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Subject: volatility Subject: E43 Document Type: Artículo

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Title: On the volatility of the yield curve of the Colombian public debt market / Sobre la volatilidad de la curva de rendimientos del mercado colombiano de deuda pública
Author: Sánchez, José Miguel / Trespalacios Carrasquilla, Alfredo
Language: Inglés
Repository: 15
Subject: temporary structure of interest rates / volatility / autoregressive vectors / principal components / causality / E43 / E44 / estructura temporal de las tasas de interés / volatilidad / vectores autorregresivos / componentes principales / causalidad

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