Search Results - "Andrade Alves, Cássio Roberto"
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Can Brazilian Central Bank communication help to predict the yield curve?
Published in Journal of forecasting (01-09-2023)“…This paper investigates whether Brazilian Central Bank communication helps to forecast the yield curve. Our forecast strategy involves two steps: First, we…”
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Journal Article -
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Estimating the Capital Asset Pricing Model with Many Instruments: A Bayesian Shrinkage Approach
Published in Mathematics (Basel) (01-09-2023)“…This paper introduces an instrumental variable Bayesian shrinkage approach specifically designed for estimating the capital asset pricing model (CAPM) while…”
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Journal Article