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An empirical analysis of long-term Brazilian interest rates

This paper empirically models the dynamics of Brazilian government bond (BGB) yields based on monthly macroeconomic data, in the context of the evolution of the key macroeconomic variables in Brazil. The results show that the current short-term interest rate has a decisive influence on the long-term...

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Detalles Bibliográficos
Autores principales: Akram, Tanweer, Uddin, Syed Al-Helal
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8432776/
https://www.ncbi.nlm.nih.gov/pubmed/34506594
http://dx.doi.org/10.1371/journal.pone.0257313