Rafael B. De Rezende

Names

Identifer

Contact

Affiliations

• Amuletum Invest AB
  • https://www.amuletuminvest.com/
  • location: Sweden, Sandared

Research profile

author of:

• Giving flexibility to the Nelso-Siegel class of term structure models (RePEc:anp:en2008:200807211322560)
  by Rafael Barros de Rezende
• A shadow rate without a lower bound constraint (RePEc:boe:boeewp:0864)
  by B De Rezende, Rafael & Ristiniemi, Annukka
• Giving Flexibility to the Nelson-Siegel Class of Term Structure Models (RePEc:brf:journl:v:9:y:2011:i:1:p:27-49)
  by Rafael Barros de Rezende
• An event-driven bank stress indicator: The case of US regional banks (RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005044)
  by De Rezende, Rafael B.
• A shadow rate without a lower bound constraint (RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667)
  by De Rezende, Rafael B. & Ristiniemi, Annukka
• The interest rate effects of government bond purchases away from the lower bound (RePEc:eee:jimfin:v:74:y:2017:i:c:p:165-186)
  by De Rezende, Rafael B.
• Risks in macroeconomic fundamentals and excess bond returns predictability (RePEc:hhs:rbnkwp:0295)
  by De Rezende, Rafael B.
• The interest rate effects of government bond purchases away from the lower bound (RePEc:hhs:rbnkwp:0324)
  by De Rezende, Rafael B.
• A shadow rate without a lower bound constraint (RePEc:hhs:rbnkwp:0355)
  by De Rezende, Rafael B. & Ristiniemi, Annukka
• Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach (RePEc:wly:jforec:v:32:y:2013:i:2:p:111-123)
  by Rafael B. Rezende & Mauro S. Ferreira