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 3 3 254
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 3 5 8 229
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 2 3 8 606
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 0 2 3 742
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 1 1 25 1 3 4 163
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 0 86 0 0 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 1 1 3 76
Term Structure Movements Implicit in Option Prices 0 0 0 84 1 2 4 248
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 0 141 6 7 8 323
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 2 4 187
Total Working Papers 0 2 4 1,344 16 28 54 4,299


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 1 2 157
Forecasting bond yields in the Brazilian fixed income market 0 0 1 47 0 1 7 159
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 1 3 5 262
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 1 52 1 2 4 234
Total Journal Articles 0 0 2 216 3 9 22 966


Statistics updated 2025-11-08