المؤلفون: Faria, Luis Giovanni

المصدر: Brazilian Review of Finance; Vol. 22 No. 1 (2024): January-March; 1-29 ; Revista Brasileira de Finanças; v. 22 n. 1 (2024): Janeiro-Março; 1-29 ; 1984-5146 ; 1679-0731

مصطلحات موضوعية: Taxas de juros, Indicadores econômicos, Curva de juros, Curvatura, Duração, Renda fixa, Curva de desconto, Títulos públicos brasileiros, Regressão ridge por kernel, Evolução diferencial, Medidas de risco, E3, C41, C43, Interest rates, Economic indicators, Interest rate curve, Curvature, Duration, Fixed income, Discount curve, Brazilian federal bonds, Kernel ridge regression, Differential evolution, Risk measure

وصف الملف: application/pdf

Relation: https://periodicos.fgv.br/rbfin/article/view/89588/85436; https://periodicos.fgv.br/rbfin/article/view/89588

الاتاحة: https://periodicos.fgv.br/rbfin/article/view/89588

المؤلفون: Fernandes, Marcelo, Nunes, Clemens, Reis, Yuri

المصدر: Brazilian Review of Econometrics; Vol. 40 No. 2 (2020); 267-284 ; Brazilian Review of Econometrics; v. 40 n. 2 (2020); 267-284 ; 1980-2447

مصطلحات موضوعية: curva de juros, curvatura, fatores de Nelson-Siegel, inclinação, nível, C58, G12, curvature, level, Nelson-Siegel factors, slope, yield curve

وصف الملف: application/pdf

Relation: https://periodicos.fgv.br/bre/article/view/79438/79360; https://periodicos.fgv.br/bre/article/view/79438

الاتاحة: https://periodicos.fgv.br/bre/article/view/79438

المؤلفون: RENATA CARREIRO AVILA

Thesis Advisors: CARLOS VIANA DE CARVALHO

مصطلحات موضوعية: [pt] POLITICA FISCAL, [pt] CURVA DE JUROS, [pt] DADOS DE TEXTO, [pt] RISCO E INCERTEZA, [en] FISCAL POLICY, [en] YIELD CURVE, [en] TEXT DATA, [en] RISK AND UNCERTAINTY

الاتاحة: https://www.maxwell.vrac.puc-rio.br/colecao.php?strSecao=resultado&nrSeq=63555@1
https://www.maxwell.vrac.puc-rio.br/colecao.php?strSecao=resultado&nrSeq=63555@2

المؤلفون: Dario, Ronie Peterson, Gonçalves, João Luis, Ganacim, Francisco Itamarati Secolo, Frota, Silvia Franciele Padilha

المساهمون: CAPES

المصدر: RECEN-Revista de Ciências Naturais e Exatas; v. 20, n. 2 (2018): RECEN; 123-135 ; RECEN - Revista Ciências Exatas e Naturais; v. 20, n. 2 (2018): RECEN; 123-135 ; 2175-5620 ; 1518-0352

مصطلحات موضوعية: Matemática, estrutura a termo das taxas de juros, curva de juros, Educação

وصف الملف: application/pdf

Relation: https://revistas.unicentro.br/index.php/RECEN/article/view/5074/pdf; https://revistas.unicentro.br/index.php/RECEN/article/view/5074

الاتاحة: https://revistas.unicentro.br/index.php/RECEN/article/view/5074

المؤلفون: RENATA CARREIRO AVILA

المساهمون: CARLOS VIANA DE CARVALHO, MARCELO CUNHA MEDEIROS

مصطلحات موضوعية: [pt] POLITICA FISCAL, [pt] CURVA DE JUROS, [pt] DADOS DE TEXTO, [pt] RISCO E INCERTEZA, [en] FISCAL POLICY, [en] YIELD CURVE, [en] TEXT DATA, [en] RISK AND UNCERTAINTY

الاتاحة: https://www.maxwell.vrac.puc-rio.br/colecao.php?strSecao=resultado&nrSeq=63555@1
https://www.maxwell.vrac.puc-rio.br/colecao.php?strSecao=resultado&nrSeq=63555@2
https://doi.org/10.17771/PUCRio.acad.63555

