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A non-knotty inflation risk premium model
Vicente, José Valentim Machado
- In:
Applied economics
55
(
2023
)
28
,
pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
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2
Decompondo a inflação implícita
Vicente, José Valentim Machado
;
Graminho, Flávia Mourão
- In:
Revista brasileira de economia : RBE ; revista da …
69
(
2015
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10011447170
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3
Do central bank foreign exchange interventions affect market expectations?
Marins, Jaqueline Terra Moura
;
Araújo, Gustavo Silva
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3017-3031
Persistent link: https://www.econbiz.de/10011773166
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4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
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5
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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6
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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7
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
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8
A volatility smile-based uncertainty index
Vicente, José Valentim Machado
;
Marins, Jaqueline …
- In:
Annals of finance
17
(
2021
)
2
,
pp. 231-246
Persistent link: https://www.econbiz.de/10012585519
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9
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives
Silva, Allan Jonathan da
;
Baczynski, Jack
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014636797
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10
Rationality and anchoring of inflation expectations : An assessment from survey‐based and market‐based measures
Mendonça, Helder Ferreira de
;
Garcia, Pedro Mendes
; …
- In:
Journal of Forecasting
40
(
2021
)
6
,
pp. 1027-1053
Persistent link: https://www.econbiz.de/10012406771
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