José Valentim M. Vicente - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2007 | 2006

	Title	Other author(s)
Abstract Full text	Forecasting Bond Yields with Segmented Term Structure Models Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012) JEL: C53, C58, G12	Axel Simonsen Caio Almeida
Abstract Full text	The Adverse Selection Cost Component of the Spread of Brazilian Stocks Central Bank of Brazil Working Papers [View] (Paper: 263, 08.12.2011)	Claudio Henrique da Silveira Barbedo Gustavo Silva Araújo
Abstract Full text	Forecasting the Yield Curve with Linear Factor Models Central Bank of Brazil Working Papers [View] (Paper: 223, 04.01.2011)	Ajax Reynaldo Bello Moreira Marco Shinobu Matsumura
Abstract Full text	Do Inflation-linked Bonds Contain Information about Future Inflation? Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)	Osmani Teixeira de Carvalho Guillén
Abstract Full text	The role of macroeconomic variables in sovereign risk Central Bank of Brazil Working Papers [View] (Paper: 196, 01.06.2010)	Marcos S. Matsumura
Abstract Full text	Does Curvature Enhance Forecasting? Central Bank of Brazil Working Papers [View] (Paper: 155, 28.12.2007)	André Leite Caio Almeida Romeu Gomes
Abstract Full text	Forecasting Bonds Yields in the Brazilian Fixed Income Market Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)	Benjamin M. Tabak
Abstract Full text	Identifying Volatility Risk Premium from Fixed Income Asian Options Central Bank of Brazil Working Papers [View] (Paper: 136, 19.05.2007)	Caio Ibsen R. Almeida
Abstract Full text	Term Structure Movements Implicit in Option Prices Central Bank of Brazil Working Papers [View] (Paper: 128, 01.02.2007)	Carlos Ibsen R. Almeida
Abstract Full text	Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint Central Bank of Brazil Working Papers [View] (Paper: 118, 09.10.2006)	Aloísio P. Araújo

Papers by year: All | 2012 | 2011 | 2010 | 2007 | 2006