revista:
Fuzzy Economic Review
Editorial:
SIGEF
Referencias:
Lugar: Reus; Año: 2008 vol. XIII p. 53 - 53
ISSN:
1136-0593
Resumen:
The Term Structure of Interest Rates (TSIR) makes it possible to analyze investors´ expectations of future interest rates. This study aims to make a comparative analysis of the TSIR to determine whether investors modify their expectations in such a turbulent financial scenario as the present one. The TSIR was estimated, in july 2007 and july 2008, using McCulloch´s quadratic splines and fuzzy regressions