TY  - RPRT
AU  - Moreno, Manuel
AU  - Novales Cinca, Alfonso Santiago
AU  - Platania, Federico
PY  - 2019
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17526
AB  - We propose a flexible yet tractable model of the term structure of interest rates (TSIR). Term structure models attempt to explain how interest rates depend on their maturities at a given point in time, characterizing the rela- tionship between...
LA  - eng
A3  - Fac. de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Term structure of interest rates
KW  - cyclical fluctuations
KW  - bond pricing
KW  - TSIR fitting performance
KW  - interest rates forecast.
TI  - A term structure model under cyclical fluctuations in interest rates
TY  - technical report
VL  - 2019
ER  -