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Information about:
José Valentim Vicente

Personal Details | Affiliation | Works

This is information that was supplied by José Vicente in registering through RePEc. If you are José Valentim Vicente , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: José
Middle Name: Valentim
Last Name: Vicente
Suffix:

RePEc Short-ID: pvi124

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

(in no particular order)

Banco Central do Brasil (Central Bank of Brazil)
Location: Brasília, Brazil
Homepage: http://www.bcb.gov.br/
Email:
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (registered authors at this institution)
IBMEC Business School - Rio de Janeiro
Location: Rio de Janeiro, Brazil
Homepage: http://www.ibmecrj.br/
Email:
Phone:
Fax:
Postal: Av. Pres. Wilson 118, 11 andar, Rio de Janeiro, RJ, Brazil, 20030-020
Handle: RePEc:edi:ibmrjbr (registered authors at this institution)

Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

Caio Ibsen R. Almeida & José Valentim M. Vicente, 2007. "Identifying Volatility Risk Premium from Fixed Income Asian Options," Working Papers Series 136, Central Bank of Brazil, Research Department. [Downloadable!]
Published as:
- Almeida, Caio & Vicente, José, 2009. "Identifying volatility risk premia from fixed income Asian options," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 652-661, April. [Downloadable!] (restricted)
Aloísio P. Araújo & José Valentim M. Vicente, 2006. "Contagion, Bankruptcy and Social Welfare Analysis in a Financial Economy with Risk Regulation Constraint," Working Papers Series 118, Central Bank of Brazil, Research Department. [Downloadable!]
Caio Ibsen R. Almeida & José Valentim M. Vicente, 2006. "Term Structure Movements Implicit in Option Prices," Working Papers Series 128, Central Bank of Brazil, Research Department. [Downloadable!]

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-FMK: Financial Markets (1) 2007-06-02 Author is listed
NEP-REG: Regulation (1) 2007-06-02 Author is listed
NEP-RMG: Risk Management (1) 2007-06-02 Author is listed
NEP-SEA: South East Asia (1) 2007-06-02 Author is listed
NEP-UPT: Utility Models & Prospect Theory (1) 2007-06-02 Author is listed

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This page was last updated on 2009-10-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.