Term Structure of Interest Rates Analysis in the Spanish Market
M.G. Barberà Mariné, M.J. Garbajosa Cabello, M.B. Guercio. Rovira i Virgili University
- Fuzzy Economic Review: Volume XIII, Number 2. November 2008
- DOI: 10.25102/fer.2008.02.04
The Term Structure of Interest Rates (TSIR) makes it possible to analyze investors' expectations of future interest rates. This study aims to make a comparative analysis of the TSIR to determine whether investors modify their expectations in such a turbulent financial scenario as the present one. The TSIR was estimated,…Read more...