TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico
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DOI: 10.1142/S2010139219500046
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- García-Verdú Santiago & Ramos Francia Manuel & Sánchez-Martínez Manuel, 2018. "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Working Papers 2018-16, Banco de México.
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More about this item
Keywords
TIIE-28; swaps; interest rates; monetary policy; expected monetary policy; risk-adjustment;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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