Skip to contents Vicente, José Valentim Machado [Author] A non-knotty inflation risk premium model Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps543.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, [2021] Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 543 Camponovo, Lorenzo [Author]; Scaillet, Olivier [Author]; Trojani, Fabio [Author] ; Garcia, René [Other]; Vicente, José Valentim Machado [Other] Comments on: Nonparametric tail risk, stock returns and the macroeconomy Books View online Schließen > Access https://ssrn.com/abstract=2804446 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,41 Araújo, Gustavo Silva [Author]; Vicente, José Valentim Machado [Author] Estimação da inflação implícita de curto prazo Books View online Schließen > Access http://www.bcb.gov.br/pec/wps/port/TD460.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, agosto de 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 46000 Araújo, Gustavo Silva [Author]; Vicente, José Valentim Machado [Author] Estimação da inflação implícita de curto prazo = Estimation of Implicit Short-Term Inflation Articles View online Schließen > Access http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/68807/72212 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. April-June 2017 Published in: Revista Brasileira de Finanças ; 15(2017), 2 vom: Apr./Juni, Seite 227-250 Kubudi, Daniela [Author]; Vicente, José Valentim Machado [Author] A joint model of nominal and real Yield curves Books View online Schließen > Access http://www.bcb.gov.br/pec/wps/ingl/wps452.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, December, 2016 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45200 Silva, Allan Jonathan da [Author]; Baczynski, Jack [Author]; Vicente, José Valentim Machado [Author] Efficient solutions for pricing and hedging interest rate Asian options Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps513.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, January 2020 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 513 Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author] A volatility smile-based uncertainty index Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps502.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, september 2019 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 502 Marins, Jaqueline Terra Moura [Author]; Vicente, José Valentim Machado [Author] Do central bank actions reduce interest rate volatility? Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps468.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, November 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 46800 Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author] Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps552.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, [2021] Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 552 Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author] Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil Articles View online Schließen > Access https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/84946/81008/189261 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Revista Brasileira de Finanças ; 20(2022), 2 vom: Apr./Juni, Seite 1-19 Vicente, José Valentim Machado A non-knotty inflation risk premium model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Applied Economics Vicente, Jose Valentim Machado; Graminho, Flavia Mourao Decompondo a Inflação Implícita Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. GN1 Genesis Network, 2015 Published in: Revista Brasileira de Economia da Silva, Allan Jonathan; Baczynski, Jack; Vicente, José Valentim Machado A Stochastically Correlated Bivariate Square-Root Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2024 Published in: International Journal of Financial Studies Vicente, José Valentim Machado; Marins, Jaqueline Terra Moura A volatility smile-based uncertainty index Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2021 Published in: Annals of Finance Vicente, José Valentim Machado; Guillen, Osmani Teixeira de Carvalho Do inflation-linked bonds contain information about future inflation? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. FapUNIFESP (SciELO), 2013 Published in: Revista Brasileira de Economia Matsumura, Marco; Moreira, Ajax; Vicente, Jose Valentim Machado Identification of Gaussian Term Structure Models with Observable Factors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fundacao Getulio Vargas, 2011 Published in: Brazilian Review of Econometrics Barbedo, Claudio Henrique; Lion, Octávio Bessada; Vicente, Jose Valentim Machado Apreçamento de Opções Asiáticas de Taxa de Juros através de um Modelo HJM de Três Fatores Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fundacao Getulio Vargas, 2010 Published in: Brazilian Review of Finance Vicente, José Valentim Machado; Guedes, Tiago de Sousa Does implied volatility contain information about future volatility? Evidence from the Petrobras options market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fucape Business School, 2010 Published in: Brazilian Business Review José Valentim Machado Vicente; Tiago de Sousa Guedes A Volatilidade implícita contém informações sobre a volatilidade futura? Evidências do mercado de opções de ações da Petrobras Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2010 Published in: BBR: Brazilian Business Review Claudio Henrique Barbedo; José Valentim Machado Vicente; Ronny Kim Woo Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Published in: Revista Brasileira de Finanças
Vicente, José Valentim Machado [Author] A non-knotty inflation risk premium model Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps543.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, [2021] Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 543
