西班牙市场利率期限结构分析

Q3 Economics, Econometrics and Finance

Fuzzy Economic Review Pub Date : 2008-01-01 DOI:10.25102/FER.2008.02.04

M. G. B. Marin'e, M. Cabello, M. Guercio

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引用次数: 2

摘要

利率期限结构(TSIR)使分析投资者对未来利率的预期成为可能。本研究旨在对TSIR进行比较分析，以确定投资者在当前这种动荡的金融情景下是否会改变他们的预期。在2007年7月和2008年7月，使用McCulloch的二次样条和模糊回归估计了TSIR。

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Term structure of interest rates analysis in the spanish market

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.

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来源期刊

Fuzzy Economic Review Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

0.40

自引率

0.00%

发文量