Now showing items 1-10 of 152
Credit shocks and monetary policy in Brazil: a structural FAVAR approach
This paper investigates the implications of the credit channel of the monetary policy transmission mechanism in the case of Brazil, using a structural FAVAR (SFAVAR) approach. The term structural comes from the estimation ...
Extracting default probabilities from sovereign bonds
(Sociedade Brasileira de Econometria, 2008-05-01)
Sovereign risk analysis is central in debt markets. Considering diﬀerent bonds and countries, there are numerous measures aiming to identify the way risk is perceived by market participants. In such environment, probabilities ...
Tax Cost of Investment Projects: the case of ICMS credits
(FUND ESCOLA COMERCIO ALVARES PENTEADO-FECAP, 2011)
This article discusses the impact on the profitability of firms under Complementary Law 102/2000 (which abrogated the Law 89/96 - Kandir Law) allowing the appropriation of ICMS credits, due to investment in fixed assets ...
Estudo das empresas concordatárias e alterações no sistema falimentar brasileiro
Análise e crítica das alterações propostas à legislação falimentar brasileira tendo como base o estudo empírico de empresas brasileiras que entraram em concordata no período de 1992 a 2002. Identificação das principais ...
An unlikely Phoenix: The recovery of Argentina’s monetary and financial system from its ashes in the 2000s and its lessons
(Taylor & Francis, 2016-08)
The study discusses the recovery of the Argentine financial system after the crisis of the so called convertibility regime of the 1990s. The Argentine macroeconomic regime established in 1991 and based on the hard peg of ...
Access to international capital markets: recent developments in Central America and the Caribbean
(ECLAC, Washington Office, 2015)
Valoración de Credit Default Swaps (CDS) : una aproximación Montecarlo
(Universidad EAFITMaestría en FinanzasEscuela de Economía y Finanzas, 2007)
This paper presents a Credit Default Swap (CDS) pricing model. The estimation of the model is based on the Montecarlo method where the credit risk is modelled based on a Stopped Poisson stochastic process. This is an ...
Credit Default Swaps – Pricing teórico y cálculo práctico de un CDS para bono corporativos peruanos usando la plataforma BloombergCredit Default Swaps – Theoretical pricing y practical CDS calculation for peruvian corporate bonds using the Bloomberg platform
(Universidad Nacional de Ingeniería, 2018)