Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Francisco Eduardo de Luna e Almeida Santos"'
Autor:
Marcelo José Braga Nonnenberg, Michelle Márcia Viana Martins, Fernanda Aparecida Silva, Scarlett Queen Almeida Bispo, Alícia Cechin, Flavio Lyrio Carneiro, Elena Beatriz Piedra-Bonilla, Steven Helfand, Francisco Eduardo de Luna e Almeida Santos
Publikováno v:
Revista Tempo do Mundo, Iss 34, Pp 263-296 (2024)
The substantial increase in greenhouse gas emissions in recent decades has led to a significant rise in global warming and climate change. In response, governments have introduced policies, including environmental trade regulations, to promote sustai
Externí odkaz:
https://doaj.org/article/564b4c674aa74559920f3d38c33ca4b1
Publikováno v:
Revista Brasileira de Finanças, Vol 6, Iss 1, Pp 1-11 (2008)
The aim of this paper is to measure the endogenous relationship between stock and bond markets. To recover the structural form of this relationship, the author applied the method of identification through heteroskedasticity. Both coefficients were
Externí odkaz:
https://doaj.org/article/6b7573a7ab34411b8020ae1038e12a60
The estimation of the impact of macroeconomic announcements in the Brazilian futuresmarkets is used to uncover the relationship between macroeconomic fundamentals andasset prices. Using intraday data from October 2008 to January 2011, we find thatext
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::47d9d8a26a0f09615f90567fa35eecfb
http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td623.pdf
http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td623.pdf
A model of realized variance-covariance is proposed using a portfolio with the most liquid stockassets of Ibovespa. The purpose is to evaluate the economic gains associated with following avolatility timing strategy based on the model’s conditional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::7cd92c9c4eb44f56395bf503ae9f1dd3
http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td624.pdf
http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td624.pdf
Publikováno v:
Brazilian Review of Finance. 6:1
The aim of this paper is to measure the endogenous relationship between stock and bond markets. To recover the structural form of this relationship, the author applied the method of identification through heteroskedasticity. Both coefficients were