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Estimação da estrutura a termo da curva de juros no Brasil através de modelos paramétricos e não paramétricos
Caldeira, João F.
- In:
Análise econômica : revista da Faculdade de Ciências …
29
(
2011
),
pp. 95-122
Persistent link: https://www.econbiz.de/10010411815
Saved in:
2
Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
Saved in:
3
Inferência bayesiana aplicada ao modelo dinâmico de Nelson-Siegel com volatilidade estocástica nos fatores
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
-
2010
Persistent link: https://www.econbiz.de/10008806542
Saved in:
4
Bayesian inference applied to dynamic Nelson-Siegel model with stochastic volatility
Caldeira, João F.
;
Laurini, Márcio Poletti
;
Portugal, …
- In:
Brazilian review of econometrics : BRE ; the review of …
30
(
2010
)
1
,
pp. 123-161
Persistent link: https://www.econbiz.de/10009704732
Saved in:
5
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Computational economics
46
(
2015
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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6
Seleção de carteiras utilizando o modelo Fama-French-Carhart
Caldeira, João F.
;
Moura, Guilherme Valle
;
Santos, …
- In:
Revista brasileira de economia : RBE ; revista da …
67
(
2013
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011443856
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7
Análise de estilo dinâmica de fundos multimercados : aplicação para o mercado brasileiro
Schutt, Isabel Gaio
;
Caldeira, João F.
- In:
Análise econômica : revista da Faculdade de Ciências …
34
(
2016
)
65
,
pp. 101-129
Persistent link: https://www.econbiz.de/10011548384
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8
Inflação implícita e o prêmio pelo risco : uma alternativa aos modelos VAR na previsão para o IPCA
Caldeira, João F.
;
Furlani, Luiz G. C.
- In:
Estudos econômicos : publicação trimestral do …
43
(
2013
)
4
,
pp. 627-645
Persistent link: https://www.econbiz.de/10011456135
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9
Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms
Loncan, Tiago Rodrigues
;
Caldeira, João F.
- In:
Estudos econômicos : publicação trimestral do …
45
(
2015
)
4
,
pp. 859-895
Persistent link: https://www.econbiz.de/10011458121
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10
Selection of minimum variance portfolio using intraday data : an empirical comparison among different realized measures for BM&FBovespa data
Borges, Bruna K.
;
Caldeira, João F.
;
Ziegelmann, Flávio A.
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10011538801
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