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~source:"econis"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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Search: person:"Almeida, Caio Ibsen Rodrigues de"
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Risk premium
Zinsstruktur
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18
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16
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15
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15
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14
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14
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Almeida, Caio
31
Ardison, Kym
10
Garcia, René
8
Vicente, Jose
6
Vicente, José
4
Camponovo, Lorenzo
3
Faria, Adriano
3
Scaillet, Olivier
3
Trojani, Fabio
3
Vicente, José Valentim Machado
3
Bali, Turan G.
2
Dobrev, Dobrislav
2
Duarte Júnior, Antonio Marcos
2
Jacobs, Kris
2
Kubudi, Daniela
2
Schaumburg, Ernst
2
Simonsen, Axel
2
Vicente, José Roberto
2
Vicente, José Valentim M.
2
Brandão, Diego
1
Engel, Pedro
1
Fernandes, Christiano Augusto Coelho
1
Fernandes, Cristiano Augusto Coelho
1
Lund, Bruno
1
Ornelas, Rafael
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Pereira, Leonardo
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Série de trabalhos para discussão
4
International journal of theoretical and applied finance
3
Journal of banking & finance
3
The journal of fixed income
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Ensaios econômicos
1
Journal of economic dynamics & control
1
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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1
Measuring long run risks for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
2
Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Engel, Pedro
;
Almeida, Caio
;
Valente, João Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 321-355
Persistent link: https://www.econbiz.de/10012129516
Saved in:
3
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:
4
Pricing options embedded in debentures with credit risk
Almeida, Caio
;
Pereira, Leonardo
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10011538968
Saved in:
5
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
6
Approximating risk premium on a parametric arbitrage-free term structure model
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 203-246
Persistent link: https://www.econbiz.de/10011538792
Saved in:
7
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
Saved in:
8
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
9
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
10
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:
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