Análise de componentes principais de dados funcionais - uma aplicação às estruturas a termo de taxas de juros
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- Correa, Arnildo da Silva & Minella, André, 2010.
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Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 64(3), September.
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- Mr. Marco Rodriguez Waldo & Mr. Richard Munclinger & Mr. Luiz Alves & Mr. Rodrigo Cabral, 2011. "On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions," IMF Working Papers 2011/113, International Monetary Fund.
- Areosa, Waldyr Dutra & Areosa, Marta B.M., 2016. "The inequality channel of monetary transmission," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 214-230.
- Barbedo, Claudio H.S. & de Melo, Eduardo F.L., 2012. "Joint dynamics of Brazilian interest rate yields and macro variables under a no-arbitrage restriction," Journal of Economics and Business, Elsevier, vol. 64(5), pages 364-376.
- Mauricio S. Bugarin & Fabia A. de Carvalho, 2005.
"Comment on ‘Market discipline and monetary policy’ by Carl Walsh,"
Oxford Economic Papers, Oxford University Press, vol. 57(4), pages 732-739, October.
- Maurício S. Bugarin & Fabia A. de Carvalho, 2005. "Comment on Market Discipline and Monetary Policy by Carl Walsh," Working Papers Series 95, Central Bank of Brazil, Research Department.
- Angelo Marsiglia Fasolo, 2006. "Interdependence and Contagion: an Analysis of Information Transmission in Latin America's Stock Markets," Working Papers Series 112, Central Bank of Brazil, Research Department.
- Márcio I. Nakane & Leonardo S. Alencar & Fabio Kanczuk, 2006. "Demand for Bank Services and Market Power in Brazilian Banking," Working Papers Series 107, Central Bank of Brazil, Research Department.
- Mirta Noemí Sataka Bugarin & Roberto de Goes Ellery Jr. & Victor Gomes Silva & Marcelo Kfoury Muinhos, 2005. "Steady State Analysis of an Open Economy General Equilibrium Model for Brazil," Working Papers Series 92, Central Bank of Brazil, Research Department.
- Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
- Benjamin M. Tabak, 2006.
"The Dynamic Relationship Between Stock Prices And Exchange Rates: Evidence For Brazil,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(08), pages 1377-1396.
- Benjamin M. Tabak, 2006. "The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil," Working Papers Series 124, Central Bank of Brazil, Research Department.
- Alessandra Pasqualina Viola & Margarida Sarmiento Gutierrez & Claudio Henrique Barbedo & Andre Luiz Carvalhal da Silva, 2013. "Impact of exchange rate swaps on the dollar coupon curve: an analysis according to principal components regression," Brazilian Business Review, Fucape Business School, vol. 10(1), pages 79-101, January.
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