Details about Rafael B. De Rezende

Access statistics for papers by Rafael B. De Rezende.

Last updated 2025-02-10. Update your information in the RePEc Author Service.

Short-id: pre194

Working Papers

2020

1. A shadow rate without a lower bound constraint
   Bank of England working papers, Bank of England View citations (13)
   Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2018) View citations (13)
   See also Journal Article A shadow rate without a lower bound constraint, Journal of Banking & Finance, Elsevier (2023) View citations (11) (2023)

2016

2. The interest rate effects of government bond purchases away from the lower bound
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations (1)
   See also Journal Article The interest rate effects of government bond purchases away from the lower bound, Journal of International Money and Finance, Elsevier (2017) View citations (22) (2017)

2015

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

2008

4. 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]
   See also Journal Article Giving Flexibility to the Nelson-Siegel Class of Term Structure Models, Brazilian Review of Finance, Brazilian Society of Finance (2011) View citations (3) (2011)

Journal Articles

2023

1. A shadow rate without a lower bound constraint
   Journal of Banking & Finance, 2023, 146, (C) View citations (11)
   See also Working Paper A shadow rate without a lower bound constraint, Bank of England working papers (2020) View citations (13) (2020)
2. An event-driven bank stress indicator: The case of US regional banks
   Finance Research Letters, 2023, 56, (C) View citations (1)

2017

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

2013

4. 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 (15)

2011

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