Results 111 to 120 of about 116,808 (242)
Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling [PDF]
As in any Monte Carlo application, simulation option valuation produces imprecise estimates. In such an application, Descriptive Sampling (DS) has proven to be a powerful Variance Reduction Technique.
Eduardo Saliby +2 more
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Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change [PDF]
This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006.
Abbara, Omar +2 more
core +4 more sources
Characterizing the Brazilian Term Structure of Interest Rates [PDF]
This paper studies the Brazilian term structure of interest rates and characterizes how the term premia has changed over time. We employ a Kalman filter approach, which is extended to take into account regime switches and overlapping forecasts errors ...
Benjamin M. Tabak, Osmani T. Guillen
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Economia e SociedadeResumo Este artigo testa a validade do teorema da paridade descoberta de juros para os dados da economia brasileira no período de 2000 a 2014. Nossos resultados corroboram a não validade empírica, conhecida na literatura como de UIP Failure ou Forward ...
André Cieplinski +2 more
doaj +1 more source
Influence of Home Composting on Tensile Properties of Commercial Biodegradable Plastic Films. [PDF]
Polymers (Basel), 2021 Rujnić Havstad M +3 more
europepmc +1 more source
Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy [PDF]
This paper presents empirical evidence suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents
Benjamin M. Tabak +1 more
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KLF15 overexpression in myocytes fails to ameliorate ALS-related pathology or extend the lifespan of SOD1G93A mice. [PDF]
Neurobiol Dis, 2022 Massopust R +6 more
europepmc +1 more source
Desapropriação - Juros compensatórios - Correção monetária
Revista de Direito Administrativo, 1978 Supremo Tribunal ...
openaire +1 more source
Forecasting Interest Rates: an application for Brazil [PDF]
Understanding the links between long and short-term interest rates is crucial for monetary policy makers, since Central Banks decide and set short-term interest rates in order to affect indirectly long-term interest rates, which affects aggregate ...
Benjamin M. Tabak +2 more
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