Esta tese é composta por dois ensaios. Este primeiro capítulo avalia o papel dos atritos financeiros e da concorrência bancária imperfeita no ciclo de negócios brasileiro. Estimamos um modelo dinâmico estocástico de ...

Credit cooperativism has shown increasing importance in the economic scenario in Brazil, with potential for an increased market share, similar to what already occurs in many developed economies, by playing an important ...

Los bancos tienen como principal actividad para generar ingresos a la creación de créditos; sin embargo, debido a la incertidumbre que enfrentan al realizar sus operaciones, se ven expuestos al riesgo de crédito. Lo anterior ...

Há forte evidência que os retornos das séries financeiras apresentam caudas mais pesadas que as da distribuição normal, principalmente em mercados emergentes. No entanto, muitos modelos de risco utilizados pelas instituições ...

The work depicts one of the most recent regulations imposed on banks, known as the Basel III agreement, which enhances the structure and the capital requirements applicable to financial institutions so that they can absorb ...

Many emerging economies have regulatory limits on foreign exchange rates net open positions of banks. We show that such limits leave the capital adequacy ratios of banks with investments in foreign subsidiaries more exposed ...

When we elaborate this monograph, we draw a dialog between the Public School, in its capitalist form, and the Physical Education. We aim to understand the function of Physical Education in the basic formation of students ...