Access Statistics for José Valentim Vicente

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Interest Rate Options Important for the Assessment of Interest Rate Risk? 0 0 0 65 0 0 1 251
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 0 3 4 247
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 1 5 224
Does Curvature Enhance Forecasting? 0 0 1 100 0 0 2 241
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 0 202 0 1 2 600
Forecasting the Yield Curve with Linear Factor Models 0 0 1 79 0 0 1 192
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 178 0 0 2 739
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 24 0 0 2 160
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 1 86 0 0 5 289
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 0 0 107 0 0 2 258
Social welfare analysis in a simple financial economy with risk regulation 0 0 0 24 0 1 3 75
Term Structure Movements Implicit in Option Prices 0 0 1 84 0 2 4 246
The role of macroeconomic variables in sovereign risk 0 0 0 76 0 1 3 242
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 141 0 1 3 316
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 1 1 184
Total Working Papers 0 0 7 1,341 0 11 40 4,264


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are interest rate options important for the assessment of interest rate risk? 0 0 0 33 0 0 0 155
Forecasting bond yields in the Brazilian fixed income market 0 1 1 47 0 2 4 156
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 0 1 3 258
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 0 1 1 69
The role of macroeconomic variables in sovereign risk 0 0 1 23 1 1 2 83
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 2 52 0 0 2 231
Total Journal Articles 0 1 4 216 1 5 12 952


Statistics updated 2025-05-12