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Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
(2020-09-20)
The term structure of interest rates or yield curve is a function relating the interest rate with its own term. Nonlinear regression models of Nelson-Siegel and Svensson were used to estimate the yield curve using a sample ...
A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US
(2017)
This paper proposes a Factor-Augmented Dynamic Nelson-Siegel (FADNS) model to predict the yield curve in the US that relies on a large data set of weekly financial and macroeconomic variables. The FADNS model significantly ...
Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations
(Wiley-blackwellHobokenEUA, 2014)
Estrategia de cobertura a partir de los factores de Nelson-Siegel
(Universidad de San Andrés. Escuela de Negocios, 2023-03)
El propósito de este trabajo es estudiar la efectividad de estrategias de cobertura de
riesgo utilizando factores que afectan la estructura de tasas de interés: nivel, pendiente y
curvatura. Se utiliza el modelo de Nelson ...
Religião, psicopatologia & saúde mental
(Escola Nacional de Saúde Pública Sergio Arouca, Fundação Oswaldo Cruz, 2011)
Integrative strategies for cancer patients
(ABRASCO - Associação Brasileira de Saúde Coletiva, 2013)
Análise Sociológica das Políticas de Saúde
(ABRASCO - Associação Brasileira de Saúde Coletiva, 2012)
Política Nacional de Práticas Integrativas e Complementares no SUS: passos para o pluralismo na saúde
(Escola Nacional de Saúde Pública Sergio Arouca, Fundação Oswaldo Cruz, 2007)