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~person:"Almeida, Caio"
~subject:"Prognoseverfahren"
~subject:"Yield curve"
~type:"article"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Almeida, Caio
Rudebusch, Glenn D.
33
Fabozzi, Frank J.
25
Jarrow, Robert A.
23
Christensen, Jens H. E.
20
Batten, Jonathan A.
18
Akram, Tanweer
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14
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13
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Ito, Takayasu
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11
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
4
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3
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2
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1
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ECONIS (ZBW)
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1
Pricing options embedded in debentures with credit risk
Almeida, Caio
;
Pereira, Leonardo
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
Saved in:
2
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
3
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
4
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
5
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
6
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Saved in:
7
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10003855482
Saved in:
8
Affine processes, arbitrage-free term structures of legendre polynomials, and option pricing
Almeida, Caio
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10002679509
Saved in:
9
A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003120440
Saved in:
10
Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
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