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Mostrando ítems 31-40 de 58
What Drives the Nominal Yield Curve in Brazil?What Drives the Nominal Yield Curve in Brazil?
(Sociedade Brasileira de Econometria, 2021)
Equilibrium interest rates in Brazil: a laubach and williams approach
(2016)
Real interest rates in Brazil are still high in any international comparison, even considered that they have declined significantly in the last few years. The main purpose of this paper is not only to update but also extend ...
LA REGULACIÓN DE BASILEA II Y SU IMPACTO EN EL SECTOR BANCARIO MEXICANO: UN ENFOQUE DE ADMINISTRACIÓN DE RIESGOS
(2011-09-22)
The aim of the thesis is to demonstrate that measures and standard suggested by the New
Capital Agreement named Basilea II, are not the most adequate to be applied in the
Mexican banking secotr, due to its inefficiency ...
Essays on monetary and fiscal policies in a small open economy
(2022-09-21)
No primeiro capítulo avaliamos a importância relativa dos fatores internos e externos para explicar a dinâmica da taxa natural de juros no Brasil. Estimamos um modelo Novo Keynesiano (DSGE) de economia aberta, de média ...
The Brazilian real estate securitization market: determinants of pricing
(2016-06-10)
The pricing of Real Estate Receivables Certificates (CRIs) is investigated in relation to the underlying assets and level of guarantees, as far as volume, maturity and rating variables are controlled for. An added average ...
Eleições presidenciais brasileiras e a volatilidade do IBOVESPA: relações com variáveis conjunturais e risco político
(Universidade Federal de Minas GeraisBrasilPrograma de Pós-Graduação em AdministraçãoUFMG, 2018-02-15)
The current political and economic instability of Brazil leads to think over its process of redemocratization and economic stabilization. This scenario brings to light the participation of events related to Political Risk ...
No-arbitrage Conditions and the Cross-section of Commodity Futures Returns
(2014)
Commodity studies have concluded that the traditional Capital Asset Pricing Model (CAPM)
has failed to explain the cross-section of commodity futures returns. However, these studies are based
exclusively on shortest ...
A taxa de juros natural e a regra de Taylor no Brasil: 2003-2015
(Fundação Getúlio Vargas, 2016-12-01)
This paper estimates the natural rate and the Taylor Rule for the Brazilian economy from 2003 to 2015. The natural rate in a small open economy is equal to the international real rate of interest, adjusted for the premium ...