| Issue Date | Title | Author(s) |
| 2005-06 | Analysis of emerging markets sovereign credit spreads | Matsumura, Marco S.; Machado, J. Valentim (Ajuda na aquisição de dados); Rocha, Katia (Ajuda na aquisição de dados); Dysman, Michelle (Ajuda na aquisição de dados); Gonçalves, Franklin (Ajuda na aquisição de dados) |
| 2015-01 | Analysis of emerging markets sovereign credit spreads | Matsumura, Marco 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 |
