José Valentim Machado Vicente

central bank of brazil

12H指数

90论文数

482被引数

收录论文 10

发表时间

Rationality and anchoring of inflation expectations: An assessment from survey-based and market-based measures

JOURNAL OF FORECASTING

IF2.7

2021-01-24

PREAI

de Mendonca, Helder Ferreira; Garcia, Pedro Mendes; Vicente, Jose Valentim Machado

What does the tail of the distribution of current stock prices tell us about future economic activity?

JOURNAL OF FORECASTING

IF2.7

2018-02-13

PREAI

Vicente, Jose; Araujo, Gustavo

Do the central bank actions reduce interest rate volatility?央行的行动是否降低了利率波动？

ECONOMIC MODELLING

IF4.7

2017-09-01

PREAI

Moura Marins, Jaqueline Terra; Machado Vicente, Jose Valentim

The adverse selection cost component of the spread of Brazilian stocks

EMERGING MARKETS REVIEW

IF4.6

2014-12-01

PREAI

Araujo, Gustavo Silva; Barbedo, Claudio Henrique da S.; Vicente, Jose Valentim M.

Forecasting the yield curve with linear factor models

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2011-10-01

PREAI

Matsumura, Marco; Moreira, Ajax; Vicente, Jose

The role of macroeconomic variables in sovereign risk

EMERGING MARKETS REVIEW

IF4.6

2010-09-01

PREAI

Matsumura, Marco S.; Machado Vicente, Jose Valentim

Are interest rate options important for the assessment of interest rate risk?

JOURNAL OF BANKING & FINANCE

IF3.8

2009-08-01

PREAI

Almeida, Caio; Vicente, Jose

Identifying volatility risk premia from fixed income Asian options

JOURNAL OF BANKING & FINANCE

IF3.8

2009-04-01

PREAI

Almeida, Caio; Vicente, Jose

The role of no-arbitrage on forecasting: Lessons from a parametric term structure model

JOURNAL OF BANKING & FINANCE

IF3.8

2008-12-01

OAAI

Almeida, Caio; Vicente, Jose

Forecasting bond yields in the Brazilian fixed income market

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2008-07-01

OAAI

Vicente, Jose; Tabak, Benjamin M.

研究方向