Zobrazeno 1 - 10 of 35 pro vyhledávání: '"Mergulhão, João de Mendonça"'
1
Anticipatory effects in the FTSE 100 index revisions
Autor: Fernandes, Marcelo, Mergulhão, João de Mendonça
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition. We focus on the latter index because it employs publicly-known objective criteria to determine membership and hence it provides a natural conte
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::575ed6101a30de58b1de601f6b42eed9
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2
O conteúdo informacional das transações no mercado futuro de câmbio: uma investigação do caso brasileiro
Autor: Pereira, Pedro L. Valls, Sulzbach, Vanessa Neumann, Mergulhão, João de Mendonça
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Modelos de microestrutura da taxa de câmbio têm recebido especial atenção nos últimos anos por capturarem de forma mais acurada as nuances deste mercado e evidenciarem a existência de informação assimétrica entre os agentes que transacionam
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3
Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test
Autor: Ferreira, Marcos Souza
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance i
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4
Bank networks and firm credit: an agent based model approach
Autor: Teixeira, Henrique Oliveira
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Starting from the idea that economic systems fall into complexity theory, where its many agents interact with each other without a central control and that these interactions are able to change the future behavior of the agents and the entire system,
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5
O impacto nos balanços dos intermediários financeiros das ações de política monetária no Brasil
Autor: Moraes, Elisângela Franco de
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
This study search to verify how the monetary policy impact financial institutions, and therefore the real sector of economy, to assist on this we also seek to have an understanding on the mechanism of economic transmission, particularly the use of th
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6
Determinantes da estrutura de capital das empresas de agronegócio brasileiras
Autor: Hartmann, Ricardo Rodrigues
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Este trabalho visa a identificar a forma de captação de recursos das empresas de agronegócio brasileiras e os fatores que a definem, influenciando a composição de sua estrutura de capital. Para isso, com base em uma amostra de 56 empresas, no pe
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::0eec5487213b5763a0294ac62af67ce8
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7
Estruturas de governança corporativa e financial distress: há relação entre conselho de administração e empresas em financial distress?
Autor: Oshiro, Renan Kenji
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
In this master’s thesis it was analyzed if there is a significant relationship among governance structures (structure and board composition) and financial distress. This essay focused on this issue because academic studies in corporate governance a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3c788d50840a312797100e3b38fe807b
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8
Portfólios ponderados pelo risco: uma abordagem para a alocação de carteiras
Autor: Ariki, Rodrigo Yukio
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
This study investigates the performance of an investment portfolio constructed with equal contributions of risky assets to total portfolio risk (risk parity), using a sample of daily closing prices of 27 shares traded in the Brazilian stock market fr
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9
Brazil’s 2014 presidential elections: the interconnection between election news and stock market behavior
Autor: Werth, Luca Camilla
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
This study researches whether there has been abnormal stock market behaviour in Brazil as a consequence of election news (observed via opinion polls), regarding the last Brazilian presidential election, held in October 2014. Via applying event study
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10
Credit ratings and government bonds: evidence before, during and after the european debt crisis
Autor: Coelho, Miguel de Campos Pinto
Publikováno v: Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Neste projeto, investigamos se as agências de rating e as taxas de juro de longo prazo da dívida soberana tiveram uma influência recíproca antes, durante e após a crise da dívida soberana Europeia. Esta análise é realizada, estimando
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=od______3056::704add4eac9ff45a466031af7aa91fe8
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