E-LIB Suche - Ergebnisse für: Vicente, José Valentim Machado - Sprache DE

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1

A Stochastically Correlated Bivariate Square-Root Model:

da Silva, Allan Jonathan ; Baczynski, Jack ; Vicente, José Valentim Machado
International Journal of Financial Studies. 12 (2024) 2 - p. 31 , 2024

Link: https://doi.org/10.3390/..

2

A non-knotty inflation risk premium model:

Vicente, José Valentim Machado
Applied Economics. 55 (2022) 28 - p. 3271-3278 , 2022

Link: https://doi.org/10.1080/..

3

Rationality and anchoring of inflation expectations: An ass..:

de Mendonça, Helder Ferreira ; Garcia, Pedro Mendes ; Vicente, José Valentim Machado
Journal of Forecasting. 40 (2021) 6 - p. 1027-1053 , 2021

Link: https://doi.org/10.1002/..

4

A volatility smile-based uncertainty index:

Vicente, José Valentim Machado ; Marins, Jaqueline Terra Moura
Annals of Finance. 17 (2021) 2 - p. 231-246 , 2021

Link: https://doi.org/10.1007/..

5

Do central bank foreign exchange interventions affect marke..:

Marins, Jaqueline Terra Moura ; Araujo, Gustavo Silva ; Vicente, José Valentim Machado
Applied Economics. 49 (2017) 31 - p. 3017-3031 , 2017

Link: https://doi.org/10.1080/..

6

Do the central bank actions reduce interest rate volatility:

Marins, Jaqueline Terra Moura ; Vicente, José Valentim Machado
Economic Modelling. 65 (2017) - p. 129-137 , 2017

Link: https://doi.org/10.1016/..

7

The role of macroeconomic variables in sovereign risk:

Matsumura, Marco S. ; Vicente, José Valentim Machado
Emerging Markets Review. 11 (2010) 3 - p. 229-249 , 2010

Link: https://doi.org/10.1016/..

8

Forecasting the yield curve: A statistical model with marke..:

Leite, André Luís ; Filho, Romeu Braz Pereira Gomes ; Vicente, José Valentim Machado
International Review of Financial Analysis. 19 (2010) 2 - p. 108-112 , 2010

Link: https://doi.org/10.1016/..

9

Decompondo a Inflação Implícita:

Vicente, José Valentim Machado ; Graminho, Flávia Mourão
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/23933/50325. , 2015

Link: http://bibliotecadigital..

10

Assessing Day-to-Day Volatility: Does the Trading Time Matt..:

Vicente, José Valentim Machado ; Araujo, Gustavo Silva ; Castro, Paula Baião Fisher de.
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/13483/23118. , 2014

Link: http://bibliotecadigital..

11

Constructing the yield curve for Brazilian debentures using..:

Araújo, Vinícius Gomes ; Barbedo, Claudio Henrique da Silveira ; Vicente, José Valentim Machado
https://www.revistas.usp.br/rausp/article/view/55834/59239. , 2013

Link: https://www.revistas.usp..

12

Do inflation-linked bonds contain information about future ..:

Vicente, José Valentim Machado ; Guillen, Osmani Teixeira de Carvalho
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/7365/7886. , 2013

Link: http://bibliotecadigital..

13

Dynamic strategies to optimize asset allocation: empirical ..:

Cardoso, Hedmilton Mourão ; Barbedo, Claudio Henrique da Silveira ; Vicente, José Valentim Machado
http://www.bbronline.com.br/index.php/bbr/article/view/272/415. , 2012

Link: http://www.bbronline.com..

14

Identification of Gaussian Term Structure Models with Obser..:

Matsumura, Marco ; Moreira, Ajax ; Vicente, Jose Valentim Machado
http://bibliotecadigital.fgv.br/ojs/index.php/bre/article/view/5835/4530. , 2011

Link: http://bibliotecadigital..

15

Does implied volatility contain information about future vo..:

Vicente, José Valentim Machado ; Guedes, Tiago de Sousa
http://www.bbronline.com.br/index.php/bbr/article/view/359/545. , 2010

Link: http://www.bbronline.com..

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