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A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti; Caldeira, João F. - In: International review of economics & finance : IREF 44 (2016), pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
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Seleção de carteiras ótimas sob restrições nas normas dos vetores de alocação : uma avaliação empírica com dados da BM&FBovespa
Naibert, Paulo F.; Caldeira, João F. - In: Revista Brasileira de Finanças : RBFin 13 (2015) 3, pp. 504-543
Persistent link: https://www.econbiz.de/10011585636
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Produtividade e eficiência no mercado de fundos de investimento no Brasil : uma abordagem comparativa
Bisso, Claudio Samanez; Caldeira, João F.; Samanez, … - In: Revista Brasileira de Finanças : RBFin 14 (2016) 3, pp. 323-352
Persistent link: https://www.econbiz.de/10011654243
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Effects of IFRS on accounting information quality : evidence for Brazil
Silva Júnior, Júlio César Araújo da; Caldeira, João F. - In: International journal of economics and finance 9 (2017) 5, pp. 44-57
Persistent link: https://www.econbiz.de/10011673413
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The expectations hypothesis of the term structure of interest rates : the Brazilian case revisited
Caldeira, João F.; Smaniotto, Emanuelle N. - In: Applied economics letters 26 (2019) 8, pp. 633-637
Persistent link: https://www.econbiz.de/10012204293
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Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model
Stona, Filipe; Caldeira, João F. - In: The North American journal of economics and finance : a … 48 (2019), pp. 76-89
Persistent link: https://www.econbiz.de/10012120210
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Investigating the use of statistical process control charts for index tracking portfolios
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1622-1638
Persistent link: https://www.econbiz.de/10012214352
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Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.; Torrent, Hudson da Silva - In: Journal of forecasting 36 (2017) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
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Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection
Sant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; … - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 146-157
Persistent link: https://www.econbiz.de/10011792475
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The role of taxes and the interdependence among corporate financial policies : evidence from a natural experiment
Colombo, Jéfferson A.; Caldeira, João F. - In: The journal of corporate finance : contracting, … 50 (2018), pp. 402-423
Persistent link: https://www.econbiz.de/10011870291