An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach

Detalhes bibliográficos
Autor(a) principal: BRUNO LUIZ DE MIRANDA SANTOS
Data de Publicação: 2017
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
id BRCRIS_8cd5f94b990a3573f6fe75cf317d3571
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
title An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
spellingShingle An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
Fatores, VAR, Taxas de Juros, Modelos Sem Arbitragem
Factors, VAR, Interest Rates, No-Arbitrage Models.
BRUNO LUIZ DE MIRANDA SANTOS
title_short An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
title_full An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
title_fullStr An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
title_full_unstemmed An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
title_sort An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
topic Fatores, VAR, Taxas de Juros, Modelos Sem Arbitragem
Factors, VAR, Interest Rates, No-Arbitrage Models.
publishDate 2017
format masterThesis
author_role author
author BRUNO LUIZ DE MIRANDA SANTOS
author_facet BRUNO LUIZ DE MIRANDA SANTOS
dc.contributor.advisor1.fl_str_mv RICARDO DIAS DE OLIVEIRA BRITO
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/9666627814660706
dc.publisher.none.fl_str_mv INSPER INSTITUTO DE ENSINO E PESQUISA
publisher.none.fl_str_mv INSPER INSTITUTO DE ENSINO E PESQUISA
instname_str INSPER INSTITUTO DE ENSINO E PESQUISA
dc.publisher.program.fl_str_mv ECONOMIA
dc.description.course.none.fl_txt_mv ECONOMIA
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachAn analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approachFatores, VAR, Taxas de Juros, Modelos Sem Arbitragem2017masterThesisauthorBRUNO LUIZ DE MIRANDA SANTOSRICARDO DIAS DE OLIVEIRA BRITOhttp://lattes.cnpq.br/9666627814660706INSPER INSTITUTO DE ENSINO E PESQUISAINSPER INSTITUTO DE ENSINO E PESQUISAINSPER INSTITUTO DE ENSINO E PESQUISAECONOMIAECONOMIAPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv SANTOS, BRUNO LUIZ DE MIRANDA. An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach. 2017. Tese.
dc.identifier.citation.fl_str_mv SANTOS, BRUNO LUIZ DE MIRANDA. An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach. 2017. Tese.
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