Mateo Velásquez-Giraldo
Mateo Velásquez-Giraldo
Unknown affiliation
Verified email at jhu.edu
Title
Cited by
Cited by
Year
Affine term structure models: Forecasting the yield curve for Colombia
M Velásquez-Giraldo, D Restrepo-Tobón
Lecturas de Economía, 53-90, 2016
52016
Calibración de parámetros de los modelos de tasas de interés NS y NSS para Colombia: una nota técnica
MV Giraldo, JCG Betancur, PMA Hurtado
Journal of Economics, Finance and Administrative Science 21 (41), 73-80, 2016
22016
Calibración de Parámetros de los Modelos de Tasas de Interés NS y NSS para Colombia: Una Nota Técnica (Parameters Calibration of the NS and NSS Interest Rates for Colombia: A …
M Velásquez Giraldo, JC Gutierrez, PM Almonacid
2*2016
Flexible Estimation of Demand Systems: A Copula Approach
M Velásquez‐Giraldo, G Canavire‐Bacarreza, KP Huynh, ...
Journal of Applied Econometrics 33 (7), 1109-1116, 2018
12018
Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés
SI Álvarez-Franco, DA Restrepo-Tobón, M Velásquez-Giraldo
Estudios Gerenciales 33 (142), 52-63, 2017
12017
Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés.
S Isabel Álvarez-Franco, D Alexander Restrepo-Tobón, ...
Estudios Gerenciales 33 (142), 2017
12017
Affine term structure models: forecasting the Colombian yield curve
M Velásquez Giraldo, DA Restrepo-Tobón
Center for Research in Economics and Finance (CIEF), Working Papers, 2015
12015
Flexible Estimation of Demand Systems: A Copula Approach–Supplementary Materials–
M Velásquez-Giraldo, G Canavire-Bacarreza, KP Huynh, ...
2018
Measuring the value at risk of fixed-income portfolios using interest ratemulti-factor dynamic models
SI Álvarez-Franco, DA Restrepo-Tobón, M Velásquez-Giraldo
Estudios Gerenciales 33 (142), 52-63, 2017
2017
Measuring the value at risk of fixed-income portfolios using interest rate multi-factor dynamic models
S Isabel Alvarez-Franco, D Alexander Restrepo-Tobon, ...
ESTUDIOS GERENCIALES 33 (142), 52-63, 2017
2017
Modeling Colombian yields with a macro-factor affine term structure model
M Velásquez-Giraldo, D Alexander
2015
The system can't perform the operation now. Try again later.
Articles 1–11