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Almeida, Caio
10
Vicente, José
9
Almeida, Caio Ibsen Rodrigues de
2
Coelho Fernandes, Cristiano Augusto
2
Tabak, Benjamin M.
2
Akat, Muzaffer
1
Duarte Jr, Antonio Marcos
1
Garcia, René
1
Graveline, Jeremy J.
1
Joslin, Scott
1
Marcos Duarte Jr, Antonio
1
Matsumura, Marco
1
Meres, Bernardo
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Moreira, Ajax
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Journal of banking & finance
6
Brazilian review of econometrics : the review of the Brazilian Econometric Society
3
International journal of forecasting
2
Journal of econometrics
2
The journal of fixed income
2
International review of financial analysis
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OLC EcoSci
ECONIS (ZBW)
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1
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10008175318
Saved in:
2
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10008141145
Saved in:
3
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10008248262
Saved in:
4
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1388
Persistent link: https://www.econbiz.de/10008899089
Saved in:
5
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2706
Persistent link: https://www.econbiz.de/10008899569
Saved in:
6
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-662
Persistent link: https://www.econbiz.de/10008890381
Saved in:
7
A note on the relation between principal components and dynamic factors in affine term structure models
Almeida, Caio Ibsen Rodrigues de
- In:
Brazilian review of econometrics : the review of the …
25
(
2005
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10009078658
Saved in:
8
Decomposing and Simulating the Movements of Term Structures of Interest Rates in Emerging Eurobond Markets
Almeida, Caio Ibsen Rodrigues de
;
Marcos Duarte Jr, Antonio
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10007354590
Saved in:
9
CREDIT SPREAD ARBITRAGE IN EMERGING EUROBOND MARKETS - In the corporate emerging Eurobond fixed-income market there are two main sources of credit risk: Sovereign risk and the relative credit quality of issuers of the eurobonds. This article presents a model to estimate, in a one-step procedure, both the term structure of interest rates and the credit spread function of a diversified international ...
Rodrigues De Almeida, Caio Ibsen
;
Duarte Jr, Antonio Marcos
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 100
Persistent link: https://www.econbiz.de/10007175930
Saved in:
10
Forecasting the yield curve with linear factor models
Matsumura, Marco
;
Moreira, Ajax
;
Vicente, José
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-244
Persistent link: https://www.econbiz.de/10009804518
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