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Modelagem Multifatorial Da Estrutura A Termo De Juros De Ltn'S Utilizando Análise De Componentes Principais

Author

Listed:
  • Aureliano Angel Bressan
  • Rodrigo Araújo Alves
  • Riquelme Aparecida Caetano
  • Robert Aldo Iquiapaza

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  • Aureliano Angel Bressan & Rodrigo Araújo Alves & Riquelme Aparecida Caetano & Robert Aldo Iquiapaza, 2007. "Modelagem Multifatorial Da Estrutura A Termo De Juros De Ltn'S Utilizando Análise De Componentes Principais," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 058, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Handle: RePEc:anp:en2007:058
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    File URL: http://www.anpec.org.br/encontro2007/artigos/A07A058.pdf
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    Cited by:

    1. Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).

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