Zobrazeno 1 - 10 of 21 pro vyhledávání: '"Regis Augusto Ely"'
1
Akademický článek
Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
Autor: Regis Augusto Ely
Publikováno v: Revista Brasileira de Finanças, Vol 12, Iss 1, Pp 13-39 (2014)
This paper examines the relation between serial correlation and volatility of the Ibovespa index returns and extends the empirical evidence of the LeBaron effect for higher orders of serial correlation. We employ an exponential general autoregressive
Externí odkaz: https://doaj.org/article/fbe7183219e144baaa27f9ae1b663e05
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2
Akademický článek
Returns Predictability and Stock Market Efficiency in Brazil
Autor: Regis Augusto Ely
Publikováno v: Revista Brasileira de Finanças, Vol 9, Iss 4, Pp 571-584 (2011)
This paper searches for evidence of predictability in the Brazilian stock market using portfolios grouped by sector and firm size with data from 1999 to 2008. I conduct an automatic variance ratio test using wild bootstrap. This methodology eliminate
Externí odkaz: https://doaj.org/article/6d449aebfed94f14a80e14cc2b7a0f3e
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3
More sports, more crimes? An analysis for the Metropolitan Region of Porto Alegre
Autor: Ari Francisco de Araujo Junior, Regis Augusto Ely, Cláudio Djissey Shikida, Daiane Arend, Rodrigo Fernandez
Publikováno v: Economic Analysis of Law Review; Vol. 13 No. 2 (2022): Vol 13, No 2 (2022): ECONOMIC ANALYSIS OF LAW REVIEW; 200-211
Economic Analysis of Law Review ; Vol. 13 Núm. 2 (2022): Vol 13, No 2 (2022): ECONOMIC ANALYSIS OF LAW REVIEW; 200-211
Economic Analysis of Law Review; v. 13 n. 2 (2022): Economic Analysis of Law Review; 200-211
Economic Analysis of law Review
Universidade Católica de Brasília (UCB)
instacron:UCB
Does the occurrence of crimes increase or decrease on sporting event days? There is no conclusive answer in the literature. This article uses a database that combines crime occurrences in the Metropolitan Region of Porto Alegre and the performance of
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5dbbad8a96f8ad3f68e3fedd37b7a6d
https://portalrevistas.ucb.br/index.php/EALR/article/view/13232
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4
Pronatec e o mercado de trabalho: uma análise para os cursos oferecidos no IFRS campus Rio Grande
Autor: Regis Augusto Ely, Gibran da Silva Teixeira, Rafael Mesquita Pereira, José Felipe Duarte da Silva, Vinícius Halmenschlager
Publikováno v: Repositório Institucional da UFRGS
Universidade Federal do Rio Grande do Sul (UFRGS)
instacron:UFRGS
Economia Aplicada, Vol 25, Iss 2 (2021)
Este artigo tem por objetivo avaliar a efetividade do Pronatec sobre o salário de reinserção, tempo de emprego e empregabilidade dos traba-lhadores que participaram dos cursos do programa no IFRS, campus RioGrande, nos anos de 2013 e 2014. Para ta
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::631b1119ea641d17d46540b0aee7b159
https://doi.org/10.11606/1980-5330/ea149391
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5
The transmission mechanisms of macroprudential policies on bank risk
Autor: Regis Augusto Ely, Anderson Mutter Teixeira, Benjamin Miranda Tabak
Publikováno v: Economic Modelling. 94:598-630
In this article, we study the transmission mechanisms of the effect of a set of 12 macroprudential policies on the risk-taking of banks using a large number of countries and a novel identification approach. Our results show that tools which aim to ad
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2c6c739921a76f9eb59b236b321e26d6
https://doi.org/10.1016/j.econmod.2020.02.005
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8
Rural credit and the time allocation of agricultural households: The case of PRONAF in Brazil
Autor: Rafael Parfitt, André Carraro, Felipe Garcia Ribeiro, Regis Augusto Ely
Publikováno v: Review of Development Economics. 23:1863-1890
This paper evaluates the impact of Brazil's National Program to Strengthen Family Farming (PRONAF) on the time allocation of household members. We use data from the 2014 Pesquisa Nacional por Amostra de Domicilios, and we apply propensity score metho
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::70e9f77e1581f4bb77cf0144efefd5ed
https://doi.org/10.1111/rode.12606
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9
Alocação do tempo entre os gêneros e o mercado de trabalho: uma análise entre casados e solteiros para o Brasil
Autor: Regis Augusto Ely, Daniel de Abreu Pereira Uhr, Renata Pereira Cardoso, Júlia Gallego Ziero Uhr
Publikováno v: Nova Economia, Volume: 29, Issue: 3, Pages: 1041-1063, Published: 06 MAR 2020
Nova Economia v.29 n.3 2019
Nova Economia
Universidade Federal de Minas Gerais (UFMG)
instacron:UFMG
EnglishAbstract This paper analyzes the differences of wage and time allocation between married and single individuals in Brazil in order to understand how marriage is associated with the wage distribution, the hours of work and the time spent in dom
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68730ed5a41c946284db6bb6f6286e09
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-63512019000301041&lng=en&tlng=en
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10
Volatility transmissions between commodity futures contracts in short, medium and long term
Autor: Mario Duarte Canever, Regis Augusto Ely, Mathias Schneid Tessmann
Publikováno v: International Journal of Financial Markets and Derivatives. 8:79
This article investigates the relationship between agricultural and energy commodity markets by measuring the volatility transmissions between future contracts through a spillover index that can be partitioned into different frequency bands. We use d
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01937b30e831e111039da97e5ba82f7d
https://doi.org/10.1504/ijfmd.2021.10036441
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