José maurício nunes garcia - Open Access .click

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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
core

Thank You to Our Peer Reviewers in 2023

Health Expectations, Volume 27, Issue 6, December 2024.
wiley +1 more source

EHA2024 Hybrid Congress

HemaSphere, Volume 8, Issue S1, June 2024.
wiley +1 more source

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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Growing knowledge: an overview of Seed Plant diversity in Brazil

Rodriguésia
An updated inventory of Brazilian seed plants is presented and offers important insights into the country's biodiversity. This work started in 2010, with the publication of the Plants and Fungi Catalogue, and has been updated since by more than 430 ...
Daniela C. Zappi +436 more
doaj +1 more source

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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Linking Financial and Macroeconomic Factors to Credit Risk Indicators of Brazilian Banks [PDF]

This study constructs a set of credit risk indicators for 39 Brazilian banks, using the Merton framework and balance sheet information on the banks’ total assets and liabilities.
Benjamin M. Tabak, Francisco Vazquez, Marcos Souto +2 more
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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, José Valentim M. Vicente +1 more
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Representing Roomates' Preferences with Symmetric Utilities [PDF]

In the context of the stable roommates problem, it is shown that acyclicity of preferences is equivalent to the existence of symmetric utility functions, i.e. the utility of agent i when matched with j is the same as j 's utility when matched with i .
José Álvaro Rodrigues Neto
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Estimation of Economic Capital Concerning Operational Risk in a Brazilian Banking Industry Case [PDF]

The advance of globalization of the international financial market has implied a more complex portfolio risk for the banks. Furthermore, several points such as the growth of e-banking and the increase in accounting irregularities call attention to ...
Délio José Cordeiro Galvão +2 more
core

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literature on music

brazilian colonial music