232 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. Identification of monetary shocks through the yield curve: Evidence for Brazil
8. Relationships between price-earnings ratios and returns of treasury bonds/Relacoes entre indices preco-lucro e retornos dos titulos publicos
9. Empirical analyses of the effectiveness of interventions in the foreign exchange market in Brazil
10. Short-selling, the supply side: Are lenders price makers?
11. The natural yield curve in Brazil/A curva de juros natural no Brasil)
12. A note on stochastic volatility model estimation/(Nota sobre estimacao de modelos de volatilidade estocastica)
13. The impact of ESG momentum in stock prices
14. The authentic Bee-Coin: A tokenized financial instrument for revenue-generating projects with social or environmental impact
15. 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?
16. 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)
17. Estimation of VIX futures through Gaussian factor models
18. Monetary Policy and Long-Term Real Rates in Brazil/Politica Monetaria e Taxa de Juros Real de Longo no Brasil
19. Backtesting for the Expected Shortfall of the Trading Book: An Assessment of Methodologies/ Backtesting para o Expected Shortfall do Trading Book: Uma Avaliacao das Metodologias
20. Impactssof the Monetary Policy Committee decisions on the foreign exchange rate in Brazil
21. Does private equity generate shareholder value? A comparative analysis of the return after the IPO/Private equity gera valor ao acionista? Uma analise comparativa de retorno e risco apos o IPO
22. Efficiency and productivity of Brazilian banks: A new approach based on two-stage network DEA
23. 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
24. Pricing of illiquid debentures using supervised and unsupervised machine learning techniques/ Aprecamento de debentures iliquidas combinando tecnicas de aprendizado nao supervisionado e supervisionado
25. GetHFData: a R package for downloading and aggregating high frequency trading data from Bovespa
26. The information content of risk reversals in emerging market currencies/O conteudo informacional dos 'risk reversals' em moedas de paises emergentes
27. Brazilian review of finance 2015 editorial report/Relatorio editorial de 2015 da revista Brasileira de financas
28. Price-volume relationship in the Brazilian market, stock lending and technical analysis/Relacao entre preco e volume de negocios, emprestimo de acoes e analise tecnica
29. Risk reduction in loans against receivables/Reducao de risco no credito com duplicatas
30. Corruption and stock returns of Brazilian firms/ Corrupcao e retorno de acoes de empresas listadas na B3
31. The expected return of COEs/ O retorno esperado dos COEs
32. Selection of optimal portfolios under norm constraints in the allocation vectors: an empirical evaluation with data from BM&F Bovespa/Selecao de carteiras otimas sob restricoes nas normas dos vetores de alocacao: uma avaliacao empirica com dados da BM&FBovespa
33. The researchers, the publications and the journals of Finance in Brazil: an analysis based on resumes from the Lattes platform/Os pesquisadores, as publicacoes e os periodicos da area de Financas no Brasil: uma analise com base em curriculos da plataforma Lattes
34. Evaluating interest rate term-structure using extensions of the Diebold and Li three factors model/Avaliacao da curva de juros empregando extensoes do modelo de Diebold e & Li com tres fatores
35. Predictability of stock market indexes following large drawdowns and drawups
36. Ownership concentration and share issue: Evidence from Latin America/ Concentracao de propriedade e emissao de acao: Evidencia da America Latina
37. A Bayesian nonparametric approach to option pricing
38. Comment on: 'Why is bank credit in Brazil the most expensive in the world?'
39. Risk measures theory: a comprehensive survey/Teoria de medidas de risco: uma revisao abrangente
40. Brazilian Review of Finance 2013 editorial report/Relatorio editorial de 2013 da Revista Brasileira de Financas
41. The Brazilian stock market in the pre-Ibovespa era/O mercado de acoes no Brasil antes do Indice Bovespa
42. Hedging the Brazilian stock index in the era of low interest rates: What has changed?
43. Composite leading indicators of economic activity: An application to Rio de Janeiro's upstream oil and gas industry
44. Board of directors, performance and firm value in Brazilian listed state-owned enterprises
45. Determinants of the implied equity risk premium in Brazil
46. Did the new Law for State-owned Firms affect those that are publicly traded?/A nova Lei das Estatais afetou as empresas estatais listadas na bolsa?
47. Testes para avaliacao das previsoes do value-at-risk e expected shortfall/(Assessing value-at-risk and expected shortfall predictions)
48. Tips on writing a referee's report/Dicas para escrever uma avaliacao de artigo
49. Brazilian Review of Finance 2012 editorial report/Relatorio editorial de 2012 da Revista Brasileira de Financas
50. Informacao endogena, caracterizacao do risco e retornos de acoes variantes no tempo
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.