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 2 8 12 263
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 0 6 10 254
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 4 8 16 240
Does Curvature Enhance Forecasting? 0 0 0 100 1 10 10 251
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 2 204 3 8 15 614
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 2 3 8 200
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 1 12 16 755
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 3 8 12 172
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 0 86 2 6 9 298
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 0 0 107 3 7 7 265
Social welfare analysis in a simple financial economy with risk regulation 0 0 1 25 0 2 7 81
Term Structure Movements Implicit in Option Prices 0 0 0 84 1 8 11 256
The role of macroeconomic variables in sovereign risk 0 0 0 76 0 3 5 246
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 3 10 23 338
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 2 6 10 194
Total Working Papers 0 0 4 1,345 27 105 171 4,427


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 1 7 13 168
Forecasting bond yields in the Brazilian fixed income market 0 0 0 47 0 4 8 163
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 1 8 15 272
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 1 7 11 79
The role of macroeconomic variables in sovereign risk 0 0 0 23 0 4 5 87
The role of no-arbitrage on forecasting: Lessons from a parametric term structure model 0 0 0 52 2 8 13 244
Total Journal Articles 0 0 0 216 5 38 65 1,013


Statistics updated 2026-03-04