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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Bibliographic Details
Main Authors: Tanweer Akram, Syed Al-Helal Uddin
Format: article
Language:EN
Published: Public Library of Science (PLoS) 2021
Subjects:
R
Q
Online Access:https://doaj.org/article/fdec82ddeb7f4e088a0fb6c19c9c75a1
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