المؤلفون: Hissanaga, Hugo Mamoru Aoki

Thesis Advisors: Laurini, Marcio Poletti

مصطلحات موضوعية: Análise de componentes principais, Curva de juros, Forecasting, Interest curve, Previsão, Principal components analysis, Robustez, Robustness

وصف الملف: application/pdf

الاتاحة: http://www.teses.usp.br/teses/disponiveis/96/96131/tde-27102017-102841/

المؤلفون: Dell'Aquila, Tatiana Lucke UNIFESP

المساهمون: Ikeda, Ricardo Hirata UNIFESP, http://lattes.cnpq.br/8947172754130123

مصطلحات موضوعية: Letra do Tesouro Nacional, Curva de juros, LTN Casada, Processo de Weiner

وصف الملف: application/pdf

Relation: Dell'Aquila, Tatiana Lucke. Análise da previsibilidade do prêmio das LTN casadas utilizando-se de processo de Markov. 2023. Trabalho de Conclusão de Curso (Bacharelado em Ciências atuariais) - Universidade Federal de São Paulo, Escola Paulista de Política, Economia e Negócios, Osasco, 2023.; https://repositorio.unifesp.br/11600/70207

الاتاحة: https://repositorio.unifesp.br/11600/70207

المؤلفون: Silva, Mateus Vieira da

المساهمون: Caldeira, João Frois, Universidade Federal de Santa Catarina.

مصطلحات موضوعية: Curva de juros, Imunização, Hedge, Duração, Fatores, Nível, Inclinação, Curvatura

وصف الملف: application/pdf

Relation: https://repositorio.ufsc.br/handle/123456789/252573

الاتاحة: https://repositorio.ufsc.br/handle/123456789/252573

المؤلفون: Roeder, Willian

المساهمون: Meurer, Roberto, Universidade Federal de Santa Catarina.

مصطلحات موضوعية: Política Monetária no Brasil, Curva de juros, Surpresa

وصف الملف: 44 p.; application/pdf

Relation: https://repositorio.ufsc.br/handle/123456789/252411

الاتاحة: https://repositorio.ufsc.br/handle/123456789/252411

المؤلفون: Costa, Felipe da Silva

المساهمون: Muinhos, Marcelo Kfoury, Escolas::EESP, Marçal, Emerson, Ramos, Pedro Lutz

مصطلحات موضوعية: Políticas monetárias não convencionais, Curva de juros, Forward guidance, Unconventional monetary policies, Yield curve, Economia, Taxas de juros, Banco Central do Brasil, Crise financeira, Política monetária - Brasil

وصف الملف: application/pdf

Relation: https://hdl.handle.net/10438/34352

الاتاحة: https://hdl.handle.net/10438/34352

المؤلفون: Faria, Luis Cláudio De Giovanni Pache de

المساهمون: Fernandes, Marcelo, Escolas::EESP, Mendes, Eduardo Fonseca, Albani, Vinícius Viana

مصطلحات موضوعية: Curvature, Duration, Fixed income, Yield curve, Brazilian federal bonds, Kernel ridge regression, Differential evolution, Taxas de juros, Indicadores econômicos, Curva de juros, Economia, Taxas de juros - Brasil, Curvatura, Análise de regressão

وصف الملف: application/pdf

Relation: https://hdl.handle.net/10438/33739

الاتاحة: https://hdl.handle.net/10438/33739

المؤلفون: Meirelles, Sofia Kusiak, Fernandes, Marcelo

المصدر: Brazilian Review of Finance; Vol. 16 No. 2 (2018): April-June; 179-219 ; Revista Brasileira de Finanças; v. 16 n. 2 (2018): April-June; 179-219 ; 1984-5146 ; 1679-0731

مصطلحات موضوعية: Yield curve, Duration, Factors, Level, Slope, Curvature, Curva de juros, Duração, Fatores, Nível, Inclinação, Curvatura, G11, G12

