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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bianchi, Robert"
~person:"Fernandes, Marcelo"
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Forecasting model
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Bianchi, Robert
Fernandes, Marcelo
Galvão, Ana Beatriz C.
3
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International journal of forecasting
Journal of economic dynamics & control
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Journal of banking & finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
3
Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto
;
Fernandes, Marcelo
;
Chague, Fernando
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011754690
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