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The information in the Mexican term structure of interest rates: capital market implications. (1999). Walz, Daniel ; Spencer, Roger ; Gonzalez, Jorge.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:9:y:1999:i:2:p:149-161.

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Cites: 25

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  1. A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka. (2003). Cooray, Arusha.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:17:p:1819-1827.

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  2. A contemporary analysis of Mexican stock market volatility. (2003). Walz, Daniel T. ; Spencer, Roger W. ; Gonzalez, Jorge G..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:741-745.

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  3. Term Structure of Interest Rates Changes during International Financial Crisis: The Case of Argentina vs. USA. (2000). Dabós, Marcelo ; Bugallo, Federico ; Dabos, Marcelo .
    In: Working Papers.
    RePEc:sad:wpaper:25.

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  4. The term structure of interest rates and the Mexican economy. (2000). DT. Walz, ; RW. Spencer, ; JG. Gonzalez, .
    In: Contemporary Economic Policy.
    RePEc:bla:coecpo:v:18:y:2000:i:3:p:284-294.

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References

References cited by this document

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  13. Gil-Diaz, F. ; Carstens, A. One year of solitude: some pilgrim tales about Mexico’s 1994–1995 crisis. 1996 Am. Econ. Rev.. 86 164-169

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  17. Lewis, K. Was there a ‘peso’ problem in the US term structure of interest rates: 1979–1982?. 1991 Int. Econ. Rev.. 32 159-173
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  19. Mishkin, F. What does the term structure tell us about future inflation?. 1990 J. Monetary Econ.. 25 77-95

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  21. Newey, W. ; West, K. A simple, positive definite heteroscedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708
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  22. Schwartz, M., 1992. Interest rate determination and the maturity structure of domestic public debt: the case of Mexico. Dissertation. University of California at Los Angeles.
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  23. Shiller, R. ; Campbell, J. ; Schoenholtz, K. Forward rates and future policy: interpreting the term structure of interest rates. 1983 Brookings Papers Econ. Activity. 1 173-217

  24. Thornton, J. The adjustment of nominal interest rates in Mexico: a study of the Fisher effect. 1995 Appl. Econ. Lett.. 3 255-257
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  25. Young, I. ; Fowler, D. Some evidence on the term structure of interest rates: how to find a black cat when it’s not there. 1990 J. Acc. Finan.. 30 21-26
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