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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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Does curvature enhance forecasting?
Almeida, Caio; Gomes, Romeu; Leite, André; Vicente, José - 2007
Persistent link: https://www.econbiz.de/10003646179
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Identifying volatility risk premium from fixed income Asian options
Almeida, Caio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003467488
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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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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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Term structure movements implicit in option prices
Almeida, Caio (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003421823
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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