Institution: Banco Central do Brasil
Primary Field: Finance (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 0.00 | 4.02 | 0.00 | 4.02 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Identifying volatility risk premia from fixed income Asian options | Journal of Banking & Finance | B | 2 |
| 2009 | Are interest rate options important for the assessment of interest rate risk? | Journal of Banking & Finance | B | 2 |
| 2008 | The role of no-arbitrage on forecasting: Lessons from a parametric term structure model | Journal of Banking & Finance | B | 2 |
| 2008 | Forecasting bond yields in the Brazilian fixed income market | International Journal of Forecasting | B | 2 |