Does Curvature Enhance Forecasting?

International Journal of Theoretical and Applied Finance , Vol. 12, 8, 1171-1196, 2009 (with R. Gomes, A. Leite, A. Simonsen, and J. Vicente)

Stochastic Volatility Models and Option Pricing in Brazilian Stock Markets: An Empirical Investigation

Journal of Emerging Markets Finance , Vol. 4, 2, 169-206, 2005 (with S. Dana)

Affine Processes, Arbitrage-Free Term Structures of Legendre Polynomials and Option Pricing

International Journal of Theoretical and Applied Finance , Vol. 8, 2, 2005

Time-Varying Risk Premia in Emerging Markets: Explanation by a Multi-Factor Affine Term Structure Model

International Journal of Theoretical and Applied Finance , Vol. 7, 7, 919-947, 2004

A Generalization of Principal Components Analysis for Non-Observable Term Structures in Emerging Markets

International Journal of Theoretical and Applied Finance , Vol. 6, 8, 885-903, 2003 (with A. Duarte and C. Fernandes)

Credit Spread Arbitrages in Emerging Eurobond Markets

Journal of Fixed Income , 2, 100-111, 2000 (with A. Duarte and C. Fernandes)

Decomposing and Simulating the Movements of Term Structures in Emerging Eurobonds Markets

Journal of Fixed Income , 1, 21-31, 1998 (with A. Duarte and C. Fernandes)