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The not so generalized effects of nonreciprocal trade agreements
(2016-03-21)
Esta dissertação estuda a relação entre acordos comerciais não recíprocos e fluxos de comércio entre seus membros. Com o auxílio de equações de gravidade e uma base de dados bastante extensa, estimam-se regressões que ...
Trading por arbitragem estatística
(2016-08-12)
This paper proposes a tool to detect statistical arbitrage opportunities in a particular pair of stocks in the Brazilian market. The technique is based on the construction of a synthetic asset that presents mean reversion ...
Changes of trade patterns of the baltic states in the context of the european union integration
(2016-11-08)
International trade is the key element of globalization and closer economic and political cooperation between the countries. The thesis focuses on analyzing the regional integration effects on the trade patterns of the ...
A oferta de trade credit pelas empresas brasileiras de capital aberto
(2010-02-10)
O objetivo deste trabalho é testar os determinantes da oferta de trade credit por companhias brasileiras de capital aberto, no período entre os anos de 2005 e 2008. Estudos internacionais, teóricos e empíricos, documentam ...
Expoente de Hurst e sua eficácia em estratégias de pairs trading intradiário no mercado brasileiro
(2019-08-26)
Este trabalho possui o objetivo de verificar se o expoente de Hurst é uma medida eficaz para selecionar pares de ativos do mercado acionário brasileiro que apresentem resultados financeiros líquidos positivos quando ...
Lucky investors trade more : evidence from a large and salient exogenous price shock
(2022-08-15)
Este artigo examina o impacto da sorte na atividade de negociação de investidores de varejo.
Documentamos um aumento na atividade de negociação e uma piora no desempenho de investi-
dores sortudos. Consideramos investidores ...
A strategic analysis of trade and public environmental goods
(2022-05-10)
As concerns with native forests preservation mount around the globe, free trade deals
have gained the spotlight for increasing the incentives to deforestation. This paper
shows how two countries, one with native forest ...
International trade and economic growth: an exploratory case study based on the country analysis of Colombia, South Africa and Vietnam
(2020-01-31)
This master thesis analyses the impact of international trade on economic growth for emerging markets. Emerging markets are increasing their share in global GDP output and contribute a great share to total GDP growth in ...
How US-China trade friction affects market opening in China: a comparative analysis between US-Japan and US-China trade friction
(2020-10-19)
Since President Trump’s inauguration in 2017, rigorous US-China trade friction has rippled through global economy. Indeed, under President Trump’s America First doctrine, owing to China’s unfair trade practice, China has ...
Relação entre volume e volatilidade no mercado acionário brasileiro
(2018-08-27)
This work seeks to identify patterns in intraday volatility in the Brazilian stock market and then outline a trading strategy based on them. In some studies, the behavior of volatility is associated with the behavior of ...