Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores
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References listed on IDEAS
- Campello, Murillo & Graham, John R. & Harvey, Campbell R., 2010.
"The real effects of financial constraints: Evidence from a financial crisis,"
Journal of Financial Economics,
Elsevier, vol. 97(3), pages 470-487, September.
- Murillo Campello & John Graham & Campbell R. Harvey, 2009. "The Real Effects of Financial Constraints: Evidence from a Financial Crisis," NBER Working Papers 15552, National Bureau of Economic Research, Inc.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-10 (All new papers)
- NEP-CDM-2010-07-10 (Collective Decision-Making)
- NEP-POL-2010-07-10 (Positive Political Economics)
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