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The effects of the financial markets on the real economy: a look at developing markets
(2019-01-25)
The importance of understanding the role of the financial system in today’s economy is clearer than ever. As such this study was conducted to assess the links between financial development and the real economy and whether ...
Forecasting daily volatility using high frequency financial data
(2014-08-06)
Aiming at empirical findings, this work focuses on applying the HEAVY model for daily volatility with financial data from the Brazilian market. Quite similar to GARCH, this model seeks to harness high frequency data in ...
Monopolistic insurance and competitive financial markets
(2016-03-21)
This dissertation studies the interaction between insurance and financial markets. Individuals who differ only in risk can save through a competitive market. They also have access to insurance contracts offered by a ...
Impacto das regulamentações no sistema financeiro: uma análise sobre Basiléia e seus custos implícitos no Brasil
(2014-08-08)
A pesquisa visa entender o impacto das regulamentações no sistema financeiro considerando as teorias sobre ciclos econômicos e contextualizando para a implementação de Basileia 3 no mercado brasileiro em 2013. Para desenvolver ...
The role of Twitter in the U.S. financial market
(2018-08-10)
Significant market events in the financial market will only occur if there is synchrony among large groups of people and the media is the main vehicle to it. Previous works could find some relationship between newspapers ...
Simulação multi agente em mercados financeiros artificiais utilizando algoritmos genéticos
(2014-07-29)
Com o objetivo de estabelecer uma metodologia capaz segregar momentos de mercado e de identificar as características predominantes dos investidores atuantes em um determinado mercado financeiro, este trabalho emprega ...
Do bailouts make banks “too interconnected to fail”?: the effects of TARP on the interbank market and bank risk-taking
(2018-05-09)
I investigate how the Troubled Asset Relief Program (TARP) affected the stressed interbank money market trading during the recent financial crisis via a difference-in-difference (DiD) design. I find that the TARP capital ...
Desenvolvimento do sistema financeiro, crescimento e desigualdade: uma análise para países emergentes
(2019-08-14)
É esperado que, dadas as características de canalizador de recursos e fomentador de investimentos para as atividades mais produtivas, um sistema financeiro bem desenvolvido possa incentivar o crescimento, gerando impacto ...
The influence of the global crisis on the slowdown of the emerging markets
(2014-11-14)
This paper investigates the empirical relationship between the 2007-2009 financial crisis, the 2010-2012 sovereign debt crisis and the recent emerging equity markets slowdown. The exposure of the emerging markets to the ...
A alfabetização financeira no Distrito Federal: uma análise das variáveis socioeconômicas e demográficas
(2020-06-15)
É notável a relevância dada atualmente ao tema Alfabetização Financeira por governos, mercado financeiro, empresas e pelos indivíduos. Os estudos sobre os níveis de Alfabetização Financeira dos indivíduos e das sociedades ...