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Vicente, José Valentim Machado
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
3
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
Saved in:
4
A non-knotty inflation risk premium model
Vicente, José Valentim Machado
-
2021
Persistent link: https://www.econbiz.de/10012549826
Saved in:
5
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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6
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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7
The role of macroeconomic variables in sovereign risk
Matsumura, Marco Shinobu
;
Vicente, José Valentim Machado
- In:
Emerging markets review
11
(
2010
)
3
,
pp. 229-249
Persistent link: https://www.econbiz.de/10009301651
Saved in:
8
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
Saved in:
9
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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10
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
-
2010
Persistent link: https://www.econbiz.de/10008749659
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