APPLYING DIEBOLD AND LI METHODOLOGY TO BRAZILIAN INTEREST RATE TERM STRUCTURE ANALYSIS

APPLYING DIEBOLD AND LI METHODOLOGY TO BRAZILIAN INTEREST RATE TERM STRUCTURE ANALYSIS

COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR === O principal objetivo desse trabalho é aplicar o arcabouço proposto por Diebold e Li (2006) para modelar o comportamento da curva de juros brasileira e gerar previsões de curto, médio e longo prazos para a sua trajetória futura. O mo...

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Bibliographic Details
Main Author:	PRISCILA KELLY CARVALHO SABINO
Other Authors:	LUCIANO VEREDA OLIVEIRA
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2007
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10800@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=10800@2

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