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Spreads bancários e informalidade: efeitos redistributivos e de bem-estar em um modelo de agentes heterogêneos com escolha ocupacional
(2014-02-21)
Este trabalho busca identificar os efeitos de mudanças nos spreads bancários sobre as distribuições de renda, riqueza e consumo, bem como o bem-estar da economia. Para tal, é desenvolvido um modelo de agentes heterogêneos ...
Disease and information spreading at different speeds in multiplex networks
(American Physical Society, 2020-08-24)
Nowadays, one of the challenges we face when carrying out modeling of epidemic spreading is to develop methods to control disease transmission. In this article we study how the spreading of knowledge of a disease affects ...
Financial frictions, informality and income inequality
(2014-12-12)
We studied the effects of changes in banking spreads on distributions of income, wealth and consumption as well as the welfare of the economy. This analysis was based on a model of heterogeneous agents with incomplete ...
Information in CDS spreads
(Elsevier Science Bv, 2017-02)
We investigate how public and private information affects corporate CDS spreads prior to rating announcements. First, CDS spreads of firms with high news intensity change significantly earlier and more strongly prior to ...
FIFO Queues Are Bad for Rumor Spreading
(Institute of Electrical and Electronics Engineers Inc., 2017)
The two most intensively studied communication paradigms for spreading rumors are the so-called PUSH and PULL algorithms. The previous analysis of these protocols assumed that every node could process all such push/pull ...
Credit Spreads in Illiquid Markets: Model and Implementation
(ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2012)
This paper presents a methodology for estimating a family of credit spread term structures in a market with few transactions. The authors propose partitioning the market into risk classes and modeling credit spread term ...
Fatores que influenciam o spread das debêntures no Brasil
(2009-08-12)
Este trabalho verificou quais são os fatores que influenciam o spread e o rating das emissões de debêntures no Brasil. A principal contribuição em relação aos trabalhos publicados anteriormente está relacionada com a ...
Information content del análisis de la sostenibilidad de deuda del FMI: evidencia de un modelo de volatilidad de spread
(Universidad EAFITMaestría en Economía AplicadaEscuela de Economía y FinanzasMedellín, 2019)
Epidemic spreading with awareness and different timescales in multiplex networks
(American Physical Society, 2019-09)
One of the major issues in theoretical modeling of epidemic spreading is the development of methods to control the transmission of an infectious agent. Human behavior plays a fundamental role in the spreading dynamics and ...