Author:
Almeida Caio,Vicente José
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Affine processes, arbitrage-free term structures of Legendre polynomials, and option pricing;Almeida;International Journal of Theoretical and Applied Finance,2005
2. Decomposing and simulating the movements of term structures of interest rates in emerging eurobond markets;Almeida;Journal of Fixed Income,1998
3. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Ang;Journal of Monetary Economics,2003
4. Bowsher, C., Meeks, R., 2006. High dimensional yield curves: Models and forecasting. Working Paper, Nuffield College, University of Oxford.
5. Bond risk premia;Cochrane;American Economic Review,2005
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32 articles.
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