1. O Prêmio pela Maturidade na Estrutura a Termo das Taxas de Juros Brasileiras;Brito;Working Paper Series 72,2003
2. Time-varying Risk Premia in Emerging Markets: Explanation by a Multi-Factor Affine Term Structure;Almeida;International Journal of Theoretical and Applied Finance,2004
3. Forecasting Bond Yields in the Brazilian Fixed Income Market;Vicente;International Journal of Forecasting,2007
4. Modelo Fatorial Linear Macroeconômico de Estrutura a Termo da Taxa de Juros: Aplicação Para a Economia Brasileira;Silveira;Discussion Paper Institute of Applied Economic Research 1097,2005
5. Forecasting the Yield Curve with Linear Factor Models;Matsumura;Working Paper Series 223,2010