| Economic implications of nonlinear pricing kernels C Almeida, R Garcia Management Science 63 (10), 3361-3380, 2010 | 97* | 2010 |
| Assessing misspecified asset pricing models with empirical likelihood estimators C Almeida, R Garcia Journal of Econometrics 170 (2), 519-537, 2009 | 94 | 2009 |
| Do interest rate options contain information about excess returns? C Almeida, JJ Graveline, S Joslin Journal of Econometrics 164 (1), 35-44, 2011 | 81* | 2011 |
| The role of no-arbitrage on forecasting: Lessons from a parametric term structure model C Almeida, J Vicente Journal of Banking & Finance 32 (12), 2695-2705, 2008 | 75 | 2008 |
| Nonparametric tail risk, stock returns, and the macroeconomy C Almeida, K Ardison, R Garcia, J Vicente Journal of Financial Econometrics 15 (3), 333-376, 2017 | 74 | 2017 |
| Does curvature enhance forecasting? C Almeida, R Gomes, A Leite, A Simonsen, J Vicente International Journal of Theoretical and Applied Finance 12 (08), 1171-1196, 2009 | 59 | 2009 |
| Decomposing and simulating the movements of term structures in emerging eurobonds markets C Almeida, A Duarte, C Fernandes Journal of Fixed Income 1, 21-31, 1998 | 36 | 1998 |
| Are interest rate options important for the assessment of interest rate risk? C Almeida, J Vicente Journal of Banking & Finance 33 (8), 1376-1387, 2009 | 31 | 2009 |
| Nonparametric assessment of hedge fund performance C Almeida, K Ardison, R Garcia Journal of Econometrics 214 (2), 349-378, 2020 | 29 | 2020 |
| Forecasting bond yields with segmented term structure models C Almeida, K Ardison, D Kubudi, A Simonsen, J Vicente Journal of Financial Econometrics 16 (1), 1-33, 2018 | 25 | 2018 |
| Term structure movements implicit in Asian option prices C Almeida, J Vicente Quantitative Finance 12 (1), 119-134, 2012 | 24* | 2012 |
| Identifying volatility risk premia from fixed income Asian options C Almeida, J Vicente Journal of Banking & Finance 33 (4), 652-661, 2009 | 24 | 2009 |
| Time-varying risk premia in emerging markets: Explanation by a multi-factor affine term structure model CIR De Almeida International journal of theoretical and applied finance 7 (07), 919-947, 2004 | 22 | 2004 |
| Movimentos da estrutura a termo e critérios de minimização do erro de previsão em um modelo paramétrico exponencial C Almeida, R Gomes, A Leite, J Vicente Revista Brasileira de Economia 62, 497-510, 2008 | 21 | 2008 |
| Pricing of index options in incomplete markets C Almeida, G Freire Journal of Financial Economics 144 (1), 174-205, 2022 | 20 | 2022 |
| A generalization of principal component analysis for non-observable term structures in emerging markets CIR De Almeida, AM Duarte Jr, CAC Fernandes International Journal of Theoretical and Applied Finance 6 (08), 885-903, 2003 | 20 | 2003 |
| Affine processes, arbitrage-free term structures of legendre polynomials, and option pricing CIR De Almeida International Journal of Theoretical and Applied Finance 8 (02), 161-184, 2005 | 18 | 2005 |
| Can a Machine Correct Option Pricing Models? C Almeida, J Fan, G Freire, F Tang Journal of Business and Economic Statistics, 2022 | 15 | 2022 |
| Credit spread arbitrage in emerging eurobond markets CIR De Almeida, AM Duarte, CAC Fernandes Journal of Fixed Income 10 (3), 100-111, 2000 | 13 | 2000 |
| Forecasting the Brazilian term structure using macroeconomic factors C Almeida, A Faria Brazilian Review of Econometrics 34 (1), 45-77, 2014 | 12 | 2014 |
José Valentim Machado VicenteProfessor Finanças Ibmec-RJ在 ibmecrj.br 的电子邮件经过验证
