Purpose: Though an accumulating body of study has analysed monetary policy transmission in India, there are few studies examining the differential impact of monetary policy action. Against this backdrop, this study aims ...

The crisis that erupted in the mortgage market in the United States in 2008 and managed to spread throughout the financial system, demonstrated the level of interconnection that exists between public sector entities and ...

 This paper studies the forecasting of the Brazilian interest rate term structure using common factors from a wide database of 171 macroeconomic series, from the period of January 2000 to May 2012. Firstly the model proposed ...

We propose and estimate a financial distress model that explicitly accounts for the interactions or spill-over effects between financial institutions, through the use of a spatial continuity matrix that is build from ...

This thesis is a collection of essays in empirical finance mainly focused on term structure models. In the first three chapters, we developed methods to extract the yield curve from government and corporate bonds. We measure ...

Purpose: Though an accumulating body of study has analysed monetary policy transmission in India, there are few studies examining the differential impact of monetary policy action. Against this backdrop, this study aims ...

This thesis takes the two step procedure implemented by (Diebold & Li (2006)) in which yields at different maturities are anticipated in time; however it proposes alternatives for the dynamic factor approach in the second ...

This study, in light of the theory of political cycles, aimed to analyze the effects of political cycles on the efficiency of the general, operational and economic structure of the operators of the Brazilian municipal ...