An Essay on stochastic discount factor decomposition
Autor(a) principal: | |
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Data de Publicação: | 2018 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | https://hdl.handle.net/10438/24212 |
Resumo: | In this work, we use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. In our first set of results, we assess Christensen (2017) estimator using Monte Carlo simulations in order to evaluate the estimator performance in the rare disasters and habit formation asset pricing models. Generally, the estimation quality is not uniform and, in some cases, requires a large sample size to attain reasonable results. Next, we apply the nonparametric estimation to US and Brazilian data and estimate how the yield of a long-term zero-coupon bond responds to the initial state of the economy. Using a flexible specification for the state process leads to an interesting non-linear response of the yield to changes in the initial state. We find that the Brazilian long-term interest rate is about 5.3% per year. |
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Cordeiro, Fernando Luiz PereiraEscolas::EPGEFGVVicente, José Valentim MachadoGlasman, Daniela KubudiAlmeida, Caio Ibsen Rodrigues de2018-07-02T18:21:34Z2018-07-02T18:21:34Z2018https://hdl.handle.net/10438/24212In this work, we use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. In our first set of results, we assess Christensen (2017) estimator using Monte Carlo simulations in order to evaluate the estimator performance in the rare disasters and habit formation asset pricing models. Generally, the estimation quality is not uniform and, in some cases, requires a large sample size to attain reasonable results. Next, we apply the nonparametric estimation to US and Brazilian data and estimate how the yield of a long-term zero-coupon bond responds to the initial state of the economy. Using a flexible specification for the state process leads to an interesting non-linear response of the yield to changes in the initial state. We find that the Brazilian long-term interest rate is about 5.3% per year.engNonparametric estimationStochastic discount factorPermanent- transitory decompositionAsset-pricingFator de desconto estocásticoPreços de ativosEconomiaAvaliação de ativos - Modelo (CAPM)Risco (Economia)An Essay on stochastic discount factor decompositioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVTEXTSDFDecomposition_finalv.pdf.txtSDFDecomposition_finalv.pdf.txtExtracted texttext/plain56046https://repositorio.fgv.br/bitstreams/ce87cd7a-3776-4944-a330-4acbed547ec4/download723584b55d9f4e2246a68107431670deMD54PDF.txtPDF.txtExtracted 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dc.title.eng.fl_str_mv |
An Essay on stochastic discount factor decomposition |
title |
An Essay on stochastic discount factor decomposition |
spellingShingle |
An Essay on stochastic discount factor decomposition Cordeiro, Fernando Luiz Pereira Nonparametric estimation Stochastic discount factor Permanent- transitory decomposition Asset-pricing Fator de desconto estocástico Preços de ativos Economia Avaliação de ativos - Modelo (CAPM) Risco (Economia) |
title_short |
An Essay on stochastic discount factor decomposition |
title_full |
An Essay on stochastic discount factor decomposition |
title_fullStr |
An Essay on stochastic discount factor decomposition |
title_full_unstemmed |
An Essay on stochastic discount factor decomposition |
title_sort |
An Essay on stochastic discount factor decomposition |
author |
Cordeiro, Fernando Luiz Pereira |
author_facet |
Cordeiro, Fernando Luiz Pereira |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EPGE |
dc.contributor.affiliation.none.fl_str_mv |
FGV |
dc.contributor.member.none.fl_str_mv |
Vicente, José Valentim Machado Glasman, Daniela Kubudi |
dc.contributor.author.fl_str_mv |
Cordeiro, Fernando Luiz Pereira |
dc.contributor.advisor1.fl_str_mv |
Almeida, Caio Ibsen Rodrigues de |
contributor_str_mv |
Almeida, Caio Ibsen Rodrigues de |
dc.subject.eng.fl_str_mv |
Nonparametric estimation Stochastic discount factor Permanent- transitory decomposition Asset-pricing |
topic |
Nonparametric estimation Stochastic discount factor Permanent- transitory decomposition Asset-pricing Fator de desconto estocástico Preços de ativos Economia Avaliação de ativos - Modelo (CAPM) Risco (Economia) |
dc.subject.por.fl_str_mv |
Fator de desconto estocástico Preços de ativos |
dc.subject.area.por.fl_str_mv |
Economia |
dc.subject.bibliodata.por.fl_str_mv |
Avaliação de ativos - Modelo (CAPM) Risco (Economia) |
description |
In this work, we use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. In our first set of results, we assess Christensen (2017) estimator using Monte Carlo simulations in order to evaluate the estimator performance in the rare disasters and habit formation asset pricing models. Generally, the estimation quality is not uniform and, in some cases, requires a large sample size to attain reasonable results. Next, we apply the nonparametric estimation to US and Brazilian data and estimate how the yield of a long-term zero-coupon bond responds to the initial state of the economy. Using a flexible specification for the state process leads to an interesting non-linear response of the yield to changes in the initial state. We find that the Brazilian long-term interest rate is about 5.3% per year. |
publishDate |
2018 |
dc.date.accessioned.fl_str_mv |
2018-07-02T18:21:34Z |
dc.date.available.fl_str_mv |
2018-07-02T18:21:34Z |
dc.date.issued.fl_str_mv |
2018 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
https://hdl.handle.net/10438/24212 |
url |
https://hdl.handle.net/10438/24212 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.source.none.fl_str_mv |
reponame:Repositório Institucional do FGV (FGV Repositório Digital) instname:Fundação Getulio Vargas (FGV) instacron:FGV |
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FGV |
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FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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