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~subject:"Zinsstruktur"
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Zinsstruktur
Yield curve
13
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Vicente, José Valentim Machado
13
Almeida, Caio
3
Kubudi, Daniela
3
Simonsen, Axel
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Ardison, Kym
2
Moreira, Ajax
2
Silva, Allan Jonathan da
2
Baczynski, Jack
1
Baczynskiy, Jack
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Barbedo, Claudio Henrique da Silveira
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Gomes Filho, Romeu Braz Pereira
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Guillén, Osmani Teixeira de Carvalho
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Leite, André Luis da Silva
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Lion, Octavio Manuel Bessada
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Série de trabalhos para discussão
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Applied economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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ECONIS (ZBW)
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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
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4
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:
5
Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva
;
Gomes Filho, Romeu Braz Pereira
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
Saved in:
6
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Simonsen, Axel
;
Vicente, José Valentim …
-
2012
Persistent link: https://www.econbiz.de/10009573883
Saved in:
7
Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira
;
Vicente, José …
-
2009
Persistent link: https://www.econbiz.de/10003857105
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8
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
Saved in:
9
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:
10
A joint model of nominal and real Yield curves
Kubudi, Daniela
;
Vicente, José Valentim Machado
-
2016
Persistent link: https://www.econbiz.de/10011735838
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