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Yield curve
Risikoprämie
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Almeida, Caio
22
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7
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5
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5
Ardison, Kym
4
Kubudi, Daniela
4
Vicente, Jose
4
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3
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3
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
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Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
2
A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10003120440
Saved in:
3
Affine processes, arbitrage-free term structures of legendre polynomials, and option pricing
Almeida, Caio
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10002679509
Saved in:
4
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:
5
Term structure movements implicit in option prices
Almeida, Caio
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003421823
Saved in:
6
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:
7
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Simonsen, Axel
;
Vicente, José Valentim …
-
2012
Persistent link: https://www.econbiz.de/10009573883
Saved in:
8
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Saved in:
9
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
10
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
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