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Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets
García-Herrero, Alicia / Girardin, Eric / dos Santos, Enestor
interest ratesResource overview

Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets

Paper2017

by García-Herrero, Alicia, Girardin, Eric, dos Santos, Enestor

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interest rates

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

    Translate yield movements into first-order price risk.

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    Build a consistent discount curve.

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