All Stories

  1. The expectations hypothesis of the term structure of interest rates: The Brazilian case revisited

    Article • Applied Economics Letters, June 2018, Taylor & Francis

    João Caldeira

  2. The role of taxes and the interdependence among corporate financial policies: Evidence from a natural experiment

    Article • Journal of Corporate Finance, June 2018, Elsevier

    João Caldeira

  3. Yield curve forecast combinations based on bond portfolio performance

    Article • Journal of Forecasting, May 2017, Wiley

    João Caldeira

  4. Combining Multivariate Volatility Forecasts: An Economic-Based Approach

    Article • Journal of Financial Econometrics, December 2016, Oxford University Press (OUP)

    João Caldeira

  5. Predicting the yield curve using forecast combinations

    Article • Computational Statistics & Data Analysis, August 2016, Elsevier

    João Caldeira

  6. Bond portfolio optimization using dynamic factor models

    Article • Journal of Empirical Finance, June 2016, Elsevier

    João Caldeira

  7. Forecasting the US Term Structure of Interest Rates Using Nonparametric Functional Data Analysis

    Article • Journal of Forecasting, April 2016, Wiley

    João Caldeira

  8. Can We Predict the Financial Markets Based on Google's Search Queries?

    Article • Journal of Forecasting, January 2016, Wiley

    João Caldeira