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Information about:
Caio Almeida

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Caio
Middle Name:
Last Name: Almeida
Suffix:

RePEc Short-ID: pal249

Email:
Homepage: http://www.fgv.br/professor/calmeida/
Postal Address:
Phone:

Affiliation

(in no particular order)

Escola de Pós-Graduação em Economia (Graduate School of Economics)
Getulio Vargas Foundation
Location: Rio de Janeiro, Brazil
Homepage: http://epge.fgv.br/
Email:
Phone: 55-21-2559-5871
Fax: 55-21-2553-8821
Postal: Praia de Botafogo 190, sala 1100, Rio de Janeiro/RJ - CEP: 22253-900
Handle: RePEc:edi:epgvfbr (registered authors at this institution)

Works

Working papers

Caio Almeida & José Vicente, 2007. "The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model," Economics Working Papers (Ensaios Economicos da EPGE) 657, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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!]
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!]
Caio Almeida & Jeremy J. Graveline & Scott Joslin, 2005. "Do Options Contain Information About Excess Bond Returns?," IBMEC RJ Economics Discussion Papers 2005-04, Economics Research Group, IBMEC Business School - Rio de Janeiro. [Downloadable!]

NEP Fields

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

NEP-FMK: Financial Markets (2) 2005-12-09 2007-06-02 Author is listed
NEP-FOR: Forecasting (1) 2007-11-17 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 2008-7-8.

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