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Matsumura, Marco S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
808 |
Total
Citations
3 |
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1.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA)
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223
(67,661)
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sovereign risk, Vasicek 2-factor, reduced models, emerging markets, affine term structure
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2.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA) Moreira, Ajax R.
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
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187
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Forecasting of the Term Structure, Affine Models, Common Factor Models, Nelson-Siegel, Legendre Term Structure, MCMC
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3.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA) Moreira, Ajax R.
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
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129
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1
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Macro-Finance, Affine Term Structure, Maximum Likelihood, MCMC, Continuous-Time Models, Discrete-Time Models, Taylor Rules
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4.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA) Moreira, Ajax R.
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
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120
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1
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Sovereign Yield Curve, Macro VAR, Credit Risk, Affine Term Structure
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5.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA)
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90
(146,703)
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1
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Macro-Finance, Reduced Credit Risk Models, Affine Term Structure, Domestic Macro Factors, International Macro Factors, Emerging Markets
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6.
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Matsumura, Marco S.
Institute of Applied Economic Research (IPEA) Moreira, Ajax R.
Institute of Applied Economic Research (IPEA) - Directory of Macroeconomic Policy & Studies (DIMAC)
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59
(187,297)
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Macro-Finance, Affine Term Structure Model, Identification, Default Risk
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Records 1 -
6
of 6 matches
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1
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