Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction
Year of publication: |
2012
|
---|---|
Authors: | Barbedo, Claudio H. S. ; Melo, Eduardo F. L. de |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 64.2012, 5, p. 364-376
|
Subject: | Zinsstruktur | Yield curve | US-Dollar | US dollar | Wirkungsanalyse | Impact assessment | Brasilien | Brazil | 2004-2009 |
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