Browsing by Author Matsumura, Marco S.
Showing results 7 to 12 of 12
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| Issue Date | Title | Author(s) |
|---|---|---|
| 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 |