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 4 7 8 259
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 3 4 7 251
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 1 7 12 233
Does Curvature Enhance Forecasting? 0 0 1 100 4 4 6 245
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 2 204 1 3 9 607
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 0 5 5 197
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 3 4 7 746
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 1 3 5 165
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 0 86 3 4 6 295
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 0 0 107 1 1 1 259
Social welfare analysis in a simple financial economy with risk regulation 0 1 1 25 2 6 8 81
Term Structure Movements Implicit in Option Prices 0 0 0 84 2 3 6 250
The role of macroeconomic variables in sovereign risk 0 0 0 76 1 2 3 244
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 1 12 14 329
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 2 3 7 190
Total Working Papers 0 1 5 1,345 29 68 104 4,351


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 3 8 9 164
Forecasting bond yields in the Brazilian fixed income market 0 0 1 47 1 1 8 160
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 5 8 12 269
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 2 3 6 74
The role of macroeconomic variables in sovereign risk 0 0 0 23 1 1 2 84
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 2 5 7 238
Total Journal Articles 0 0 1 216 14 26 44 989


Statistics updated 2026-01-09