Listagem Produção Intelectual em Bases Externas por autor "Faria, Adriano Augusto de"

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    • A hybrid spline-based parametric model for the yield curve 

      Faria, Adriano Augusto de; Almeida, Caio Ibsen Rodrigues de
      2018
      Empirical evidence indicates that both nominal and real yield curves in important markets have segmentation between their short end and their longer-maturity segments. This segmentation might affect term structure estimation, ...