This research is to be considered as an implementation of Goetzmann and Jorion (1999). In order to provide a more realistic scenario, we have implemented a Garch (1,1) approach for the residuals of returns and a multifactor ...

This work extendes Diebold, Li and Yueís (2006) about global yield curve and proposes to extend the study by including emerging countries. The perception of emerging market su§ers ináuence of external factors or global ...

This paper analyzes productivity growth trends in emerging-market economies vis-à-vis advanced economies, both in the recent global productivity slowdown and from a long-term perspective. While income has converged in ...

Purpose: The purpose of this paper is to evaluate the influence of price and products on the promotion (through in-store temporary displays) on consumer sales in an emerging market context (i.e. Brazil) in different regions ...

In the fi rst decade of this century, the global economic environment has seen tremendous changes. The most signifi cant is the rise of emerging countries. The share of global GDP accounted for by developed nations such ...

This paper addresses the calculation of the cost of capital for emerging market companies in the form of a case study. The main objective of this work is to provide a methodology to estimate the Weighted Average Cost of ...

Brazil has emerged as a leader in new sites selected for clinical trials, by offering a multitude of benefits to sponsors. Even though there are significant delays with regulatory timelines, it provides highly qualified ...

This study investigates the impact of systemic risks and financial dollarization on real interest rates in emerging economies. Higher systemic risks induce both higher real interest rates and increased dollarization. Using ...