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Previsão da Curva de Juros : um modelo estatístico com variáveis macroeconômicas
Leite, André Luís; Gomes Filho, Romeu Braz Pereira; … - 2009
Persistent link: https://www.econbiz.de/10003843014
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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - 2021
Persistent link: https://www.econbiz.de/10012549826
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As atuações cambiais do Banco Central afetam as expectativas de mercado?
Marins, Jaqueline Terra Moura; Araújo, Gustavo Silva; … - 2015
Persistent link: https://www.econbiz.de/10011441140
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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A volatility smile-based uncertainty index
Vicente, José Valentim Machado; Marins, Jaqueline … - 2019
Persistent link: https://www.econbiz.de/10012167450
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da; Baczynski, Jack; Vicente, … - 2020
Persistent link: https://www.econbiz.de/10012171315
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - 2017
Persistent link: https://www.econbiz.de/10011944956
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A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da; Baczynskiy, Jack; Vicente, … - 2015
Persistent link: https://www.econbiz.de/10011444652
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Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira; Vicente, José … - 2009
Persistent link: https://www.econbiz.de/10003857105