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 3 15 266
Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint 0 0 0 64 2 9 16 263
Do Inflation-linked Bonds Contain Information about Future Inflation? 0 0 0 85 0 6 22 246
Does Curvature Enhance Forecasting? 0 0 0 100 0 3 13 254
Forecasting Bonds Yields in the Brazilian Fixed Income Market 0 0 2 204 0 4 18 618
Forecasting the Yield Curve with Linear Factor Models 0 0 0 79 0 3 11 203
Identifying Volatility Risk Premium from Fixed Income Asian Options 0 0 0 178 1 6 21 761
Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial 0 0 1 25 0 2 14 174
Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas 0 0 0 86 0 3 12 301
Pricing Asian Interest Rate Options with a Three-Factor HJM Model 0 0 0 107 0 0 7 265
Social welfare analysis in a simple financial economy with risk regulation 0 0 1 25 1 1 7 82
Term Structure Movements Implicit in Option Prices 0 0 0 84 0 1 11 257
The role of macroeconomic variables in sovereign risk 0 0 0 76 1 2 6 248
The role of no-arbitrage on forecasting: lessons from a parametric term structure model 0 0 0 141 0 2 24 340
Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial 0 0 0 26 0 2 12 196
Total Working Papers 0 0 4 1,345 5 47 209 4,474


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 4 17 172
Forecasting bond yields in the Brazilian fixed income market 0 0 0 47 1 2 8 165
Identifying volatility risk premia from fixed income Asian options 0 0 0 46 1 3 17 275
Social Welfare Analysis in a Financial Economy with Risk Regulation 0 0 0 15 0 1 11 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 14 245
Total Journal Articles 0 0 0 216 3 11 71 1,024


Statistics updated 2026-06-04