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Details about Rafael B. De Rezende

Homepage:https://www.rafaelbderezende.com/
Postal address:Amuletum Invest AB Södra Björvikshöjden 5 Sandared, 51832 Sweden Jönköping International Business School Gjuterigatan 5 P.O Box 1026 SE-551 11 Jönköping Sweden
Workplace:Nationalekonomi (Department of Economics), Internationella Handelshögskolan (Jönköping International Business School), Jönköping Universitet (Jonkoping University), (more information at EDIRC)
Amuletum Invest AB

Access statistics for papers by Rafael B. De Rezende.

Last updated 2023-08-10. Update your information in the RePEc Author Service.

Short-id: pre194


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Working Papers

2020

  1. A shadow rate without a lower bound constraint
    Bank of England working papers, Bank of England Downloads View citations (12)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2018) Downloads View citations (13)

    See also Journal Article in Journal of Banking & Finance (2023)

2016

  1. The interest rate effects of government bond purchases away from the lower bound
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)

2015

  1. Risks in macroeconomic fundamentals and excess bond returns predictability
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads

2008

  1. Giving flexibility to the Nelso-Siegel class of term structure models
    Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads
    See also Journal Article in Brazilian Review of Finance (2011)

Journal Articles

2023

  1. A shadow rate without a lower bound constraint
    Journal of Banking & Finance, 2023, 146, (C) Downloads View citations (5)
    See also Working Paper (2020)

2017

  1. The interest rate effects of government bond purchases away from the lower bound
    Journal of International Money and Finance, 2017, 74, (C), 165-186 Downloads View citations (22)
    See also Working Paper (2016)

2013

  1. Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach
    Journal of Forecasting, 2013, 32, (2), 111-123 View citations (13)

2011

  1. Giving Flexibility to the Nelson-Siegel Class of Term Structure Models
    Brazilian Review of Finance, 2011, 9, (1), 27-49 Downloads View citations (3)
    See also Working Paper (2008)
 
Page updated 2023-12-04