Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por autor "Cordeiro, Fernando Luiz Pereira"

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    • An Essay on stochastic discount factor decomposition 

      Cordeiro, Fernando Luiz Pereira
      2018
      In this work, we use the framework developed by Christensen (2017) and Hansen and Scheinkman (2009) to study the long-term interest rates in the US and Brazil. In our first set of results, we assess Christensen (2017) ...