Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Especulação monetária"'
Autor:
Gomes, Tomé Domingos
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
This dissertation will analyse the relation between speculation-hedging activity, measured using Lucia and Pardo’s (2010) ratio, and price volatility, calculated in a intraday and interday perspective, and its cause effects, in Futures Contracts. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::215e02ceb76eae16ea74e202e6bbcf2b
Autor:
Moreira, Afonso Moniz
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
JEL C22, G17 This thesis develops a new econometric mechanism to predict speculative bubbles. Along history price exuberance has been an important source of economic recessions. Thus it is very important for regulators and policy makers to possess an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b42086665792292841f284602aba1a26
https://hdl.handle.net/10071/11827
https://hdl.handle.net/10071/11827