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Forecasting the Brazilian yiel...
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Zinsstruktur
Börsenkurs
30
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25
Brazil
24
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14
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13
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Yield curve
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Schätztheorie
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Fernandes, Marcelo
7
Chague, Fernando
3
Vieira, Fausto
3
De-Losso, Rodrigo
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Doi, Jonas
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Giovannetti, Bruno
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Manoel, Paulo
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Nunes, Clemens
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Nunes, Clemens V. A.
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
International journal of forecasting
1
Journal of economic dynamics & control
1
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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1
Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto
;
Fernandes, Marcelo
;
Chague, Fernando
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011754690
Saved in:
2
A dynamic Nelson-Siegel model with forward-looking indicators for the Yield curve in the US
Vieira, Fausto
;
Chague, Fernando
;
Fernandes, Marcelo
-
2016
Persistent link: https://www.econbiz.de/10011635750
Saved in:
3
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
4
Central Bank communication affects the term-structure of interest rates
Chague, Fernando
;
De-Losso, Rodrigo
;
Giovannetti, Bruno
; …
- In:
Revista brasileira de economia : RBE ; revista da …
69
(
2015
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10011447131
Saved in:
5
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Saved in:
6
The macroeconomic determinants of the term structure of inflation expectations in Brazil
Thiele, Eduardo
;
Fernandes, Marcelo
- In:
Brazilian review of econometrics : BRE ; the review of …
35
(
2015
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10011538796
Saved in:
7
Disagreement in inflation forecasts and inflation risk premia in Brazil
Doi, Jonas
;
Fernandes, Marcelo
;
Nunes, Clemens V. A.
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10011860479
Saved in:
8
What drives the nominal yield curve in Brazil?
Fernandes, Marcelo
;
Nunes, Clemens
;
Reis, Yuri
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
2
,
pp. 267-284
Persistent link: https://www.econbiz.de/10012617013
Saved in:
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