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Almeida, Caio
107
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38
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24
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23
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19
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13
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11
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2
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ECONIS (ZBW)
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1
Identifying volatility risk premium from fixed income Asian options
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003467488
Saved in:
2
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:
3
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
5
Estimacão não-paramétrica do risco de cauda
Almeida, Caio
;
Vicente, José Valentim Machado
; …
-
2013
Persistent link: https://www.econbiz.de/10010205908
Saved in:
6
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:
7
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:
8
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:
9
Does curvature enhance forecasting?
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Vicente, José
-
2007
Persistent link: https://www.econbiz.de/10003646179
Saved in:
10
Interest rate risk measurement in Brazilian sovereign markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
Estudos econômicos : publicação trimestral do …
34
(
2004
)
2
,
pp. 321-344
Persistent link: https://www.econbiz.de/10002119957
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