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Dynamic estimation of an interest rate structure in Colombia. Empirical analysis using the Kalman filter
Dinámica de una estructura de tipos de interés en Colombia. Análisis empírico utilizando el filtro de Kalman
Rogelio Maldonado Castañoa, Natalia Zapata Ruedab, Javier Orlando Pantoja Robayoc,
Corresponding author
a Financial Engineer, Universidad de Medellin
b Business Manager and Specialist in Finance, Universidad EAFIT
c Ph.D. in Management – Minor in finances, HEC Montreal and Universidad Eafit, Professor of the Economics and Finance School at Universidad EAFIT
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ISSN: 20771886
Original language: English
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