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On the informational role of term structure in the U.S. monetary policy rule
Vazquez, Jesús;
María-Dolores Pedrero, Ramón;
Londoño, Juan Miguel
2009
NKM model;
Term structure;
Monetary policy rule;
Indirect reference;
Real-time and revised data;
Modelos de series temporales;
Fluctuaciones y ciclos económicos;
Política monetaria;
Estados Unidos
Term structure and the estimated monetary policy rule in the Eurozone
María-Dolores Pedrero, Ramón;
Vazquez, Jesús
2008
NKM model;
Term structure;
Policy rule;
Indirect inference;
Modelos de series temporales;
Política monetaria;
Zona euro
Valuation of VIX derivatives
Mencía González, Javier;
Sentana, Enrique
2012
Central tendency;
Stochastic volatility;
Jumps;
Term structure;
Volatility skews;
Tendencia central;
Volatilidad estocástica;
Saltos;
Estructura temporal;
Curvas de volatibilidad implícita;
Valoración de activos derivados
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