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1
Disagreement in expectations and the credibility of monetary authorities in the Brazilian inflation targeting regime
Published 2016-01-01Subjects: Get full text
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2
Recovering Yield Curves from Dynamic Term Structure Models with Time-Varying Factors
Published 2020-08-01Subjects: Get full text
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3
Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders
Published 2022-03-01Subjects: “…term structure…”
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4
Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates
Published 2003-06-01Subjects: “…term structure…”
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5
Affine Term Structure Models: Forecasting the Yield Curve for Colombia
Published 2016-07-01Subjects: “…term structure…”
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6
Asymmetry and Risk Premia in the Brazilian Term Structure of Interest Rates
Published 2011-06-01Subjects: Get full text
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7
Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation
Published 2005-06-01Subjects: “…term structure of interest rates…”
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8
A Parametric Factor Model of the Term Structure of Mortality
Published 2019-03-01Subjects: Get full text
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9
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis
Published 2020-05-01Subjects: Get full text
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10
Between Scylla and Charybdis: The Bermudan Swaptions Pricing Odyssey
Published 2021-01-01Subjects: Get full text
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11
Zero-Coupon Yield Curve Estimation with the Package termstrc
Published 2010-10-01Subjects: Get full text
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13
Monetary policy at the zero lower bound. Geldpolitik an der Null-Zins-Grenze
Published 2015-12-01Subjects: Get full text
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14
Movimentos da estrutura a termo da taxa de juros brasileira e imunização
Published 2001-02-01Subjects: “…term structure ofinterest rates…”
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15
Forecasting Interest Rates Using Geostatistical Techniques
Published 2015-11-01Subjects: “…term structure…”
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16
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
Published 2021-08-01Subjects: Get full text
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17
A Semi-Static Replication Method for Bermudan Swaptions under an Affine Multi-Factor Model
Published 2023-09-01Subjects: Get full text
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18
A Comparative Analysis of the Expectations Hypothesis of the Term Structure of Interest Rates between the BRICS and G7 Countries
Published 2021-06-01Subjects: Get full text
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19
Preferred habitat and the term structure of interest rates in DSGE models
Published 2019-01-01Subjects: “…term structure of interest rates…”
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20
Disaggregated savings. Some implications for a capital-based macroeconomic framework
Published 2023-04-01Subjects: Get full text
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