Buscar
Mostrando ítems 21-30 de 34
On measuring social tensions: with applications to Brazil
(Escola de Pós-Graduação em Economia da FGV, 2017-12)
There are a number of different types of social tensions that can generate social unrest. Starting from standard inequality and poverty concerns to the ones related to temporal fluctuations in living standards including ...
Monetary policy with liquidity frictions
(Universidad de los Andes, Facultad de Economía, CEDE, 2006)
This paper explores the welfare effects of a reduction in the inflation rates in an environment of incomplete markets. We built a dynamic heterogeneous agent model that features idiosyncratic risks in the labor supply and ...
O Comportamento dos componentes da volatilidade das ações no Brasil no período de 1996 a 2010
(Florianópolis, SC, 2012)
Análisis empírico del ciclo económico en las provincias argentinas, 1970-2006.
(Universidad Nacional de La Rioja, 2016)
A systematic component of the jump-risk premium in an AJD model
(2015-04-07)
We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite ...
Ensaios sobre estrutura a termo da curva de juros e spreads de títulos corporativos
(2014-12-01)
This work consists of three chapter dedicated to discussing different aspects of the important North American market for corporate bonds. In the first chapter, we show the evolution of the American credit market in recent ...
A relação entre o spread de crédito e o rating de bonds de empresas brasileiras
(2019-04-04)
Este estudo busca investigar os efeitos das avaliações de qualidade de crédito da dívida corporativa brasileira promovidas pelas três principais agências de rating – Standard & Poor’s, Moody’s e Fitch – no spread de crédito ...
Portafolio óptimo del mercado del índice Colcap 20 teniendo en cuenta la medida de diversificación de entropía
(Universidad IcesiUniversidad IcesiDepartamento Contable y FinancieroSantiago de Cali, 2015-01-01)
Como consecuencias de las altas volatilidades presentadas en los últimos años en los mercados financieros, se hace necesario el estudio de una medida de diversificación en los portafolios de los gestores de cartera, ya que ...