Rubens Moura
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Moura |
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- Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia (RePEc:ajf:louvlf:2020010)
by Iania, Leonardo & Lyrio, Marco & Moura, Rubens - A Multicountry Model of the Term Structures of Interest Rates with a GVAR (RePEc:ajf:louvlf:2021007)
by Candelon, Bertrand & Moura, Rubens - MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk (RePEc:ajf:louvlf:2022001)
by Moura, Rubens - Sovereign yield curves and the COVID-19 in emerging markets (RePEc:ajf:louvlr:2023010)
by Candelon, Bertrand & Moura, Rubens - A Multicountry Model of the Term Structures of Interest Rates with a GVAR (RePEc:ajf:louvlr:2024003)
by Candelon, Bertrand & Moura, Rubens - Sovereign yield curves and the COVID-19 in emerging markets (RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651)
by Candelon, Bertrand & Moura, Rubens - Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia (RePEc:taf:applec:v:53:y:2021:i:58:p:6721-6738)
by Leonardo Iania & Marco Lyrio & Rubens Moura