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O prêmio pela maturidade na estrutura a termo das taxas de juros Brasileiras
Brito, Ricardo D. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002115823
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Overreaction of yield spreads and movements of Brazilian interest rates
Brito, Ricardo D.; Duarte, Angelo José Mont'Alverne; … - In: Brazilian review of econometrics : the review of the … 24 (2004) 1, pp. 1-55
Persistent link: https://www.econbiz.de/10003116187
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Componentes de curto e longo prazo das taxas de juros no Brasil
Araújo, Carlos Hamilton Vasconcelos (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743219
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Transmissão da política monetária pelos canais de tomada de risco e de crédito : uma análise considerando os seguros contratados pelos bancos e o spread de crédito no Brasil
Tavares, Debora Pereira; Montes, Gabriel Caldas; … - 2013
Persistent link: https://www.econbiz.de/10010205936
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Characterising the Brazilian term structure of interest rates
Guillén, Osmani Teixeira de Carvalho; Tabak, Benjamin … - In: International journal of monetary economics and finance 2 (2009) 2, pp. 103-114
Persistent link: https://www.econbiz.de/10003847707
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Characterizing the Brazilian term structure of interest rates
Guillén, Osmani Teixeira de Carvalho (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003646207
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Do inflation-linked bonds contain information about future inflation?
Vicente, José Valentim Machado; Guillén, Osmani … - In: Revista brasileira de economia : RBE ; revista da … 67 (2013) 2, pp. 251-260
Persistent link: https://www.econbiz.de/10011443921
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A Jump-Diffusion Yield-Factor Model of Interest Rates
Flores, Renato G. - 2010
In this paper, the Federal Funds Rate Target and the one-year T-Bill are the two yield-factors explaining the movements of the term structure, Using Duffie and Kan (1996) approach, the two rates are consistently modeled and an affine model of the term structure results that is able to...
Persistent link: https://www.econbiz.de/10013143700