Rafael B. De Rezende
Names
| first: | Rafael |
| last: | B. De Rezende |
Identifer
| RePEc Short-ID: | pre194 |
Contact
| 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 |
Affiliations
-
Jönköping Universitet
/ Internationella Handelshögskolan
/ Nationalekonomi (weight: 50%)
- EDIRC entry
- location:
-
Amuletum Invest AB (weight: 50%)
- 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 - 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