وصف الملف: application/pdf

Relation: https://periodicos.fgv.br/rbfin/article/view/69279/72839; https://periodicos.fgv.br/rbfin/article/view/69279/72840; https://periodicos.fgv.br/rbfin/article/view/69279

الاتاحة: https://periodicos.fgv.br/rbfin/article/view/69279

المؤلفون: Cordeiro, Henrique Assis

المساهمون: Escolas::EESP, Silva, Luiz Henrique Moraes da, de Losso da Silveira Bueno, Rodrigo

المصدر: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV

مصطلحات موضوعية: Curva de juros, Cointegração, Mercado Financeiro, Machine learning, Agrupamento, Indicadores econômicos, Regime de mercado, Economia, Taxas de juros futuras

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______3056::4690429dc689bcf213223224dd35b13a

المؤلفون: Zabot, Udilmar Carlos, Caetano, Sidney Martins, Caldeira, João F.

المصدر: Economia Aplicada. June 2013 17(2)

مصطلحات موضوعية: Curva de Juros, Regra de Taylor, Política Monetária no Brasil

وصف الملف: text/html

URL الوصول: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502013000200003

المؤلفون: Araújo, Vinícius Gomes, Barbedo, Claudio Henrique da Silveira, Vicente, José Valentim Machado

المصدر: Revista de Administração (São Paulo). March 2013 48(1)

مصطلحات موضوعية: curva de juros, debêntures, modelo Nelson-Siegel, spread

وصف الملف: text/html

URL الوصول: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0080-21072013000100008

المؤلفون: Udilmar Carlos Zabot, Sidney Martins Caetano, João F. Caldeira

المصدر: Economia Aplicada, Vol 17, Iss 2, Pp 227-249 (2013)

مصطلحات موضوعية: Curva de Juros, Regra de Taylor, Política Monetária no Brasil, Economic history and conditions, HC10-1085, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502013000200003&lng=en&tlng=en; https://doaj.org/toc/1980-5330

URL الوصول: https://doaj.org/article/59279c5c0687445f96494ab98df15336

المؤلفون: Vinícius Gomes Araújo, Claudio Henrique da Silveira Barbedo, José Valentim Machado Vicente

المصدر: RAUSP: Revista de Administração da Universidade de São Paulo, Vol 48, Iss 1, Pp 98-113 (2013)

مصطلحات موضوعية: curva de tipo de interés, bonos, modelo Nelson-Siegel, spread, curva de juros, debêntures, yield curve, corporate bonds, Nelson-Siegel model, Business, HF5001-6182

وصف الملف: electronic resource

Relation: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0080-21072013000100008; https://doaj.org/toc/0080-2107; https://doaj.org/toc/1984-6142

URL الوصول: https://doaj.org/article/d6b0d82ad3c34c6cb011eb90f8b58195

المؤلفون: Almeida, Caio, Gomes, Romeu, Leite, André, Vicente, José

المصدر: Revista Brasileira de Economia. December 2008 62(4)

مصطلحات موضوعية: Modelos Paramétricos de Estrutura a Termo, Componentes Principais, Previsão da Curva de Juros

وصف الملف: text/html

URL الوصول: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0034-71402008000400006

المؤلفون: Moraes, Milene Maiser

المساهمون: Caldeira, João Frois, Universidade Federal de Santa Catarina

مصطلحات موضوعية: Curva de juros, Modelo afim para a estrutura a termo, Prêmio a termo, Yield Curve, Affine term structure model, Term Premium

وصف الملف: 64 f.; application/pdf

Relation: https://repositorio.ufsc.br/handle/123456789/237214

الاتاحة: https://repositorio.ufsc.br/handle/123456789/237214

المساهمون: MARCIO GOMES PINTO GARCIA

مصطلحات موضوعية: [pt] CURVA DE JUROS, [pt] MODELO GAUSSIANO AFIM, [pt] EXPECTATIVA, [pt] PREMIO DE RISCO, [en] INTEREST RATE CURVE, [en] GAUSSIAN AFFINE MODEL, [en] EXPECTATIONS, [en] EQUITY RISK PREMIUM

الاتاحة: https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=51398@1
https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=51398@2
https://doi.org/10.17771/PUCRio.acad.51398