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Flujos de capital extranjero, volatilidad de los rendimientos, riesgo de mercado mundial, ARCH-GARCH,VAR
(Universidad EAFITMaestría en FinanzasEscuela de Economía y Finanzas, 2009)
This study measured the effect of foreign capital flows on volatility and exposure to world market risk in the six largest Latin American stock markets: Argentina, Brazil, Colombia, Chile, Mexico and Peru, from the late ...
Modelos de séries temporais aplicados a dados de umidade relativa do ar
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2014-12-11)
Time series model have been used in many areas of knowledge and have become a current necessity for companies to survive in a globalized and competitive market, as well as climatic factors that have always been a concern ...
Modelos de volatilidade estatística
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2008-08-22)
In the financial market usually notices are taken of the shares
sequentially over the time in order to characterize them a time
series. However, the major interest is to forecast the behavior of these shares. Motivated by ...
Metal Returns, Stock Returns And Stock Market Volatility
(PONTIFICIA UNIV CATOLICA PERUSAN MIGUEL, 2015)
Profundización teórica de modelos de volatilidad ARCH - GARCH y una aplicación al caso colombiano
(Universidad Santo Tomás, 2009-08-28)
Verificação da existência de assimetria de informação no processo de emissão de ações no mercado brasileiro
(2002)
This paper seek to build a revision on asymmetric information in Brazilian stock market. The analysis will be conducted in the context of an equilibrium model of the issue-invest decision developed by Myers e Majluf. This ...
A behavioral analysis of the volatility of interbank interest rates in developed and emerging countries
(Universidad ESAN. ESAN EdicionesPE, 2017-06-01)
Purpose – This paper aims to analyse the volatility of the fixed income market from 11 countries (Brazil, Russia, India, China, South Africa, Argentina, Chile, Mexico, USA, Germany and Japan) from January 2000 to December ...