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 | 0 | 0 | 8 | 112 |
| A shadow rate without a lower bound constraint | 0 | 1 | 1 | 132 | 0 | 2 | 7 | 373 |
| Giving flexibility to the Nelso-Siegel class of term structure models | 0 | 0 | 1 | 41 | 0 | 0 | 4 | 137 |
| Risks in macroeconomic fundamentals and excess bond returns predictability | 0 | 0 | 0 | 40 | 0 | 1 | 3 | 97 |
| The interest rate effects of government bond purchases away from the lower bound | 0 | 1 | 4 | 57 | 0 | 1 | 5 | 84 |
| Total Working Papers | 0 | 2 | 6 | 335 | 0 | 4 | 27 | 803 |
| 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 | 0 | 0 | 3 | 11 | 2 | 4 | 15 | 40 |
| An event-driven bank stress indicator: The case of US regional banks | 0 | 0 | 1 | 4 | 0 | 2 | 7 | 14 |
| Giving Flexibility to the Nelson-Siegel Class of Term Structure Models | 0 | 0 | 1 | 7 | 0 | 0 | 4 | 39 |
| Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach | 0 | 0 | 0 | 0 | 0 | 0 | 5 | 84 |
| The interest rate effects of government bond purchases away from the lower bound | 0 | 1 | 3 | 49 | 0 | 2 | 9 | 138 |
| Total Journal Articles | 0 | 1 | 8 | 71 | 2 | 8 | 40 | 315 |
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