Implicit inflation and risk premiums in the brazilian fixed income market (2017)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1080/1540496x.2016.1193730
- Subjects: MERCADO ABERTO; INFLAÇÃO
- Keywords: Affine term structure models; Bond markets; Inflation; Risk premium
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Emerging Markets Finance and Trade
- ISSN: 1540-496X
- Volume/Número/Paginação/Ano: v. 53, n. 8, p. 1836-1853, 2017
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
MARIANI, Lucas Argentieri e LAURINI, Marcio Poletti. Implicit inflation and risk premiums in the brazilian fixed income market. Emerging Markets Finance and Trade, v. 53, n. 8, p. 1836-1853, 2017Tradução . . Disponível em: https://doi.org/10.1080/1540496x.2016.1193730. Acesso em: 01 maio 2024. -
APA
Mariani, L. A., & Laurini, M. P. (2017). Implicit inflation and risk premiums in the brazilian fixed income market. Emerging Markets Finance and Trade, 53( 8), 1836-1853. doi:10.1080/1540496x.2016.1193730 -
NLM
Mariani LA, Laurini MP. Implicit inflation and risk premiums in the brazilian fixed income market [Internet]. Emerging Markets Finance and Trade. 2017 ; 53( 8): 1836-1853.[citado 2024 maio 01 ] Available from: https://doi.org/10.1080/1540496x.2016.1193730 -
Vancouver
Mariani LA, Laurini MP. Implicit inflation and risk premiums in the brazilian fixed income market [Internet]. Emerging Markets Finance and Trade. 2017 ; 53( 8): 1836-1853.[citado 2024 maio 01 ] Available from: https://doi.org/10.1080/1540496x.2016.1193730 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1080/1540496x.2016.1193730 (Fonte: oaDOI API)
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