Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change [PDF]
This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006.
Abbara, Omar +2 more
core +4 more sources
National Guidelines for the Performance of the Sweat Test in Diagnosis of Cystic Fibrosis on behalf of the Croatian Society of Medical Biochemistry and Laboratory Medicine and the Cystic Fibrosis Centre - Paediatrics and adults, University Hospital Centre Zagreb. [PDF]
Leniček Krleža J +13 more
europepmc +1 more source
Compra e venda e retrovenda: um pano de fundo para a agiotagem
A compra e venda se tornou atualmente uma forma de garantia para acobertar contratos de mútuo feneratício a juros abusivos, tornando aquela passível de nulidade por simulação dos contratos, diante da prática da agiotagem, mecanismo criminoso de ...
Paulo Roberto Cristo da Cruz Albuquerque +1 more
doaj +1 more source
Desapropriação - Correção monetária - Juros moratórios
Supremo Tribunal ...
openaire +1 more source
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 +2 more
core
Exploramos ao longo desse trabalho as normas nacionais e as recomendações da OCDE para a dedução de juros de empresas que comerciam em mais de um país. O artigo faz a identificação do problema do viés ao débito, fortemente orientado pelo sistema tributário que discrimina o modo de financiamento quanto a sua origem, se pelo débito ou pelo equity ...
Filipe Zimmermann Perazzo +1 more
openaire +1 more source
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 +1 more
core
Desapropriação - Juros - Honorários de advogado
Supremo Tribunal ...
openaire +1 more source
Brazil's Financial System: Resilience to Shocks, no Currency Substitution, but Struggling to Promote Growth [PDF]
Brazil has evolved a financial system with a smaller presence of public banks and larger participation of foreign banks, less directed credit, and well capitalized banks.
Hélio Mori +2 more
core
Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling [PDF]
As in any Monte Carlo application, simulation option valuation produces imprecise estimates. In such an application, Descriptive Sampling (DS) has proven to be a powerful Variance Reduction Technique.
Eduardo Saliby +2 more
core

