Results 61 to 70 of about 63,358 (206)

Fluctuation Dynamics in US Interest Rates and the Role of Monetary Policy [PDF]

This paper presents empirical evidence suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents
Benjamin M. Tabak, Daniel Oliveira Cajueiro   +1 more
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Do Inflation-linked Bonds Contain Information about Future Inflation? [PDF]

There is a widespread belief that inflation-linked bonds are a direct source of information about inflation expectations. In this paper we address this issue by analyzing the relationship between break-even inflation (the difference between nominal and ...
José Valentim Machado Vicente, Osmani Teixeira de Carvalho Guillen   +1 more
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Econofísica e a economia [PDF]

, 2017
TCC (graduação) - Universidade Federal de Santa Catarina. Centro Sócio-Econômico. Economia.O objetivo deste trabalho é demonstrar a importância da econofísica para a economia hoje em dia, desenvolver sobre o que é a econofísica, quais os campos abordados
Costa, Luiz Augusto Nunes da
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Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002 [PDF]

Using survey data, we document that foreign-owned institutions became more pessimistic than locally owned institutions about the strength of the Brazilian currency around the 2002 presidential elections.
Emanuel Kohlscheen, Sandro C. Andrade
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Cessão de crédito e restrição de capital: um estudo com bancos brasileiros

RAE: Revista de Administração de Empresas, 2014
Este estudo investiga a relação entre restrição de capital e as operações de cessão de crédito realizadas pelos bancos brasileiros. O período de análise, compreendido entre junho de 2004 e junho de 2009 – em que as cessões de crédito aumentaram em quase ...
Fernanda Vieira Fernandes Ribeiro, Rafael Felipe Schiozer   +1 more
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Financial Instability and Credit Constraint: Evidence from the Cost of Bank Financing [PDF]

This paper examines the relation between the degree of firms’ financial constraint and the observed rise in the cost of bank financing during the global financial crisis of 2008.
Bruno S. Martins
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O fortalecimento do sistema financeiro doméstico e o fluxo de capital para economias emergentes [PDF]

, 2015
The objective of this is study is to assert the role of domestic financial system as mitigating of sudden stops episodes and driver of capital flows in a group of 14 emerging economies in the period of 1999-2013, especially in face of unfavorable ...
da Silveira, Marcos, Moreira, Ajax, Rocha, Katia   +2 more
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Is Inflation Persistence Over? [PDF]

We analyze inflation persistence in several industrial and emerging countries in the recent past by estimating reduced-form models of inflation dynamics. We select a very representative group of 23 industrial and 17 emerging economies.
Fernando N. de Oliveira, Myrian Petrassi
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Evaluating Asset Pricing Models in a Fama-French Framework [PDF]

In this work we propose a methodology to compare different stochastic discount factor (SDF) proxies based on relevant market information. The starting point is the work of Fama and French, which evidenced that the asset returns of the U.S.
Carlos Enrique Carrasco Gutierrez, Wagner Piazza Gaglianone   +1 more
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Crises financeira nos anos 1990 e poupança externa [PDF]

Differently of what says conventional economic analysis, the cause of the 1990s financial crises in Mexico, Asia, Brazil and Argentina was not primarily fiscal, but the decision of governments to grow with foreign savings, i.e., with current account ...
Pereira, Luiz Carlos Bresser
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