Results 81 to 90 of about 15,632 (95)

As Leis de Falência: uma Abordagem Econômica [PDF]

open access: yes
Our goal in this paper is to study the Bankruptcy Laws under the approach of the Economic Theory. In this sense, we present some suggestions of the recent literature and study the convenience of their practical use.
Aloisio Araujo
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Forecasting Interest Rates: an application for Brazil [PDF]

open access: yes
Understanding the links between long and short-term interest rates is crucial for monetary policy makers, since Central Banks decide and set short-term interest rates in order to affect indirectly long-term interest rates, which affects aggregate ...
Benjamin M. Tabak   +2 more
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Forecasting Exchange Rate Density using Parametric Models: The Case of Brazil [PDF]

open access: yes
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market.
Benjamin M. Tabak   +2 more
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Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling [PDF]

open access: yes
Monte Carlo simulation is implemented in some of the main models for estimating portfolio credit risk, such as CreditMetrics, developed by Gupton, Finger and Bhatia (1997). As in any Monte Carlo application, credit risk simulation according to this model
Eduardo Saliby   +1 more
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A Test of Competition in Brazilian Banking [PDF]

open access: yes
This paper implements an empirical test of market power for Brazilian banking based on Bresnahan (1982) and Lau (1982). A dynamic version of the test is applied.
Márcio I. Nakane
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Using a Money Demand Model to Evaluate Monetary Policies in Brazil [PDF]

open access: yes
This paper uses a money demand model to evaluate monetary policies under different regimes in Brazil. The consistency between monetary liquidity and the inflation rate path is considered.
Pedro H. Albuquerque, Solange Gouvea
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