Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence [PDF]
This paper analyzes the cyclical effects of bank capital buffers using an international sample of 2,361 banks from 92 countries over the 1990-2007 period.
A. R. Fonseca +2 more
core
O objetivo da pesquisa consistiu em avaliar a carteira de investimentos das empresas listadas nos níveis de governança corporativa da BM&FBovespa por meio da aplicação dos filtros de Graham em consonância ao contexto brasileiro, como proposto por Testa e
Fernanda Kreuzberg +3 more
doaj
Identifying Volatility Risk Premium from Fixed Income Asian Options [PDF]
We provide approximation formulas for at-the-money asian option prices to extract volatility risk premium from a joint dataset of bonds and option prices. The dynamic model generates stochastic volatility and a time-varying volatility risk premium, which
Caio Ibsen R. Almeida +1 more
core
Vaccination opportunity in children up to 6 months old born in 2017 and 2018 in the city of Londrina-PR, Brazil: a population-based survey. [PDF]
Brites HD +34 more
europepmc +1 more source
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability [PDF]
This paper compares different versions of the multiple variance ratio test based on bootstrap techniques for the construction of empirical distributions.
Benjamin Miranda Tabak +1 more
core
Consulta pública SECOVID/MS: “uma afronta de conteúdo e forma”
Rauen FJ.
europepmc +1 more source
A New Proposal for Collection and Generation of Information on Financial Institutions' Risk: the case of derivatives [PDF]
This article aims at providing a new alternative for the collection of information on risks taken by financial institutions, which enables the calculation of risk tools usually used in risk management, such as VaR and stress tests.
Benjamin M. Tabak, Gilneu F. A. Vivan
core
[Vaccination coverage and delay in 2019 and 2020 birth cohorts: household survey in Cubatão, São Paulo State, Brazil]. [PDF]
Rozman LM +5 more
europepmc +1 more source
Output Gap and GDP in Brazil: a real-time data analysis [PDF]
Economic agents make decisions using real-time data. However, recent literature has shown that several economic activity measures go through important revisions over time, impairing the reliability of real-time data.
André Minella +2 more
core
Economic crisis and counter-reform of universal health care systems: Spanish case. [PDF]
Fortes PA, Carvalho RR, Louvison MC.
europepmc +1 more source

