An analysis of the Brazilian yield curve: a no-arbitrage factor-augmented vector autoregression approach
Autor(a) principal: | |
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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. |
_version_ |
1741884561751539712 |