Showing 1 - 4 results of 4 for search 'João F. Caldeira', query time: 0.02s Refine Results
  1. 1
    Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?

    Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value? by João F. Caldeira, Rangan Gupta, Hudson S. Torrent

    Published 2020-11-01
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  2. 2
    Antecipação e surpresa monetária e seus efeitos nas taxas de juros de mercado

    Antecipação e surpresa monetária e seus efeitos nas taxas de juros de mercado by Udilmar Carlos Zabot, Sidney Martins Caetano, João F. Caldeira

    Published 2013-06-01
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  3. 3
    Portfolio management using realized covariances: Evidence from Brazil

    Portfolio management using realized covariances: Evidence from Brazil by João F. Caldeira, Guilherme V. Moura, Marcelo S. Perlin, André A.P. Santos

    Published 2017-09-01
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  4. 4
    Forecasting the yield curve with the arbitrage-free dynamic Nelson–Siegel model: Brazilian evidence

    Forecasting the yield curve with the arbitrage-free dynamic Nelson–Siegel model: Brazilian evidence by João F. Caldeira, Guilherme V. Moura, André A.P. Santos, Fabricio Tourrucôo

    Published 2016-05-01
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