 | 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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