Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability [PDF]
This paper compares different versions of the multiple variance ratio test based on bootstrap techniques for the construction of empirical distributions.
Benjamin Miranda Tabak +1 more
core
The goose of the golden eggs and the anatomy of a crisis: inflation, avian influenza, and the pandemic specter. [PDF]
Cad Saude PublicaElias IV.
europepmc +1 more source
Risk Premia for Emerging Markets Bonds: Evidence from Brazilian Government Debt, 1996-2002 [PDF]
The goal of this paper is to identify the determinants of the risk premium on Brazilian government debt traded in the emerging markets bonds. The empirical evidence presented does not reject the hypotheses that fiscal solvency and the size of the public ...
André Soares Loureiro +1 more
core
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 +1 more
core
Computación Evolucionaria para Estimar Volatilidad [PDF]
Proceedings of the 16th LACCEI International Multi-Conference for Engineering, Education, and Technology: “Innovation in Education and Inclusion”, 2018 openaire +1 more source
Transmissão da volatilidade nos mercados
, 2015 Esta investigação analisa a transmissão da volatilidade entre os metais preciosos e os mercados bolsistas. É analisada a transmissão da volatilidade de quatro metais preciosos: o ouro, a prata, o paládio e a platina, e o índice S&P500. Recorreu-se à metodologia GARCH para estimar as suas volatilidades.
openaire +1 more source
[Colonial collections in Portugal and their invisibilities: João Jardim and the Municipal Museum of Figueira da Foz]. [PDF]
Hist Cienc Saude ManguinhosFigueira M, Lopes Q, Pereira E.
europepmc +1 more source
Food security and pluriactivity in the Brazilian Amazon: a study on small rural establishments. [PDF]
Cad Saude PublicaBezerra GG, Maia AG, Souza EF.
europepmc +1 more source
UMA ANÁLISE DA EFETIVIDADE DA POLÍTICA DE RESTRIÇÃO SOCIAL PARA O MUNICÍPIO DE FORTALEZA–CE
, 2020 Barros L, Lucena R.
europepmc +1 more source
The Influence of Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default [PDF]
Using data drawn from the Brazilian Central Bank Credit Information System, this paper evaluates the impact of the use of collateral on the probability of default and, consequently, on capital requirement levels in the Brazilian financial system ...
Alan Cosme Rodrigues da Silva +4 more
core