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Showing results 1 to 3 of 3

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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
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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
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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