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Jaime Bravo Munita
Se valora el aporte de la cerrajería artística a la arquitectura urbana de comienzos del siglo XX en Chile (arquitectos Alberto Cruz Montt y Alberto Siegel, entre otros), observando el caso de la empresa fundada por Carlos Mina Ponti, perteneciente a una...
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Tobias Rosnitschek, Rick Hentschel, Tobias Siegel, Claudia Kleinschrodt, Markus Zimmermann, Bettina Alber-Laukant and Frank Rieg
Topology optimization is a powerful digital engineering tool for the development of lightweight products. Nevertheless, the transition of obtained design proposals into manufacturable parts is still a challenging task. In this article, the development of...
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Takeshi Kobayashi
This study extracts the common factors from firm-based credit spreads of major Japanese corporate bonds and examines the predictive content of the credit spread on the real economy. Instead of employing single-maturity corporate bond spreads, we focus on...
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Hokuto Ishii
In this paper, we examined and compared the forecast performances of the dynamic Nelson?Siegel (DNS), dynamic Nelson?Siegel?Svensson (DNSS), and arbitrage-free Nelson?Siegel (AFNS) models after the financial crisis period. The best model for the forecast...
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Hokuto Ishii
This paper investigates the predictability of exchange rate changes by extracting the factors from the three-, four-, and five-factor model of the relative Nelson?Siegel class. Our empirical analysis shows that the relative spread factors are important f...
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Sofia Kusiak Meirelles,Marcelo Fernandes
Pág. 179 - 219
This paper aims to statistically compare the performance of two hedging strategies for Brazilian fixed income portfolios, with discrete rebalancing. The first hedging strategy matches duration, and hence it considers only small parallel changes in the yi...
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Ailton Cassettari,Jose Raymundo Novaes Chiappin
Pág. 337 - 369
The focus of the paper is to present a new methodology for forecasting the Term Structure of Interest Rates (ETTJ). The objective is to answer the question: given the ETTJ curve at any given time, what is the ETTJ at a future date? Thus, we seek to const...
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Maria Eugenia Bunchaft
Pág. 214 - 234
Este trabalho objetiva investigar o voto do Ministro Luís Roberto Barroso no julgamento do Recurso Extraordinário n. 845779 à luz dos referenciais teóricos de Post, Siegel, Honneth e Fraser. Pretende-se demonstrar que o argumento utilizado pelo Ministro ...
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Avin Khera, Randy Lee, Avi Marcovici, Zhixuan Yu, Roberta Klatzky, Mel Siegel, Sanjeev G. Shroff and George Stetten
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Felipe Stona,Jean Amann,Maurício Delago Morais,Divanildo Triches,Igor Clemente Morais
Pág. 650 - 690
This article aims to investigate the relationship between the term structure of interest rates and macroeconomic factors in selected countries of Latin America, such as Brazil, Chile and Mexico, between 2006 and 2014, on an autoregressive vector model. S...
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