Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil

von Caldeira, João F.
Veröffentlicht in Empirical economics (2020)

Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model

von Stona, Filipe
Veröffentlicht in The North American journal of economics and finance (2019)

A macro-finance term structure model with multivariate stochastic volatility

von Laurini, Márcio Poletti
Veröffentlicht in International review of economics & finance (2016)

Foreign portfolio capital flows and stock returns : a study of Brazilian listed firms = Fluxos estrangeiro de capitail de portfolio e retornos acionários

von Loncan, Tiago Rodrigues
Veröffentlicht in Estudos econômicos (-2015)

The role of taxes and the interdependence among corporate financial policies : evidence from a natural experiment

von Colombo, Jéfferson A.
Veröffentlicht in The journal of corporate finance (2018)

Financial integration and the cost of capital : a study of the Brazilian equity market

von Loncan, Tiago Rodrigues
Veröffentlicht in International journal of economics and finance (2015)

Inflação implícita e o prêmio pelo risco : uma alternativa aos modelos VAR na previsão para o IPCA = Break even inflation rate and the risk premium : an alternative to the VAR mo...

von Caldeira, João F.
Veröffentlicht in Estudos econômicos (-2013)

Forecasting the US term structure of interest rates using nonparametric functional data analysis

von Caldeira, João F.
Veröffentlicht in Journal of forecasting (2017)

Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection

von Sant'Anna, Leonardo Riegel
Veröffentlicht in The quarterly review of economics and finance (2017)

Lasso-based index tracking and statistical arbitrage long-short strategies

von Sant'Anna, Leonardo Riegel
Veröffentlicht in The North American journal of economics and finance (2020)

Antecipação e surpresa monetária e seus efeitos nas taxas de juros de mercado

von Zabot, Udilmar Carlos
Veröffentlicht in Economia aplicada (-2013)

Previsões macroeconômicas baseadas em modelos TVP-VAR : evidências para o Brasil

von Caldeira, João F.
Veröffentlicht in Revista brasileira de economia (-2015)

Bond portfolio optimization using dynamic factor models

von Caldeira, João F.
Veröffentlicht in Journal of empirical finance (2016)

Seleção de carteiras utilizando o modelo Fama-French-Carhart

von Caldeira, João F.
Veröffentlicht in Revista brasileira de economia (-2013)

Measuring risk in fixed income portfolios using yield curve models

von Caldeira, João F.
Veröffentlicht in Computational economics (2015)

Semiparametric portfolios : Improving portfolio performance by exploiting non-linearities in firm characteristics

von Caldeira, João F.
Veröffentlicht in Economic modelling (2023)

Can we predict the financial markets based on Google's search queries?

von Perlin, Marcelo Scherer
Veröffentlicht in Journal of forecasting (2017)

Effects of IFRS on accounting information quality : evidence for Brazil

von Silva Júnior, Júlio César Araújo da
Veröffentlicht in International journal of economics and finance (2017)

Solving the index tracking problem based on a convex reformulation for cointegration

von Sant'Anna, Leonardo Riegel
Veröffentlicht in Finance research letters (2020)

Combining multivariate volatility forecasts: an economic-based approach

von Caldeira, João F.
Veröffentlicht in Journal of financial econometrics (2017)