Showing results 3 to 12 of 12
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Issue Date | Title | Author(s) |
2005-07 | Can macroeconomic variables account for the term structure of sovereign spreads? Studying the Brazilian case | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2015-01 | Can macroeconomic variables account for the term structure of sovereign spreads? Studying the Brazilian case | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2006-12 | Comparing models for forecasting the yield curve | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2015-01 | Comparing models for forecasting the yield curve | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2015-01 | Identification of affine term structure models with observed factors : economic shocks on Brazilian yield curves | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2007-04 | Identification of affine term structure models with observed factors: economic shocks on Brazilian yield curves | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2015-01 | Impact of macro shocks on sovereign default probabilities | Matsumura, Marco S. |
2006-12 | Impact of macro shocks on sovereign default probabilities | Matsumura, Marco S. |
2006-08 | Macro factors and the Brazilian yield curve with no arbitrage models | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |
2015-01 | Macro factors and the Brazilian yield curve with no arbitrage models | Matsumura, Marco S.; Moreira, Ajax Reynaldo Bello |