Access Statistics for Rafael B. De Rezende
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 | |
| A shadow rate without a lower bound constraint | 0 | 0 | 0 | 65 | 1 | 5 | 29 | 141 |
| A shadow rate without a lower bound constraint | 0 | 0 | 0 | 132 | 1 | 9 | 28 | 401 |
| Giving flexibility to the Nelso-Siegel class of term structure models | 0 | 0 | 0 | 41 | 1 | 4 | 15 | 152 |
| Risks in macroeconomic fundamentals and excess bond returns predictability | 0 | 0 | 0 | 40 | 0 | 7 | 27 | 124 |
| The interest rate effects of government bond purchases away from the lower bound | 0 | 0 | 1 | 57 | 0 | 9 | 20 | 103 |
| Total Working Papers | 0 | 0 | 1 | 335 | 3 | 34 | 119 | 921 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A shadow rate without a lower bound constraint | 1 | 2 | 3 | 14 | 1 | 7 | 24 | 61 |
| An event-driven bank stress indicator: The case of US regional banks | 0 | 0 | 0 | 4 | 5 | 8 | 22 | 34 |
| Giving Flexibility to the Nelson-Siegel Class of Term Structure Models | 0 | 0 | 0 | 7 | 0 | 2 | 22 | 61 |
| Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach | 0 | 0 | 0 | 0 | 0 | 4 | 12 | 96 |
| The interest rate effects of government bond purchases away from the lower bound | 0 | 1 | 1 | 50 | 1 | 7 | 18 | 156 |
| Total Journal Articles | 1 | 3 | 4 | 75 | 7 | 28 | 98 | 408 |
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