Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Andre Oliveira Santos"'
Autor:
Andre Oliveira Santos
Publikováno v:
IMF Working Papers. 19:1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62a881ef96d74558eb2a3a7c5d0a1bba
https://doi.org/10.5089/9781498312080.001
https://doi.org/10.5089/9781498312080.001
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21bc4e5bc93be4f983ec2a6ee08f0a2a
https://doi.org/10.2139/ssrn.2164587
https://doi.org/10.2139/ssrn.2164587
Autor:
Andre Oliveira SANTOS
This article applies regime-switching models to assess the effects of different regimes of volatility in asset pricing. Different variance-covariance matrices for different regimes of volatility are introduced in the Capital Asset Pricing Model. They
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f589b5b1d82d8aaa3c1e72f9260d880a
http://www.swissfinanceinstitute.ch/rp4.pdf
http://www.swissfinanceinstitute.ch/rp4.pdf
Autor:
CIZEL, JANKO jcizel@gmail.com, FROST, JON jon.frost@bis.org, HOUBEN, AERDT a.c.f.j.houben@dnb.nl, WIERTS, PETER p.j.wierts@dnb.nl
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Aug2019, Vol. 51 Issue 5, p1209-1235. 27p. 10 Charts, 2 Graphs.
Asia's financial systems proved resilient to the shocks from the global financial crisis, and growth since then has been strong. But new challenges have emerged in the region's economies, including demographics and aging, the need to diversify from b
Autor:
Elliott, Douglas, Santos, Andre
'This study assesses the overall impact on credit of the financial regulatory reforms in Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and higher tax
'Monetary and Capital Markets Department.'
Autor:
Rajeswary Ampalavanar Brown
In recent decades, the culture, society, politics, and economics of Bahrain have been transformed, driving its global ambitions while retaining to a degree the rule of law and cosmopolitanism. Islam and Capitalism in the Making of Modern Bahrain exam
Autor:
Wagner Bull
Este livro foi escrito para os amantes das lutas marciais, da defesa pessoal, da medicina, filosofia e psicologia do Oriente. Esta edição, revista e ampliada, em 3 volumes, torna este livro quase uma'Bíblia'do Aikido, contendo preciosas informaç
Autor:
Paula Cristina Roque
This book traces three decades of securitization in Angola. As a governing strategy during war and peacetime, it muted the aspirations of those on opposing sides, distorted the state, emboldened elites and redefined the identity of Angolans. Through