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Almeida, Caio
22
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5
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5
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4
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4
Vicente, Jose
4
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ECONIS (ZBW)
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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
Saved in:
2
Term structure movements implicit in option prices
Almeida, Caio
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003421823
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Pricing options embedded in debentures with credit risk
Almeida, Caio
;
Pereira, Leonardo
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
Saved in:
9
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:
10
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
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