55 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. The importance of expectations in determining sovereign spreads
6. Identification of monetary shocks through the yield curve: Evidence for Brazil
7. Empirical analyses of the effectiveness of interventions in the foreign exchange market in Brazil
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 and Long-Term Real Rates in Brazil/Politica Monetaria e Taxa de Juros Real de Longo no Brasil
12. The information content of risk reversals in emerging market currencies/O conteudo informacional dos 'risk reversals' em moedas de paises emergentes
13. 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
14. Ownership concentration and share issue: Evidence from Latin America/ Concentracao de propriedade e emissao de acao: Evidencia da America Latina
15. A Bayesian nonparametric approach to option pricing
16. Hedging the Brazilian stock index in the era of low interest rates: What has changed?
17. Composite leading indicators of economic activity: An application to Rio de Janeiro's upstream oil and gas industry
18. Board of directors, performance and firm value in Brazilian listed state-owned enterprises
19. Determinants of the implied equity risk premium in Brazil
20. 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?
21. Testes para avaliacao das previsoes do value-at-risk e expected shortfall/(Assessing value-at-risk and expected shortfall predictions)
22. Custo de capital quando os dividendos sao dedutiveis
23. Portfolio Pumping in the Brazilian Stock Market/Portfolio Pumping no Mercado Acionario Brasileiro
24. Reorganization Requests in Brazil: An explanation with Economic Variables/Pedidos de Recuperacao Judicial no Brasil: Uma Explicacao com Variaveis Economicas
25. Shareholder Control, Firm Performance and Executive Compensation: Evidence From Brazilian Market/Controle Acionario, Remuneracao de Executivos e Desempenho Empresarial: Evidencias para o Mercado Brasileiro
26. Event Study on the Announcement of Debenture Issuance/Estudo de Eventos Sobre o Anuncio da Emissao de Debentures
27. Productivity and efficiency in the Brazilian fund market: a comparative approach/Produtividade e eficiencia no mercado de fundos de investimento no Brasil: uma abordagem comparativa
28. Determinants of foreign portfolio investment in the Brazilian stock market/Determinantes do investimento estrangeiro no mercado de capitais brasileiro
29. Persistence in mutual fund performance in Brazil/Persistencia de desempenho em fundos de acoes no Brasil
30. The cross-section of expected stock returns in Brazil/ Evidencias seccionais dos retornos esperados das acoes no Brasil
31. Modelos de precificacao de ativos e o efeito liquidez: evidencias empiricas no mercado acionario Brasileiro
32. Geracao de cenarios de estresse para curva de juros
33. Analise de convergencia de performance das bolsas de valores: a situacao do Ibovespa no cenario mundial
34. Analise da efetividade de politicas de hedge no mercado de dolar futuro no Brasil
35. Using hierarchical risk parity in the Brazilian market: An out-of-sample analysis
36. 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
37. What is the sustainable withdraw rate for Brazil?/ Qual e a taxa de retirada sustentavel para o Brasil?
38. The generalized sustainability credit rating system
39. Factors determining systemic risks of Brazilian banks: A CoVaR-Copula Approach/Fatores determinantes do risco sistemico bancario brasileiro: Uma abordagem CoVaR-Copula
40. Elections, state-owned banks, and bank profitability in Brazil
41. American option pricing with machine learning: An extension of the Longstaff-Schwartz method
42. The effects of economic policy uncertainty on stock market returns Evidence from Brazil
43. 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
44. Analyzing the quality factor for Brazil
45. The impact of monetary policy on the Brazilian stock market/O impacto da politica monetaria no mercado de acoes brasileiro
46. Robust optimization of time series momentum portfolios
47. Discrete-time volatility forecasting: A quantile regression approach
48. Why is bank credit in Brazil the most expensive in the world?
49. Portfolio management under multiple regimes: Out-of-sample performance in the Brazilian market/Gestao de carteiras sob multiplos regimes: Performance fora da amostra no mercado brasileiro
50. Forecasting value-at-risk for the cryptocurrency market using Markov-switching EGARCH models/Previsao de value-at-risk para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.