Buscar
Mostrando ítems 1-5 de 5
REIT in Brazil: An opportunity of international diversificationREIT en Brasil: Una oportunidad de diversificación internacionalREITs brasileiros: Uma oportunidade de diversificação internacional
(RAE - Revista de Administracao de EmpresasRAE - Revista de Administração de EmpresasRAE-Revista de Administração de Empresas, 2017)
Cópulas: uma alternativa para a estimação de modelos de risco multivariados
(2009-01-26)
The biggest challenge in portfolio’s risk measures is to find the best way to aggregate risks. This aggregation should be done in the way where we can identify the diversification effect recognized in either asset position ...
Conditional dependence structure between oil prices and exchange rates in Latin America: A copula-GARCH approach
This work studies the relationship between oil prices and exchange rates for six Latin American countries using a copula-GARCH methodology. This approach takes into account well-known particularities of both oil prices and ...
Dynamic co-movement analysis among oil prices, green bonds, and CO2 emissions, 2014-2022
(Universidad Nacional de ColombiaMedellín - Minas - Doctorado en Ingeniería - Industria y OrganizacionesFacultad de MinasMedellín, ColombiaUniversidad Nacional de Colombia - Sede Medellín, 2023-05-29)
This research addresses the problem of the coverage gap in the extant literature to know how oil prices, green bonds, and CO2 emissions are related to each other. Additionally, to research the short and long-term relations ...