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A non-knotty inflation risk premium model
Vicente, José Valentim Machado - 2021
Persistent link: https://www.econbiz.de/10012549826
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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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The role of macroeconomic variables in sovereign risk
Matsumara, Marco S.; Vicente, José Valentim Machado - 2009
Persistent link: https://www.econbiz.de/10003893886
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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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Avaliando a volatilidade diária dos ativos : a hora da negociação importa?
Vicente, José Valentim Machado; Araújo, Gustavo Silva; … - 2012
Persistent link: https://www.econbiz.de/10009674332
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Identification of Gaussian term structure models with observable factors
Matsumara, Marco; Moreira, Ajax; Vicente, José … - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 259-269
Persistent link: https://www.econbiz.de/10010402888
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Assessing day-to-day volatility : does the trading time matter?
Vicente, José Valentim Machado; Araújo, Gustavo Silva; … - In: Revista Brasileira de Finanças : RBFin 12 (2014) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
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Indicadores antecedentes extraídos de preços de ativos em corte transversal
Araújo, Gustavo Silva; Vicente, José Valentim Machado - 2014
Persistent link: https://www.econbiz.de/10010409857
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Decompondo a inflação implícita
Vicente, José Valentim Machado; Graminho, Flávia Mourão - 2014
Persistent link: https://www.econbiz.de/10010409886
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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