Author Page for Mateo Velásquez Giraldo

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Affine Term Structure Models: Forecasting the Colombian Yield Curve

Center for Research in Economics and Finance (CIEF), Working Papers, No. 15-23

Number of pages: 39 Posted: 24 Feb 2016

Mateo Velásquez Giraldo, Diego A. Restrepo-Tobon and Diego A. Restrepo-Tobon

Universidad EAFIT and State University of New York (SUNY) at Binghamton - Department of EconomicsUniversidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)

Downloads 95 (715,072)

Abstract:

Calibración de Parámetros de los Modelos de Tasas de Interés NS y NSS para Colombia: Una Nota Técnica (Parameters Calibration of the NS and NSS Interest Rates for Colombia: A Technical Note)

Journal of Economics, Finance and Administrative Science, Volume 21, Issue 41, p. 73-80, December 2016

Number of pages: 8 Posted: 21 Jul 2017

Mateo Velásquez Giraldo, Juan Carlos Gutierrez and Paula Maria Almonacid

Universidad EAFIT, Universidad EAFIT and Universidad EAFIT - School of Economics and Finance - Center for Research in Economic & Finance (CIEF)

Downloads 53 (1,031,043)

Mateo Velásquez Giraldo

Universidad EAFIT

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Scholarly Papers (2)

Affine Term Structure Models: Forecasting the Colombian Yield Curve

Abstract:

Calibración de Parámetros de los Modelos de Tasas de Interés NS y NSS para Colombia: Una Nota Técnica (Parameters Calibration of the NS and NSS Interest Rates for Colombia: A Technical Note)

Abstract: