Results 81 to 90 of about 63,331 (145)

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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Conservadorismo contábil e o custo do crédito bancário no Brasil

BBR: Brazilian Business Review, 2013
Esta pesquisa investiga se a adoção de práticas contábeis conservadoras leva à redução no custo do crédito bancário das empresas no Brasil. O estudo se baseia em uma amostra de 1.300 empresas e de 813 mil contratos de crédito, no período de 2000 a 2009 ...
Giovani Antonio Silva Brito, Eliseu Martins   +1 more
doaj  

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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The Recent Brazilian Disinflation Process and Costs [PDF]

This work revisits the recent disinflation process in Brazil and finds that solely the agents' perception that a policy rupture could occur is capable of triggering a change in the way firms and households used to behave in their pricing and consuming ...
Alexandre A. Tombini, Sergio A. Lago Alves   +1 more
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A regulação, diversificação e investimentos no exterior - impactos na eficiência da gestão dos investimentos dos fundos de pensão brasileiros sob a ótica da teoria do portfólio.

BBR: Brazilian Business Review, 2011
O presente trabalho procura explorar, sob a ótica da teoria de portfólio, os efeitos da diversificação dos ativos para os fundos de pensão brasileiros em função de quatro cenários factíveis para taxas de juros reais no Brasil, bem como, identificar as ...
Luiz da Penha Souza da Silva, Marcos Roberto Gois de Oliveira   +1 more
doaj  

Swaps de taxas de juro

, 1992
Mestrado em ...
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, Francisco Vazquez, Marcos Souto   +2 more
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Análise da influência de variáveis macroeconômicas na determinação do índice Bovespa: no período de 1995 a 2007 [PDF]

, 2008
TCC (graduação) - Universidade Federal de Santa Catarina. Centro Sócio-Econômico.
Roth, Joel Fernando
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O risco de taxa de juro

, 2016
O risco de taxa de ...
openaire   +1 more source

Combining Hodrick-Prescott Filtering with a Production Function Approach to Estimate Output Gap [PDF]

Many models were used to identify the factors affecting the demand for overnight funds by commercial banks. Theses models overcome overdispersion problems caused by excess of zeros found in the dataset. Generalized Linear Latent and Mixed Models (GLLAMM)
Marta Areosa
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