38 results
Search Results
2. Realized semicovariances: Empirical applications to volatility forecasting and portfolio optimization
3. Nonparametric option pricing under Beta-t-GARCH process with dynamic conditional score
4. The role of alternative investments in Brazilian portfolios
5. Foreign portfolio investment flows, expectations, and Brazilian stock market returns
6. The importance of expectations in determining sovereign spreads
7. Short-selling, the supply side: Are lenders price makers?
8. The impact of ESG momentum in stock prices
9. The authentic Bee-Coin: A tokenized financial instrument for revenue-generating projects with social or environmental impact
10. What are the main reorganization mechanisms adopted by Brazilian companies undergoing judicial reorganization?/Quais os principais mecanismos de reorganizacao adotados pelas empresas brasileiras em recuperacao judicial?
11. Monetary policy transmission mechanism: Risk taking channel in the Brazilian economy/Mecanismo de transmissao da politica monetaria: Canal de tomada de risco na economia brasileira (2000-2019)
12. Estimation of VIX futures through Gaussian factor models
13. Impactssof the Monetary Policy Committee decisions on the foreign exchange rate in Brazil
14. Efficiency and productivity of Brazilian banks: A new approach based on two-stage network DEA
15. The impact of cryptocurrencies on the performance of multi-asset portfolios: Evidence from Brazil/ O impacto de criptomoedas na performance de carteiras multiativos: Evidencias para o Brasil
16. Pricing of illiquid debentures using supervised and unsupervised machine learning techniques/ Aprecamento de debentures iliquidas combinando tecnicas de aprendizado nao supervisionado e supervisionado
17. Functional data analysis for Brazilian term structure of interest rate
18. Reddit as a prediction tool for crypto-assets
19. Equilibrium real interest rates in Brazil: Convergence at last, but not quite
20. Using hierarchical risk parity in the Brazilian market: An out-of-sample analysis
21. Effects of policy uncertainty economics on the Brazilian economy: Evidence from the FAVAR/ Efeitos da incerteza da politica economica sobre a economia brasileira: Evidencias a partir do FAVAR
22. What is the sustainable withdraw rate for Brazil?/ Qual e a taxa de retirada sustentavel para o Brasil?
23. Exchange rates and accounting distortions in hedge operations: Hypothetical case with real market data/Taxas de cambio e distorcoes contabeis nas operacoes de hedge: Caso hipotetico com dados reais de mercado
24. Does stock market direction impact the alpha of funds?/A direcao do mercado acionario impacta o alfa de fundos?
25. The generalized sustainability credit rating system
26. Factors determining systemic risks of Brazilian banks: A CoVaR-Copula Approach/Fatores determinantes do risco sistemico bancario brasileiro: Uma abordagem CoVaR-Copula
27. Elections, state-owned banks, and bank profitability in Brazil
28. Painting the black box white: Interpreting an algorithm-based trading strategy
29. Determinants of sovereign risk from the perspective of rating agencies/Determinantes do risco soberano pela otica das agencias de rating
30. What drives the release of material facts for Brazilian stocks?
31. The wisdom of crowds in forecasting at high-frequency for multiple time horizons: A case study of the Brazilian retail sales
32. Brazilian banking cycle synchronization during COVID-19 crisis
33. American option pricing with machine learning: An extension of the Longstaff-Schwartz method
34. The effects of economic policy uncertainty on stock market returns Evidence from Brazil
35. Influence of capital goods investment on economic and financial performance, as moderated by corporate governance/ Influencia do investimento em bens de capital no desempenho economico-financeiro sob a moderacao da governanca corporativa
36. Analyzing the quality factor for Brazil
37. The predictability of cross-sectional returns in high frequency
38. Can extreme returns predict the cross-section of expected returns in the Brazilian market?
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