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 1 65 0 0 2 251
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 1 64 0 0 2 244
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 3 6 224
Does Curvature Enhance Forecasting? 0 1 1 100 0 2 3 241
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 0 202 0 1 2 599
Forecasting the Yield Curve with Linear Factor Models 0 0 1 79 0 0 2 192
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 2 178 0 0 3 739
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 24 0 1 3 160
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 2 86 0 0 7 289
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 2 74
Term Structure Movements Implicit in Option Prices 0 0 1 84 1 1 4 245
The role of macroeconomic variables in sovereign risk 0 0 0 76 0 0 2 241
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 141 0 0 2 315
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 1 1 2 184
Total Working Papers 0 1 10 1,341 3 10 44 4,256


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 1 155
Forecasting bond yields in the Brazilian fixed income market 1 1 1 47 1 3 3 155
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 0 0 2 257
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 0 0 0 68
The role of macroeconomic variables in sovereign risk 0 0 1 23 0 0 2 82
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 1 1 4 216 1 3 10 948


Statistics updated 2025-03-03