Search Results - person:"Monte, Edson Zambon"

Índice da Bolsa de Valores de São Paulo (IBOVESPA) e sua relação com fatores globais : evidências recentes usando a abordagem de regressão quantílica

Osorio, Stephanie Valencia; Monte, Edson Zambon - In: Revista brasileira de economia de empresas 23 (2023) 1, pp. 37-52

Persistent link: https://www.econbiz.de/10015055259

Produtividade total dos fatores e despesas públicas dos estados brasileiros : uma aplicação de dados em painel

Silva, Yago Ramalho; Monte, Edson Zambon - In: Revista brasileira de economia de empresas 23 (2023) 2, pp. 49-66

Persistent link: https://www.econbiz.de/10015055356

M-quantile estimation for GARCH models

Patrocinio, Patrick F.; Reisen, Valdério Anselmo; … - In: Computational economics 63 (2024) 6, pp. 2175-2192

Persistent link: https://www.econbiz.de/10014636726

Dynamic interdependence and volatility transmission from the American to the Brazilian stock market

Monte, Edson Zambon; Defanti, Lucas Barbosa - 2021

The main aim of this paper is to verify the dynamic interdependence and transmission of volatility from the American (SP500) to the Brazilian stock market (IBOVESPA and sectoral indexes). Estimates were performed by GARCH/BEKK methodology, considering the period from January 2007 to December...

Persistent link: https://www.econbiz.de/10012939251

Dynamic interdependence and volatility transmission from the American to the Brazilian stock market

Monte, Edson Zambon; Defanti, Lucas Barbosa - 2021

Persistent link: https://www.econbiz.de/10012661256

A long-memory analysis for the CBOE Brazil ETF volatility index

Monte, Edson Zambon - In: International journal of emerging markets 18 (2023) 11, pp. 5155-5171

Persistent link: https://www.econbiz.de/10014460237

Inflation targeting and inflation deviation inertia : a study for Brazil based on the fractional integration approach

Moreira, Ricardo Ramalhete; Monte, Edson Zambon; … - In: Journal of applied economics 21 (2018) 1, pp. 67-83

We applied the fractional integration approach to measure inflation deviation inertia in an emerging economy under an inflation targeting regime, as well as to control for potential determinants of such a deviation. We did not base our analysis on typical unit root tests, as we identified a...

Persistent link: https://www.econbiz.de/10012157181

Mercados financeiros internacionais : uma aplicação da análise de componentes principais em dados dependentes

Monte, Edson Zambon - In: Revista Brasileira de Finanças : RBFin 15 (2017) 3, pp. 359-402

Persistent link: https://www.econbiz.de/10011999644

Reviewing monetary policy inertia and its effects : the fractional integration approach for an emerging economy

Moreira, Ricardo Ramalhete; Monte, Edson Zambon - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 34-41

Persistent link: https://www.econbiz.de/10012431139

Influência da taxa de câmbio e da renda mundial nas exportações do estado do Espírito Santo

Monte, Edson Zambon - In: Análise econômica : revista da Faculdade de Ciências … 33 (2015) 63, pp. 301-323

Persistent link: https://www.econbiz.de/10011548112