 | On Brazil's Term Structure : Stylized Facts and Analysis of Macroeconomic Interactions Author/Editor: Rodrigo Cabral, Richard Munclinger, Luiz Alves, Marco Rodriguez Waldo. Release Date:May, 2011 This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this more...
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| The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-2010 Author/Editor: Marco Rodriguez Waldo, Carlos I. Medeiros. Release Date:April, 2011 This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term more...
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