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José Valentim Machado Vicente

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

Personal Details

First Name: José Valentim
Middle Name: Machado
Last Name: Vicente
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RePEc Short-ID: pvi124

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Affiliation

(in no particular order)

Works

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Working papers

  1. José Valentim Machado Vicente & Osmani Teixeira de Carvalho Guillen, 2010. "Do Inflation-linked Bonds Contain Information about Future Inflation?," Working Papers Series 214, Central Bank of Brazil, Research Department.
  2. Marco Shinobu Matsumura & Ajax Reynaldo Bello Moreira & José Valentim Machado Vicente, 2010. "Forecasting the Yield Curve with Linear Factor Models," Working Papers Series 223, Central Bank of Brazil, Research Department.
  3. André Luís Leite & Romeu Braz Pereira Gomes Filho & José Valentim Machado Vicente, 2009. "Previsão da Curva de Juros: um modelo estatístico com variáveis macroeconômicas," Working Papers Series 186, Central Bank of Brazil, Research Department.
  4. Caio Almeida & José Vicente, 2009. "Are Interest Rate Options Important for the Assessment of Interest Rate Risk?," Working Papers Series 179, Central Bank of Brazil, Research Department.
  5. Claudio Henrique da Silveira Barbedo & José Valentim Machado Vicente & Octávio Manuel Bessada Lion, 2009. "Pricing Asian Interest Rate Options with a Three-Factor HJM Model," Working Papers Series 188, Central Bank of Brazil, Research Department.
  6. Marcos S. Matsumura & José Valentim Vicente, 2009. "The role of macroeconomic variables in sovereign risk," Working Papers Series 196, Central Bank of Brazil, Research Department.
  7. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department.
  8. Felipe Pinheiro & Caio Almeida & José Vicente, 2007. "Um Modelo de Fatores Latentes com Variáveis Macroeconômicas para a Curva de Cupom Cambial," Working Papers Series 148, Central Bank of Brazil, Research Department.
  9. 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.
  10. Araújo, Aloísio Pessoa de & Vicente, José Valentim M., 2007. "Social Welfare Analysis in a Simple Financial Economy with Risk Regulation," Economics Working Papers (Ensaios Economicos da EPGE) 651, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  11. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Does Curvature Enhance Forecasting?," Working Papers Series 155, Central Bank of Brazil, Research Department.
  12. Almeida, Caio Ibsen Rodrigues de & Vicente, José Valentim M., 2007. "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model," Economics Working Papers (Ensaios Economicos da EPGE) 657, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  13. Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Working Papers Series 146, Central Bank of Brazil, Research Department.
  14. 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.
  15. 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.

Articles

  1. José Vicente & Alo�Sio Ara�Jo, 2010. "Social Welfare Analysis in a Financial Economy with Risk Regulation," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(3), pages 561-586, 06.
  2. Matsumura, Marco S. & Vicente, José Valentim Machado, 2010. "The role of macroeconomic variables in sovereign risk," Emerging Markets Review, Elsevier, vol. 11(3), pages 229-249, September.
  3. Almeida, Caio & Vicente, José, 2009. "Are interest rate options important for the assessment of interest rate risk?," Journal of Banking & Finance, Elsevier, vol. 33(8), pages 1376-1387, August.
  4. 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.
  5. Caio Almeida & Romeu Gomes & André Leite & Axel Simonsen & José Vicente, 2009. "Does Curvature Enhance Forecasting?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(08), pages 1171-1196.
  6. Vicente, José & Tabak, Benjamin M., 2008. "Forecasting bond yields in the Brazilian fixed income market," International Journal of Forecasting, Elsevier, vol. 24(3), pages 490-497.
  7. Almeida, Caio & Vicente, José, 2008. "The role of no-arbitrage on forecasting: Lessons from a parametric term structure model," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2695-2705, December.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-10-23
  2. NEP-CMP: Computational Economics (1) 2009-05-30
  3. NEP-FMK: Financial Markets (2) 2007-06-02 2007-12-01
  4. NEP-FOR: Forecasting (6) 2007-11-17 2007-12-01 2008-01-05 2009-05-30 2010-10-23 2010-12-04. Author is listed
  5. NEP-MAC: Macroeconomics (3) 2007-12-01 2009-05-30 2009-11-07
  6. NEP-MIC: Microeconomics (1) 2009-09-05
  7. NEP-MON: Monetary Economics (1) 2010-10-23
  8. NEP-REG: Regulation (2) 2007-06-02 2007-10-06
  9. NEP-RMG: Risk Management (2) 2007-06-02 2009-09-05
  10. NEP-SEA: South East Asia (2) 2007-06-02 2009-09-05
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2007-06-02

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