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 0 12 27 279
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 0 2 18 265
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 0 21 247
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 2 2 16 620
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 0 2 13 205
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 3 4 23 765
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 0 25 0 1 13 175
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 2 2 88 0 3 13 304
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 1 1 108 0 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 1 1 11 258
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 0 24 341
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 2 12 199
Total Working Papers 0 3 4 1,348 6 32 227 4,510


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 1 2 16 277
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 13 246
Total Journal Articles 0 0 0 216 1 3 64 1,027


Statistics updated 2026-10-11