Term Premium Estimates for Brazil in a Model with Survey Expectations

This paper estimates the term premium and equilibrium rates im- plied in the Brazilian yield curve, using a term structure model that incorporates data from survey expectations. Nominal long-term yields in Brazil are explained mostly by fluctuations in the equilibrium real rate.

Authors

Adonias Evaristo da Costa Filho (ORCID: https://orcid.org/0009-0005-2797-2701)

Institutions

Centro de Estudios Monetarios y Financieros (ES)

Publication Details

Journal: Applied Finance Letters
Published: 2025-06-17
DOI: https://doi.org/10.24135/afl.v14i.943
Primary Topic: Fiscal Policy and Economic Growth
Type: article
Field-Weighted Citation Impact: 0.00

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article

Term Premium Estimates for Brazil in a Model with Survey Expectations

Adonias Evaristo da Costa Filho

Jun 17, 2025

Applied Finance Letters

Fiscal Policy and Economic Growth

article

Term Premium Estimates for Brazil in a Model with Survey Expectations

Adonias Evaristo da Costa Filho

June 17, 2025article en

Abstract

Applied Finance LettersVol. 14

Centro de Estudios Monetarios y Financieros (ES)

Openalex Percentile: Top 80%

Fiscal Policy and Economic Growth

DOI Open Access PDF OpenAlex

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Term Premium Estimates for Brazil in a Model with Survey Expectations — Adonias Evaristo da Costa Filho · Applied Finance Letters (2025) | TGRS Research Map | TGRS