Browsing FGV EESP - Escola de Economia de São Paulo by Title "Determinantes macroeconômicos da estrutura a termo da taxa de juros na América Latina"

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Determinantes macroeconômicos da estrutura a termo da taxa de juros na América Latina

Andrade, Bruno Ferraz de
2016-02-12

The paper proposes a three-factor model based on Huse (2007) methodology to relate observable macroeconomic and financial variables with the term structure of interest rates in Latin America (Brazil, Chile, Colombia and ...