Forecasting the Brazilian term structure using macroeconomic factors
Year of publication: |
may 2014
|
---|---|
Authors: | Faria, Adriano ; Almeida, Caio |
Published in: |
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2392364-7. - Vol. 34.2014, 1, p. 45-77
|
Subject: | Brazilian term structure | FAVAR | Affine term structure models | Zinsstruktur | Yield curve | Brasilien | Brazil | Prognoseverfahren | Forecasting model |
-
Implicit inflation and risk premiums in the Brazilian fixed income market
Mariani, Lucas Argentieri, (2017)
-
Bond risk premia and the return forecasting factor
Gutierrez, Agustin, (2020)
-
A global factor in variance risk premia and local bond pricing
Kaminska, Iryna, (2015)
- More ...
-
Faria, Adriano, (2016)
-
A hybrid spline-based parametric model for the yield curve
Faria, Adriano, (2018)
-
A Hybrid Spline-Based Parametric Model for the Yield Curve
Faria, Adriano, (2017)
- More ...