Similar Search Results - EconBiz

The role of domestic fundamentals on the economic vulnerability of emerging markets

Rocha, Katia; Moreira, Ajax - In: Emerging markets review 11 (2010) 2, pp. 173-182

Persistent link: https://www.econbiz.de/10008695901

Macro factors and the brazilian yield curve with no arbitrage models

Matsumura, Marcos S. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003382463

Identification of affine term structure models with observed factors : economic shocks on Brazilian yield curves

Matsumura, Marco S. (contributor); Moreira, Ajax (contributor) - 2007

Persistent link: https://www.econbiz.de/10003519631

Choque fiscal e a dinâmica da estrutura a termo da taxa de juros no Brasil

Moreira, Ajax; Rocha, Katia - 2011

The study presents a macro-finance model to analyze the impacts of a fiscal policy shock in the Brazilian term structure of interest rate in the period 1999-2010. Fiscal policy explains a higher proportion of the long-term interest rate variance (25% of the five years rate) comparing to the...

Persistent link: https://www.econbiz.de/10009228943

Assessing macro influence on Brazilian yield curve with affine models

Matsumura, Marco Shinobu; Moreira, Ajax - In: Applied economics 43 (2011) 13/15, pp. 1847-1863

Persistent link: https://www.econbiz.de/10009239313

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

Identification of Gaussian term structure models with observable factors

Matsumara, Marco; Moreira, Ajax; Vicente, José … - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 259-269

Persistent link: https://www.econbiz.de/10010402888

Forecasting the yield curve with linear factor models

Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - 2010

Persistent link: https://www.econbiz.de/10008749659

Can macroeconomic variables account for the term structure of sovereign spreads? : Studying the Brazilian case

Matsumura, Marco; Moreira, Ajax - 2005

Persistent link: https://www.econbiz.de/10003038692

Determinantes do risco Brasil: fundamentos e expectativas - uma abordagem de modelos de risco de crédito

Moreira, Ajax; Rocha, Katia - 2003

Persistent link: https://www.econbiz.de/10001757363

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