Marco Rodriguez Waldo

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

3

DOWNLOADS

278

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

On the Estimation of Term Structure Models and an Application to the United States

Number of pages: 63 Posted: 01 Feb 2011
affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 136 (267,705)

Abstract:

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Bonds, Economic models, Interest rate structures, Interest rates, United States

2.

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10

Number of pages: 25 Posted: 26 Apr 2011
Carlos I. Medeiros and Marco Rodriguez Waldo
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 88 (361,230)

Abstract:

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Bonds, Financial crisis, Global Financial Crisis 2008-2009, Interest rate structures, Interest rates, United States

3.

On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions

Number of pages: 34 Posted: 31 May 2011
affiliation not provided to SSRN, Federal Home Loan Mortgage Corporation (FHLMC), affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 54 (468,450)

Abstract:

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Bonds, Brazil, Economic models, Interest rate structures, Interest rates, Public debt