Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework

von Neto, Alberto Ronchi
Veröffentlicht in Empirical economics (2020)

Dependence analysis of ethanol, sugar, oil, BRL/USD exchange rate and BOVESPA : a vine copula approach

von Resende, Anderson Gomes
Veröffentlicht in Economia aplicada (-2015)

Evaluating the Euler equation in an open economy framework with time-varying preference rate

von Neto, Alberto Ronchi
Veröffentlicht in The empirical economics letters (2020)

Inflation, interest rate and output gap in the US economy : a vine copula modeling

von Candido, Osvaldo
Veröffentlicht in Journal of economic studies (2017)

Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model

von Salgado, Daniel Henrique
Veröffentlicht in Journal of risk (2018)

A comparison study of copula models for European financial index returns

von Tofoli, Paula V.
Veröffentlicht in International journal of economics and finance (2017)

Regularization methods for estimating a multi-factor corporate bond pricing model : an application for Brazil

von Guimarães, Paulo Roberto Fonteles
Veröffentlicht in Annals of financial economics (2021)

Forecasting risk measures using intraday and overnight information

von Santos, Douglas Gomes dos
Veröffentlicht in The North American journal of economics and finance (2022)

Assessing the human capital emergence, performance and effectiveness in a Brazilian retail bank

von Carbone, Pedro Paulo
Veröffentlicht in International journal of economics and finance (2017)