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Vicente, José Valentim Machado
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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
A non-knotty inflation risk premium model
Vicente, José Valentim Machado
-
2021
Persistent link: https://www.econbiz.de/10012549826
Saved in:
3
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:
4
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
Saved in:
5
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
-
2010
Persistent link: https://www.econbiz.de/10008749659
Saved in:
6
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva
;
Barbedo, Claudio Henrique da …
- In:
Emerging markets review
21
(
2014
),
pp. 21-41
Persistent link: https://www.econbiz.de/10011304339
Saved in:
7
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
Saved in:
8
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
9
A joint model of nominal and real Yield curves
Kubudi, Daniela
;
Vicente, José Valentim Machado
-
2016
Persistent link: https://www.econbiz.de/10011735838
Saved in:
10
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
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