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Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
(Sociedade Brasileira de Econometria, 2016-03-10)
This paper investigates the effects on the estimation of parameters related to the elasticity of intertemporal substitution and risk aversion, of the selection of different portfolios to represent the optimal aggregate ...
Causality and dynamic relationships between exchange rate and stock market indices in BRICS countries Panel/GMM and ARDL analyses
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to investigate simultaneously the causality and the dynamic links between exchange rates and stock market indices. It attempts to identify the short- and long-term effect of the US dollar on major ...
Voltage Regulation using Probabilistic and Fuzzy Controlled Dynamic Voltage Restorer for Oil and Gas Industry
In a power distribution system, faults occurring can cause voltage sag that can affect critical loads connected in the power network which can cause serious effects in the oil and gas industry. The objective of this paper ...
Análise econométrica da competitividade entre Brasil e Colômbia no mercado de café arábica
(UNIVERSIDADE FEDERAL DE LAVRASDAE - Programa de Pós-graduaçãoUFLABRASIL, 2015)
Dinâmica da produtividade: uma abordagem por meio de modelo de fatores dinâmicos
(Universidade Federal de Juiz de Fora (UFJF)BrasilFaculdade de EconomiaPrograma de Pós-graduação em EconomiaUFJF, 2017)
Quantile selection in non-linear GMM quantile models
(Elsevier, 2020-07-16)
This note proposes a non-linear GMM quantile regression model to estimate the quantile as an additional parameter. The limiting distribution is studied. An empirical application to an intertemporal consumption model built ...
The relationship between market sentiment index and stock rates of return: a panel data analysis
(ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, 2012-06-01)
This article analyzes the relationship between market sentiment and future stock rates of return. We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market with data ...
Characterization of heterogeneous response to chemotherapy by perturbation-based modeling of fluorescent sphingolipid metabolism in cancer cell subpopulations
(2017)
Cancer treatments options are limited by the generation of therapy resistance, which is due by intratumoral heterogeneity in cell response. The study of resistance requires biosensors able to report the response at the ...