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O prêmio pela maturidade na estrutura a termo das taxas de juros Brasileiras
Brito, Ricardo D. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002115823
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O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras
Brito, Ricardo D.; Angelo José Mont'Alverne Duarte; … - Central Bank of Brazil, Research Department - 2003
This paper tests the Rational Expectations Hypothesis in Brazil from July 1996 to December 2001 for maturities ranging from 1 day to 1 year. It shows that (i) the estimated coefficients in the regressions of the short-run changes of the long rate on the yield spread and in the regressions of the...
Persistent link: https://www.econbiz.de/10005770983
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Estrutura competitiva, produtividade industrial e liberação comercial no Brasil
Ferreira, Pedro Cavalcanti (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743214
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Componentes de curto e longo prazo das taxas de juros no Brasil
Araújo, Carlos Hamilton Vasconcelos (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743219
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Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study
Guillén, Osmani Teixeira de Carvalho; Issler, João Victor - 2005
Persistent link: https://www.econbiz.de/10003042610
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2010
Persistent link: https://www.econbiz.de/10003964300
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Do inflation-linked bonds contain information about future in inflation?
Vicente, José Valentim Machado; Guillén, Osmani … - 2010
Persistent link: https://www.econbiz.de/10008667500
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Estimacão não-paramétrica do risco de cauda
Almeida, Caio; Vicente, José Valentim Machado; … - 2013
Persistent link: https://www.econbiz.de/10010205908
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Transmissão da política monetária pelos canais de tomada de risco e de crédito : uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil
Tavares, Debora Pereira; Montes, Gabriel Caldas; … - 2013
Persistent link: https://www.econbiz.de/10010205936
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Análise do comportamento dos bancos brasileiros pré e pós-crise subprime
Guillén, Osmani Teixeira de Carvalho; Vicente, José … - 2013
Persistent link: https://www.econbiz.de/10010342749