Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Nunes, Clemens V. de Azevedo"

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Disagreement in inflation forecasts and inflation risk premia in Brazil

Doi, Jonas Takayuki; Fernandes, Marcelo; Nunes, Clemens V. de Azevedo
2017

The aim of this study is to investigate the link between the inflation risk premia implied by the term structures of nominal and real interest rates in Brazil and disagreements in inflation forecasts. We gauge the former ...
Sinalização de política monetária e movimentos na estrutura a termo da taxa de juros no Brasil

Nunes, Clemens V. de Azevedo; Gomes, Cleomar; Brito, Márcio Holland de
2009-05-13

This paper examines how monetary policy decisions in Brazil, regarding short term interest rates, have affected the term structure of interest rate. We apply an event study methodology in two distinct periods: between ...