Interest Rate Curve
Mostrando 1-12 de 24 artigos, teses e dissertações.
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1. Strain Magnitude Assessed at Rest and During Stress Echocardiography in Patients with Normal Coronary Flow Reserve
Abstract Background Coronary flow and myocardial contractile performance assessed by strain magnitude increase during a dobutamine stress echocardiogram (DSE). Normal coronary flow reserve (CFR) can be attained upon completion of a DSE at age-predicted maximum heart rate (HR) (HRmax = 220 - age)] or submaximal HR [(0.85) HRmax] or before completion (early
International Journal of Cardiovascular Sciences. Publicado em: 2022
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2. Do N-terminal pro-brain natriuretic peptide levels determine the prognosis of community acquired pneumonia?
RESUMO Objetivo: A pneumonia é uma das principais causas de mortalidade no mundo, especialmente em idosos. O uso de escores de risco clínico para determinar o prognóstico é complexo e, portanto, leva a erros na prática clínica. A pneumonia pode causar aumento nos níveis de biomarcadores cardíacos, como o N-terminal pro-brain natriuretic peptide (NT-
J. bras. pneumol.. Publicado em: 12/08/2019
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3. Upper and lower bounds for annuities and life insurance from incomplete mortality data
RESUMO O objetivo deste estudo foi estabelecer limites superior e inferior para o valor presente esperado de anuidades vitalícias e seguros de vida inteira a partir de dados incompletos sobre mortalidade, generalizando resultados anteriores sobre expectativa de vida. Desde seu surgimento, no século XVII, a ciência atuarial se dedica ao estudo de anuidades
Rev. contab. finanç.. Publicado em: 25/03/2019
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4. Estimação e previsão da estrutura a termo das taxas de juros usando técnicas de inteligência computacional / Term structure of interest rate modeling and forecasting using computational intelligence techniques
This work proposes the term structure of interest rates modeling and forecasting using computational intelligence techniques, based on data from the US and Brazilian fixed income markets. The yield curve modeling includes the use of some evolutionary computation methods like Genetic Algorithms, Differential Evolution and Evolution Strategies in comparison wi
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 25/06/2012
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5. Efficient interest rate curve estimation and forecasting in Brazil
Publicado em: 2011
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6. INFORMATIONAL FRICTIONS AND INFLATION DYNAMICS / FRICÇOES INFORMACIONAIS E DINÂMICA DA INFLAÇÃO
This thesis encompasses three essays on price setting under stickydispersed information (SDI). The baseline framework mixes the sticky information model of Mankiw and Reis (2002) with dispersed information models like Morris and Shin (2002) and Angeletos and Pavan (2007). In Chapter 1, we derive the equilibrium of the game assuming that firms face strategic
Publicado em: 2010
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7. Obesidade abdominal e a morbimortalidade por doenças crônicas entre nipo-brasileiros: um estudo de coorte. / Abdominal obesity and chronic disease morbimortality between Japanese-Brazilians: a cohort study.
Objective: To describe mortality (all causes and cardiovascular diseases) and incidences of diabetes and hypertension among Japanese-Brazilians according to the presence of abdominal obesity defined from different anthropometric measures. Methods: In this cohort study, we used in the mortality study data from 1567 Japanese-Brazilians (n = 727 in the diabetes
Publicado em: 2010
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8. Influência das taxas de juros internacionais sobre volume de operações de crédito externo no Brasil : aplicação do método de regressão não-paramétrica com estimadores de núcleo
The influence of interest on the amount of credit is an important topic in economic. In fact, it has attracted interest of several authors who have made use of parametric statistical models (Topel, 1988; Vivacqua, 2007, among others). This dissertation presented to the analysis of the influence of international interest rates on the volume of foreign credit
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 05/02/2009
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9. Estimating the natural interest rate in Brazil / Uma estimação da taxa natural de juros no Brasil
This study proposes an estimate of the natural interest rate in Brazil using unobserved components. The methodology used here is the same as Laubach and Williams (2001), which proposes the natural interest rate as a function of the output gap. That said, besides the natural interest rate, both the potential output of the Brazilian economy and its growth rate
Publicado em: 2009
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10. Curva a termo para o risco de conversibilidade: uma abordagem utilizando o diferencial de juros / Convertibility risk yield curve: an approach using the interest spread
This paper has the purpose of explaining the fluctuation of the convertibility risk (spread) through an alternative to the commonly used on the literature, exchange rate parity differential (DPC) measurement. The Brazilian convertibility risk will be calculated as the differential between the interest rate in dollars paid in Brazil and interest rate in dolla
Publicado em: 2009
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11. Editorial
This paper deals with one of the remaining key problems in financial decision taking: accurate forecasts of the term structure at different time horizons. Specifically: I will forecast the monthly Euro Interest Rate Swap Curve with an utoregressive principal component model for a time horizon of 1 and 12 months. I achieve forecasts that significantly outperf
Publicado em: 2009
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12. Metas inflacionárias: a análise convencional e um modelo alternativo
Inflation targeting: the conventional analysis and an alternative model. This article has two aims: the first one is to present a formal model of the monetary policy identified generally as "inflation targeting policy", an instrument of intervention of the central bank, through the short run nominal interest rate. The second aim is to discuss and criticize t
Brazilian Journal of Political Economy. Publicado em: 2008-06