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Munclinger, Richard:
2011
Title: On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions
Series: Working Paper No. 2011/113
Date: May 1, 2011
Subject: Central bank policy rate Econometric analysis Factor models Financial institutions Financial services Inflation Prices Sovereign bonds Yield curve
Title: Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Series: Working Paper No. 2011/022
Date: January 1, 2011
Subject: Econometric analysis Financial regulation and supervision Financial services Inflation Market risk Markov-switching models Prices Time series analysis Yield curve