<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>1665-5346</journal-id>
<journal-title><![CDATA[Revista mexicana de economía y finanzas]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. econ. finanz]]></abbrev-journal-title>
<issn>1665-5346</issn>
<publisher>
<publisher-name><![CDATA[Instituto Mexicano de Ejecutivos de Finanzas A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S1665-53462021000200001</article-id>
<article-id pub-id-type="doi">10.21919/remef.v16i2.587</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Modelos de la estructura de plazos de las tasas de interés: Revisión, tendencias y perspectivas]]></article-title>
<article-title xml:lang="en"><![CDATA[Models of the Term Structure of Interest Rates: Review, Trends and Perspectives]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Vasicek]]></surname>
<given-names><![CDATA[Oldrich Alfons]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Venegas-Martínez]]></surname>
<given-names><![CDATA[Francisco]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Vasicek Associates  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>U.S.A.</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Instituto Politécnico Nacional  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2021</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2021</year>
</pub-date>
<volume>16</volume>
<numero>2</numero>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S1665-53462021000200001&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S1665-53462021000200001&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S1665-53462021000200001&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen El trabajo proporciona una descripción general de los modelos de estructuras de plazos de las tasas de interés. Se trata de un planteamiento técnico de la teoría del comportamiento libre de arbitraje de tasas de interés de distintos vencimientos. Los modelos de tasa corta están ganando relevancia en la actualidad por su capacidad para describir y explicar la existencia de tasas de interés negativas como se ha observado en Europa y Asia. Las condiciones económicas actuales, en un entorno de incertidumbre generado por una recesión económica global, afectan el comportamiento de las tasas de interés, lo cual invita a realizar una revisión más cuidadosa de los factores que influyen en la dinámica de las mismas. Este artículo tiene como objetivo revisar las tendencias y perspectivas de los modelos de estructuras de plazos y destaca algunas áreas para futuras investigaciones.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract The paper provides an overview of models of the term structure of interest rates. It is a technical exposition of the theory of arbitrage-free behavior of interest rates of different maturities. The short rate models acquire current relevance for their ability to describe and explain the existence of negative interest rates, as they have been observed in Europe and Asia. Current economic conditions, in an environment of uncertainty generated by a global economic recession, affect the behavior of interest rates, which invites a more detailed review of the factors that influence in their dynamics. This article aims to review the trends and perspectives of models of the term structure and highlights some areas for future research.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[tasas de interés]]></kwd>
<kwd lng="es"><![CDATA[estructuras de plazos]]></kwd>
<kwd lng="es"><![CDATA[modelo de Vasicek]]></kwd>
<kwd lng="en"><![CDATA[interest rates]]></kwd>
<kwd lng="en"><![CDATA[term structure]]></kwd>
<kwd lng="en"><![CDATA[Vasicek model]]></kwd>
</kwd-group>
</article-meta>
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