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Extraction of inflation expectations from financial instruments in Latin America
Fuertes, Alberto;
Gimeno, Ricardo;
Marqués, José Manuel
29-Jun-2018
Expectativas de inflación;
Modelos afines;
Tipo de interés real;
Prima a plazo;
Inflation expectations;
Affine models;
Real interest rate;
Risk premium;
Teoría monetaría;
Valoración de activos;
Modelización econométrica;
Brasil;
Chile;
Colombia;
México
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