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~isPartOf:"Brazilian review of econometrics : the review of the Brazilian Econometric Society"
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Almeida, Caio
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
Série de trabalhos para discussão
27
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
12
Journal of banking & finance
9
Working Papers Series / Central Bank of Brazil, Research Department
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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7
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5
International journal of theoretical and applied finance
4
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3
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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:
2
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
Saved in:
3
Extracting default probabilities from sovereign bonds
Meres, Bernardo
;
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10009627816
Saved in:
4
A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio Ibsen Rodrigues de
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10009078658
Saved in:
5
Risk regulation in Brazil : a general equilibrium model
Araújo, Aloisio Pessoa de
;
Vicente, José Valentim M.
- In:
Brazilian review of econometrics : the review of the …
26
(
2006
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10003590510
Saved in:
6
Risk regulation in Brazil : a general equilibrium model
Araújo, Aloísio Pessoa
;
Vicente, José Valentim M.
- In:
Brazilian review of econometrics : the review of the …
26
(
2006
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009075480
Saved in:
7
Extracting default probabilities from sovereign bonds
Meres, Bernardo
;
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10010077039
Saved in:
8
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10009068996
Saved in:
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