Hedging alternatives for the mortgage stabilization fund (FRECH): european cap options for the real interest rate

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dc.coverage.sucursalBogotáspa
dc.creatorVásquez-Escobar, Diego
dc.creatorZea, Camilo
dc.date.accessioned2003-10-20T08:30:10Zeng
dc.date.available2003-10-20T08:30:10Z
dc.date.created2003-10-20
dc.date.issued2003-10-20
dc.description.abstractThe World Bank has proposed an alternative hedging instrument to be offered by the FRECH, instead of the collar-swap currently available. The suggested derivative corresponds to a European Cap option for the real interest rate, which could give greater fleng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5283spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5283
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.265spa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 265
dc.relation.numberBorrador 265spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/265.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:265spa
dc.subject.jelG23 - Non-bank Financial Institutions; Financial Instruments; Institutional Investorseng
dc.subject.jelspaG23 - Instituciones financieras (excepto bancos); Instrumentos financieros; Inversores institucionalesspa
dc.subject.keywordAdministradora de Fondos de Pensiones (AFP)eng
dc.subject.keywordRentabilidadeng
dc.subject.keywordCointegración paneleng
dc.subject.lembTasas de interésspa
dc.subject.lembMercado financierospa
dc.titleHedging alternatives for the mortgage stabilization fund (FRECH): european cap options for the real interest ratespa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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