José Valentim M. Vicente - Central Bank Research Hub

Papers by year: All | 2017 | 2012 | 2011 | 2010 | 2007 | 2006

Title Other author(s)

Do Central Bank Actions Reduce Interest Rate Volatility?

Central Bank of Brazil Working Papers [View] (Paper: 468, 25.11.2017)

JEL: E43, E58, G14

Forecasting Bond Yields with Segmented Term Structure Models

Central Bank of Brazil Working Papers [View] (Paper: 288, 14.08.2012)

JEL: C53, C58, G12

The Adverse Selection Cost Component of the Spread of Brazilian Stocks

Central Bank of Brazil Working Papers [View] (Paper: 263, 08.12.2011)

Forecasting the Yield Curve with Linear Factor Models

Central Bank of Brazil Working Papers [View] (Paper: 223, 04.01.2011)

Do Inflation-linked Bonds Contain Information about Future Inflation?

Central Bank of Brazil Working Papers [View] (Paper: 214, 21.10.2010)

The role of macroeconomic variables in sovereign risk

Central Bank of Brazil Working Papers [View] (Paper: 196, 01.06.2010)

Does Curvature Enhance Forecasting?

Central Bank of Brazil Working Papers [View] (Paper: 155, 28.12.2007)

Forecasting Bonds Yields in the Brazilian Fixed Income Market

Central Bank of Brazil Working Papers [View] (Paper: 141, 06.09.2007)

Identifying Volatility Risk Premium from Fixed Income Asian Options

Central Bank of Brazil Working Papers [View] (Paper: 136, 19.05.2007)

Term Structure Movements Implicit in Option Prices

Central Bank of Brazil Working Papers [View] (Paper: 128, 01.02.2007)

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)

Papers by year: All | 2017 | 2012 | 2011 | 2010 | 2007 | 2006