Camponovo, Lorenzo [Author]; Scaillet, Olivier [Author]; Trojani, Fabio [Author] ; Garcia, René [Other]; Vicente, José Valentim Machado [Other] Comments on: Nonparametric tail risk, stock returns and the macroeconomy Books View online Schließen > Access https://ssrn.com/abstract=2804446 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2016 Published in: Swiss Finance Institute: Research paper series ; 2016,41
Araújo, Gustavo Silva [Author]; Vicente, José Valentim Machado [Author] Estimação da inflação implícita de curto prazo Books View online Schließen > Access http://www.bcb.gov.br/pec/wps/port/TD460.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, agosto de 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 46000
Araújo, Gustavo Silva [Author]; Vicente, José Valentim Machado [Author] Estimação da inflação implícita de curto prazo = Estimation of Implicit Short-Term Inflation Articles View online Schließen > Access http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/68807/72212 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. April-June 2017 Published in: Revista Brasileira de Finanças ; 15(2017), 2 vom: Apr./Juni, Seite 227-250
> Access http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/68807/72212 Show more show less
Kubudi, Daniela [Author]; Vicente, José Valentim Machado [Author] A joint model of nominal and real Yield curves Books View online Schließen > Access http://www.bcb.gov.br/pec/wps/ingl/wps452.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, December, 2016 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45200
Silva, Allan Jonathan da [Author]; Baczynski, Jack [Author]; Vicente, José Valentim Machado [Author] Efficient solutions for pricing and hedging interest rate Asian options Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps513.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, January 2020 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 513
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author] A volatility smile-based uncertainty index Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps502.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, september 2019 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 502
Marins, Jaqueline Terra Moura [Author]; Vicente, José Valentim Machado [Author] Do central bank actions reduce interest rate volatility? Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps468.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, November 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 46800
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author] Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil Books View online Schließen > Access https://www.bcb.gov.br/pec/wps/ingl/wps552.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, [2021] Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 552
Vicente, José Valentim Machado [Author]; Marins, Jaqueline Terra Moura [Author]; Gaglianone, Wagner Piazza [Author] Impacts of the Monetary Policy Committee decisions on the foreign exchange rate in Brazil Articles View online Schließen > Access https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/84946/81008/189261 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Revista Brasileira de Finanças ; 20(2022), 2 vom: Apr./Juni, Seite 1-19
> Access https://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/84946/81008/189261 Full access (via DOI) Show more show less
Vicente, José Valentim Machado A non-knotty inflation risk premium model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Informa UK Limited, 2023 Published in: Applied Economics
Vicente, Jose Valentim Machado; Graminho, Flavia Mourao Decompondo a Inflação Implícita Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. GN1 Genesis Network, 2015 Published in: Revista Brasileira de Economia
da Silva, Allan Jonathan; Baczynski, Jack; Vicente, José Valentim Machado A Stochastically Correlated Bivariate Square-Root Model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. MDPI AG, 2024 Published in: International Journal of Financial Studies
Vicente, José Valentim Machado; Marins, Jaqueline Terra Moura A volatility smile-based uncertainty index Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Springer Science and Business Media LLC, 2021 Published in: Annals of Finance
Vicente, José Valentim Machado; Guillen, Osmani Teixeira de Carvalho Do inflation-linked bonds contain information about future inflation? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. FapUNIFESP (SciELO), 2013 Published in: Revista Brasileira de Economia
Matsumura, Marco; Moreira, Ajax; Vicente, Jose Valentim Machado Identification of Gaussian Term Structure Models with Observable Factors Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fundacao Getulio Vargas, 2011 Published in: Brazilian Review of Econometrics
Barbedo, Claudio Henrique; Lion, Octávio Bessada; Vicente, Jose Valentim Machado Apreçamento de Opções Asiáticas de Taxa de Juros através de um Modelo HJM de Três Fatores Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fundacao Getulio Vargas, 2010 Published in: Brazilian Review of Finance
Vicente, José Valentim Machado; Guedes, Tiago de Sousa Does implied volatility contain information about future volatility? Evidence from the Petrobras options market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Fucape Business School, 2010 Published in: Brazilian Business Review
José Valentim Machado Vicente; Tiago de Sousa Guedes A Volatilidade implícita contém informações sobre a volatilidade futura? Evidências do mercado de opções de ações da Petrobras Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2010 Published in: BBR: Brazilian Business Review
Claudio Henrique Barbedo; José Valentim Machado Vicente; Ronny Kim Woo Is It Possible to Replicate the Exchange Rate Volatility Behavior Using Dynamic Strategies? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2009 Published in: Revista Brasileira de Finanças
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