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ECONIS (ZBW)
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Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
2
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Simonsen, Axel
;
Vicente, José Valentim …
-
2012
Persistent link: https://www.econbiz.de/10009573883
Saved in:
3
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
4
Estimacão não-paramétrica do risco de cauda
Almeida, Caio
;
Vicente, José Valentim Machado
; …
-
2013
Persistent link: https://www.econbiz.de/10010205908
Saved in:
5
Does curvature enhance forecasting?
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Vicente, José
-
2007
Persistent link: https://www.econbiz.de/10003646179
Saved in:
6
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
-
2008
Persistent link: https://www.econbiz.de/10003822259
Saved in:
7
Movimentos da estrutura a termo e critérios de minimação do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Vicente, José
-
2007
Persistent link: https://www.econbiz.de/10003566591
Saved in:
8
Um modelo de fatores latentes com variáveis macroeconômicas para a curva de cupom cambial
Pinheiro, Felipe
(
contributor
);
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003566648
Saved in:
9
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:
10
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:
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