Luiz Paulo Fichtner

New University of Lisbon - Faculdade de Economia

PhD candidate in Finance

Campus de Campolide

Lisboa, 1099-032

Portugal

European Central Bank (ECB)

Research Analyst

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

107

CITATIONS

0

Scholarly Papers (2)

1.

Out-of-Sample Predictability of Bond Returns

Number of pages: 23 Posted: 09 Apr 2013
Luiz Paulo Fichtner and Pedro Santa-Clara
New University of Lisbon - Faculdade de Economia and New University of Lisbon - Nova School of Business and Economics
Downloads 62 (268,185)

Abstract:

2.

How You Estimate the Yield Curve Matters!

Number of pages: 29 Posted: 24 Nov 2012 Last Revised: 03 Jun 2013
Luiz Paulo Fichtner
New University of Lisbon - Faculdade de Economia
Downloads 29 (370,358)

Abstract:

Affine Term Structure, Derivatives, Multi-factor CIR, LIBOR, CAPS