Details about Rubens Moura

Access statistics for papers by Rubens Moura.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pmo1324

Working Papers

2024

1. A Multicountry Model of the Term Structures of Interest Rates with a GVAR
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   Also in LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (2)
   See also Journal Article A Multicountry Model of the Term Structures of Interest Rates with a GVAR*, Journal of Financial Econometrics, Oxford University Press (2024) (2024)

2023

2. Sovereign yield curves and the COVID-19 in emerging markets
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (3)
   See also Journal Article Sovereign yield curves and the COVID-19 in emerging markets, Economic Modelling, Elsevier (2023) View citations (5) (2023)

2022

3. MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)

2020

4. Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia
   LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (1)
   See also Journal Article Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia, Applied Economics, Taylor & Francis Journals (2021) View citations (1) (2021)

Journal Articles

2024

1. A Multicountry Model of the Term Structures of Interest Rates with a GVAR*
   Journal of Financial Econometrics, 2024, 22, (5), 1558-1587
   See also Working Paper A Multicountry Model of the Term Structures of Interest Rates with a GVAR, LIDAM Reprints LFIN (2024) (2024)

2023

2. Sovereign yield curves and the COVID-19 in emerging markets
   Economic Modelling, 2023, 127, (C) View citations (5)
   See also Working Paper Sovereign yield curves and the COVID-19 in emerging markets, LIDAM Reprints LFIN (2023) View citations (3) (2023)

2021

3. Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia
   Applied Economics, 2021, 53, (58), 6721-6738 View citations (1)
   See also Working Paper Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia, LIDAM Discussion Papers LFIN (2020) View citations (1) (2020)