Published
6) MultiATSM: An R Package for Arbitrage-Free Macrofinance Multicountry Affine Term Structure Models. The R Journal, Forthcoming.
5) Beyond the Literature: What Policymakers Reveal About Financial Market Overvaluation ? (with Lorenzo Menna and Martin Tobal), Finance Research Letters, 2025.
4) A Multicountry Model of the Term Structures of Interest Rates with a GVAR (with Bertrand Candelon), Journal of Financial Econometrics, 2024.
3) Sovereign Yield Curves and the COVID-19 in Emerging Markets (with Bertrand Candelon), Economic Modelling, 2023.
2) Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia (with Leonardo Iania and Marco Lyrio), Applied Economics, 2021.
1) Theory of endogenous growth and the technological innovation in Brazil (In Portuguese) (with Hélio Cruz), Innovation & Management Review, 2013.
Working Papers
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Policy Work
• The Overlooked Aspect of the Federal Reserve’s Landings: Insights from Historical Data (with Lorenzo Menna and Martin Tobal), VOX LACEA, 2024.