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oaioai:ojs.aut.ac.nz:article/943

Term Premium Estimates for Brazil in a Model with Survey Expectations

Authors
Publication date
17 June 2025
Publisher
Auckland University of Technology
Doi

    Abstract

    This paper estimates the term premium and equilibrium rates im- plied in the Brazilian yield curve, using a term structure model that incorporates data from survey expectations. Nominal long-term yields in Brazil are explained mostly by fluctuations in the equilibrium real rate. &nbsp

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    Applied Finance Letters (E-Journal - Auckland Centre for Financial Research)

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    oaioai:ojs.aut.ac.nz:article/943
    Last time updated on 22/06/2025

    This paper was published in Applied Finance Letters (E-Journal - Auckland Centre for Financial Research).

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