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~person:"Vicente, José Roberto"
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Interest rate derivative
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Vicente, José Roberto
Almeida, Caio
107
Schneider, Paul
82
Vicente, José
24
Garcia, René
23
Ardison, Kym
19
Vicente, Jose
13
Wagner, Christian
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Joslin, Scott
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5
Vicente, José Valentim M.
5
Vicente, José Valentim Machado
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Almeida, Caio Ibsen Rodrigues de
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Faria, Adriano
4
Filipović, Damir
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International journal of theoretical and applied finance
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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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
Saved in:
2
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
Saved in:
3
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:
4
Movimentos da estrutura a termo e critérios de minimização do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio
;
Gomes, Romeu
;
Leite, André Luis da Silva
; …
- In:
Revista brasileira de economia : RBE ; revista da …
62
(
2008
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10003967434
Saved in:
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