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Issue DateTitleAuthor(s)
2006-08Macro factors and the Brazilian yield curve with no arbitrage modelsMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2015-01Macro factors and the Brazilian yield curve with no arbitrage modelsMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2015-01Identification of affine term structure models with observed factors : economic shocks on Brazilian yield curvesMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2005-07Can macroeconomic variables account for the term structure of sovereign spreads? Studying the Brazilian caseMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2007-04Identification of affine term structure models with observed factors: economic shocks on Brazilian yield curvesMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2006-12Comparing models for forecasting the yield curveMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2015-01Can macroeconomic variables account for the term structure of sovereign spreads? Studying the Brazilian caseMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello
2015-01Comparing models for forecasting the yield curveMatsumura, Marco S.; Moreira, Ajax Reynaldo Bello