SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forecasting bond yields in the Brazilian fixed income market · Study

ArticleShelves

ArticleForecasting bond yields in the Brazilian fixed income market

José Valentim Machado Vicente2008

OA

Articlebronze2008

Forecasting bond yields in the Brazilian fixed income market

José Valentim Machado Vicente · Benjamin Miranda Tabak

52 citations·0/0 files stored·International Journal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 52 citations exist upstream.

References

1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1987Parsimonious Modeling of Yield Curves 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 2003Forecasting the Term Structure of Government Bond Yields 1991Common Factors Affecting Bond Returns 2000Specification Analysis of Affine Term Structure Models 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Cited by

2011Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound 2012Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound 2017The Sovereign Yield Curve and Credit Ratings in GIIPS

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Predictions of Short-Term Rates and the Expectations Hypothesisreport · 11 shared references 2008Uncertainty and the Price of Risk in a Nominal Convergence Processpreprint · 10 shared references 2011The affine arbitrage-free class of Nelson–Siegel term structure modelsarticle · 9 shared references 2007The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Modelspreprint · 9 shared references 2010Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Setarticle · 9 shared references 2013Forecasting interest rates with shifting endpointsarticle · 9 shared references

Details

Year2008

Typearticle

Published2008-05-28

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations52

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/j.ijforecast.2008.03.009

openalex_workW1982927714

Links

Imported from OpenAlex (CC0) — nothing here is generated.