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Almeida, Caio
107
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82
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24
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23
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19
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13
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13
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10
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9
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9
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7
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11
Pricing and modeling credit derivatives
Akat, Muzaffer
;
Almeida, Caio
;
Papanicolaou, George
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003591179
Saved in:
12
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
(
contributor
);
Vicente, José
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003566042
Saved in:
13
Movimentos da estrutura a termo e critérios de minimação do erro de previsão em um modelo paramétrico exponencial
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Vicente, José
-
2007
Persistent link: https://www.econbiz.de/10003566591
Saved in:
14
Um modelo de fatores latentes com variáveis macroeconômicas para a curva de cupom cambial
Pinheiro, Felipe
(
contributor
);
Almeida, Caio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003566648
Saved in:
15
Does curvature enhance forecasting?
Almeida, Caio
;
Gomes, Romeu
;
Leite, André
;
Simonsen, Axel
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1171-1196
Persistent link: https://www.econbiz.de/10003946585
Saved in:
16
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:
17
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:
18
Extracting default probabilities from sovereign bonds
Meres, Bernardo
;
Almeida, Caio
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10009627816
Saved in:
19
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:
20
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:
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