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CHARACTERIZING THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES. (2007). Tabak, Benjamin ; Guillén, Osmani ; Guillén, Osmani ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, .
In: Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting].
RePEc:anp:en2007:108.

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  1. A General Characterization of the Capital Cost and the Natural Interest Rate: an application for Brazil. (2020). Trafane Oliveira Santos, Thiago.
    In: Working Papers Series.
    RePEc:bcb:wpaper:524.

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  2. Short-rate expectations and term premia: experiences from Hungary and other emerging market economies. (2014). Horvath, Daniel ; Kocsis, Zalan ; Kalman, Peter ; Ligeti, Imre .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:78-12.

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  3. The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market. (2012). Yazgan, Ege ; SaltoÄŸlu, Burak.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:48:y:2012:i:s5:p:48-63.

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References

References cited by this document

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