What Drives Long Term Real Interest Rates in Brazil?
This paper investigates the drivers of long term real interest rates in Brazil. It is shown that long term yield on inflation linked bonds are driven by yields on 10 year interest rates of United States (US) government bonds and 10 year risk premium, as measured by the Credit Default S...
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Main Author: | Adonias Evaristo da Costa Filho |
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Format: | article |
Language: | EN PT |
Published: |
FUCAPE Business School
2017
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Subjects: | |
Online Access: | https://doaj.org/article/20ae96e02dca4cc7bf0982832648f56d |
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