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Does curvature enhance forecasting?
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, José - 2007
Persistent link: https://www.econbiz.de/10003646179
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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
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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
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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
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Forecasting bond yields with segmented term structure models
Almeida, Caio; Simonsen, Axel; Vicente, José Valentim … - 2012
Persistent link: https://www.econbiz.de/10009573883
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Estimacão não-paramétrica do risco de cauda
Almeida, Caio; Vicente, José Valentim Machado; … - 2013
Persistent link: https://www.econbiz.de/10010205908
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The role of macroeconomic variables in sovereign risk
Matsumara, Marco S.; Vicente, José Valentim Machado - 2009
Persistent link: https://www.econbiz.de/10003893886
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Do inflation-linked bonds contain information about future in inflation?
Vicente, José Valentim Machado; Guillén, Osmani … - 2010
Persistent link: https://www.econbiz.de/10008667500
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Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira; Vicente, José … - 2009
Persistent link: https://www.econbiz.de/10003857105
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The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva; Barbedo, Claudio Henrique da … - 2011
Persistent link: https://www.econbiz.de/10009531678