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Brasilien
Yield curve
33
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33
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29
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29
Option pricing theory
26
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26
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25
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20
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18
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Almeida, Caio
12
Vicente, José Valentim Machado
6
Barbedo, Claudio Henrique da Silveira
3
Duarte Júnior, Antonio Marcos
3
Araújo, Gustavo Silva
2
Fernandes, Cristiano Augusto Coelho
2
Fernandes, Marcelo
2
Gaglianone, Wagner Piazza
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Série de trabalhos para discussão
3
International journal of theoretical and applied finance
2
The journal of fixed income
2
Emerging markets review
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International review of financial analysis
1
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1
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ECONIS (ZBW)
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1
Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets
Almeida, Caio
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001246660
Saved in:
2
Credit spread arbitrage in emerging Eurobond markets
Almeida, Caio
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10001549805
Saved in:
3
A generalization of principal component analysis for non-observable term structures in emerging markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 885-903
Persistent link: https://www.econbiz.de/10001862220
Saved in:
4
Time-varying risk premia in emerging markets : explanation by a multi-factor affine term structure model
Almeida, Caio
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 919-947
Persistent link: https://www.econbiz.de/10002420784
Saved in:
5
Interest rate risk measurement in Brazilian sovereign markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
Estudos econômicos : publicação trimestral do …
34
(
2004
)
2
,
pp. 321-344
Persistent link: https://www.econbiz.de/10002119957
Saved in:
6
Stochastic volatility and option pricing in the Brazilian stock market : an empirical investigation
Almeida, Caio
;
Dana, Samy
- In:
Journal of emerging market finance
4
(
2005
)
2
,
pp. 169-206
Persistent link: https://www.econbiz.de/10003094790
Saved in:
7
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
8
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
9
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Saved in:
10
Measuring long run risks for Brazil
Brandão, Diego
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
1
,
pp. 145-183
Persistent link: https://www.econbiz.de/10012210621
Saved in:
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