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Volatility
Yield curve
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27
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Almeida, Caio
8
Vicente, José Valentim Machado
6
Marins, Jaqueline Terra Moura
5
Araújo, Gustavo Silva
2
Leite, André Luis da Silva
2
Ardison, Kym
1
Castro, Paula Baião Fisher de
1
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1
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1
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ECONIS (ZBW)
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1
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
2
Size, value, profitability, and investment : evidence from emerging markets
Leite, André Luis da Silva
;
Klotzle, Marcelo Cabus
; …
- In:
Emerging markets review
36
(
2018
),
pp. 45-59
Persistent link: https://www.econbiz.de/10012114837
Saved in:
3
A GARCH model to understand the volatility of the electricity spot price in Brazil
Leite, André Luis da Silva
;
Lima, Marcus Vinicius …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
5
,
pp. 332-338
Persistent link: https://www.econbiz.de/10014380829
Saved in:
4
Assessing day-to-day volatility : does the trading time matter?
Vicente, José Valentim Machado
;
Araújo, Gustavo Silva
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
Saved in:
5
A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
Saved in:
6
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
7
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
8
A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
-
2019
Persistent link: https://www.econbiz.de/10012167450
Saved in:
9
Do central bank foreign exchange interventions affect market expectations?
Marins, Jaqueline Terra Moura
;
Araújo, Gustavo Silva
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3017-3031
Persistent link: https://www.econbiz.de/10011773166
Saved in:
10
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
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