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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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Social welfare analysis in a financial economy with risk regulation
Vicente, José Roberto; Araújo, Aloisio Pessoa de - In: Journal of public economic theory 12 (2010) 3, pp. 561-586
Persistent link: https://www.econbiz.de/10003975826
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Does curvature enhance forecasting?
Almeida, Caio; Gomes, Romeu; Leite, André; Simonsen, Axel - In: International journal of theoretical and applied finance 12 (2009) 8, pp. 1171-1196
Persistent link: https://www.econbiz.de/10003946585
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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
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243
Persistent link: https://www.econbiz.de/10009492131