Marcelo Savino Portugal

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

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127

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3

Scholarly Papers (1)

1.

Efficient Yield Curve Estimation and Forecasting in Brazil

Revista Economia, January/April 2010
Number of pages: 25 Posted: 21 Jun 2012
João Caldeira, Guilherme V. Moura and Marcelo Savino Portugal
Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal de Santa Catarina (UFSC) - Department of Economics and affiliation not provided to SSRN
Downloads 127 (222,075)

Abstract:

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Term Structure of the Interest Rate, Yield Curve, State-Space Model, Kalman Filter