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 12 13 28 279
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 2 2 18 265
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 1 22 247
Does Curvature Enhance Forecasting? 0 0 0 100 0 0 13 254
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 0 204 0 0 14 618
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 2 2 13 205
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 1 1 22 762
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 0 1 15 175
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 1 2 2 88 2 3 13 304
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 1 1 1 108 2 3 10 268
Social welfare analysis in a simple financial economy with risk regulation 0 0 1 25 0 0 7 82
Term Structure Movements Implicit in Option Prices 0 0 0 84 0 0 11 257
The role of macroeconomic variables in sovereign risk 0 0 0 76 0 0 6 248
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 0 1 25 341
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 3 13 199
Total Working Papers 2 3 5 1,348 21 30 230 4,504

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 16 172
Forecasting bond yields in the Brazilian fixed income market 0 0 0 47 0 0 6 165
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 0 1 17 276
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 0 0 9 80
The role of macroeconomic variables in sovereign risk 0 0 0 23 0 0 4 87
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 0 1 14 246
Total Journal Articles 0 0 0 216 0 2 66 1,026

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Statistics updated 2026-09-10