A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile
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DOI: 10.24148/wp2024-04
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- Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025. "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, vol. 150(C).
References listed on IDEAS
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More about this item
Keywords
affine arbitrage-free term structure model; financial market frictions; monetary policy; rstar;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-03-25 (Banking)
- NEP-CBA-2024-03-25 (Central Banking)
- NEP-MON-2024-03-25 (Monetary Economics)
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