Rafael Barros De Rezende

Universitetslektor nationalekonomi
Nationalekonomi , Jönköping International Business School

Kontakt

Rum
B5024
Telefon
SMS-nummer
+46 73-910 16 66
Extern telefon
+4676-7256582
Schema
Ändra din information

Rafael B. De Rezende is an Assistant Professor of Economics at Jönköping International Business School since 2020. Prior to that he has held positions as Ph.D. Research Economist at the Bank of England, within the Monetary Analysis Department - Monetary and Financial Conditions (2019-2020), and at Sveriges Riksbank, within the Monetary Policy Department - Macro-Financial Analysis (2014-2019). He has also been a consultant for the Secretary Office of Public Finance of Belo Horizonte in Brazil. Rafael B. De Rezende holds a Ph.D. in Finance from the Stockholm School of Economics (2014). His research interests lie in the fields of Macro-Finance, Empirical Asset Pricing, Monetary Economics, Investment Strategies, and International Finance, and he has taught courses on Advanced Macroeconomics, Advanced Finance, International Macroeconomics and Finance, Financial Stability and Regulation, Banking and Financial Intermediation, and Microeconomics.

Personal external website: https://www.rafaelbderezende.com

Artikel

De Rezende, R. (2017). How can term structure models be used by central banks? Sveriges Riksbank Economic Review, 104-125. More information
De Rezende, R. (2017). The interest rate effects of government bond purchases away from the lower bound Journal of International Money and Finance, 74, 165-186. More information
De Rezende, R., Ferreira, M. (2013). Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models: A quantile autoregression approach Journal of Forecasting, 32(2), 111-123. More information
De Rezende, R. (2011). Giving flexibility to the Nelson-Siegel class of term structure models Brazilian Review of Finance, 9(1), 27-49. More information

Rapport

De Rezende, R., Ristiniemi, A. (2020). A shadow rate without a lower bound constraint. London: Bank of England More information
De Rezende, R., Ristiniemi, A. (2018). A shadow rate without a lower bound constraint. Stockholm: Sveriges Riksbank More information
De Rezende, R. (2016). The interest rate effects of government bond purchases away from the lower bound. Stockholm: Sveriges Riksbank More information
De Rezende, R., Kjellberg, D., Tysklind, O. (2015). Effects of the Riksbank’s government bond purchases on financial prices. Stockholm: Sveriges Riksbank More information
De Rezende, R. (2015). Risks in macroeconomic fundamentals and excess bond returns predictability. Stockholm: Sveriges Riksbank More information