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 1 1 1 252
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 0 0 3 247
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 2 5 226
Does Curvature Enhance Forecasting? 0 0 1 100 0 0 2 241
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 1 2 204 0 2 6 604
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 0 0 0 192
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 2 2 3 742
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 1 1 1 25 2 2 3 162
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 0 86 0 1 3 291
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 0 0 107 0 0 0 258
Social welfare analysis in a simple financial economy with risk regulation 0 0 0 24 0 0 2 75
Term Structure Movements Implicit in Option Prices 0 0 1 84 1 1 4 247
The role of macroeconomic variables in sovereign risk 0 0 0 76 0 0 1 242
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 1 141 1 1 3 317
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 1 2 4 187
Total Working Papers 1 2 6 1,344 9 14 40 4,283


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 1 1 156
Forecasting bond yields in the Brazilian fixed income market 0 0 1 47 0 2 7 159
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 2 3 4 261
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 0 2 3 71
The role of macroeconomic variables in sovereign risk 0 0 0 23 0 0 1 83
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 2 52 1 2 4 233
Total Journal Articles 0 0 3 216 3 10 20 963


Statistics updated 2025-10-06