Other Publications

Opinion column

A practical anti-bubble prescription

(with Jiangze Bian and Tim Burch) 

The Economists' Voice, 2012.

Debt ceiling debate isn't our nation's prime concern

The Miami Herald, August 15, 2011.

Peer-refereed journals

Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates

(with Benjamin Tabak)

Revista Brasileira de Financas 1(1), 19-43, 2003.

Is It Worth Tracking Dollar-Real Implied Volatility?

(with Benjamin Tabak)

Brazilian Journal of Applied Economics 3(5), 67-89, 2001.

Magazines

Controlling Credit Risk in Foreign Reserves

Central Banking XI, 65-69, May 2001.

A Credit Risk Measurement Model

Resenha BM&F 140, 17-25, 2001. (in Portuguese).

The Pricing of Principal-Guaranteed Mutual Funds

Resenha BM&F 138, 43-49, 2000. (in Portuguese).

Book chapter

Scenarios for the beginning of the Millennium in Brazil

(with Octavio Tourinho)

In A Economia Brasileira em Perspectiva –1998. IPEA. (in Portuguese)

Unpublished working paper and conference proceedings

An Updated Social Accounting Matrix for Brazil

(with Sheila Najberg)

Discussion Text n. 58 . Brazilian Development Bank (BNDES), 1997. (in Portuguese)

Volatility Estimation for Option Portfolio Hedging: an Efficiency Test.

Proceedings of the XVIII Meeting of the Brazilian Econometric Society, 1996.(in Portuguese)