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Capital controls and financial dollarization
(Universidad de San Andrés. Departamento de Economía, 2022-08)
This paper studies from an empirical and theoretical perspective the systemic and bank- level effects
of imposing reserve requirements (RR) in foreign currency in an economy with a heavily dollarized
financial system. The ...
Deviations from the covered interest parity: The role of fundamentals, financial and political turmoil, and market frictions
(Lociedade Brasileira de Finanças, 2021)
Essays on macroeconomics and banking
(2016-11-26)
Essa tese é composta por dois capítulos. No primeiro, desenvolvo um modelo para quantificar o papel da heterogeneidade setorial, em relação ao acesso a crédito, na determinação dos efeitos da integração financeira. Fricções ...
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
(Universidad del RosarioFacultad de Economía, 2023-03-07)
We study investment and insurance demand decisions for an agent in a theoretical continuous-time expected utility maximization model that combines risky assets with an (exogenous) insurable background risk. This risk takes ...
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
(Academic Press Inc., 2018)
It is well known that when an arbitrage-free financial market is incomplete or has tradable financial assets with frictions there must be multiple risk-neutral probability measures. The main motivation for the present study ...
Efeitos da geometria, da força axial e da rotação no reparo por atritoEffects of the geometrie, of the axial force and of the rotation in the friction welding repair
(Universidade Federal de UberlândiaBRPrograma de Pós-graduação em Engenharia MecânicaEngenhariasUFU, 2016)
“Volatilidad de TCR y exportaciones : una perspectiva financiera”
(Universidad de Chile, 2023)
Este paper estudia el rol de las fricciones financieras en el efecto de la volatilidad del TCR sobre las
exportaciones. Industrias con mayor necesidad de financiamiento externo o industrias con menor tangibilidad de
sus ...
Coordination failures in business cycles
(2017-05-11)
Coordination failures are often said to play an important role in business cycles. If agents’ incentives of taking a given action depend on the amount of other agents expected to take the same action, coordination failures ...
Do Peruvian financial intermediaries face financial constraints? Evidence from a regulatory change
(2017-01-19)
Os intermediários financeiros como as instituições de micro finanças representam uma fonte significativa de fundos em mercados emergentes. As micro finanças no mercado bancário peruano tiveram uma grande evolução, criando ...