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Stock market reaction to monetary policy : an event study analysis of the Brazilian case

Val, Flávio de Freitas; Klotzle, Marcelo Cabus; Pinto, … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2577-2595

Persistent link: https://www.econbiz.de/10012124756

Relevance of the attention effect in the Brazilian stock market

Rodolfo, Edir Romano; Barbedo, Claudio Henrique da Silveira - In: Latin American business review : journal of the … 18 (2017) 2, pp. 165-187

Persistent link: https://www.econbiz.de/10011780068

The Fama-French’s five-factor model relation with interest rates and macro variables

Leite, André Luis da Silva; Klotzle, Marcelo Cabus; … - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012632211

Trading imbalance, liquidity and stock returns : evidence from Brazil

Pereira, Gustavo Magno Lopes; Camilo-da-Silva, Eduardo; … - In: Latin American business review 21 (2020) 2, pp. 173-195

Persistent link: https://www.econbiz.de/10012258474

Does investor attention affect trading volume in the Brazilian stock market?

Souza, Heloisa Elias de; Barbedo, Claudio Henrique da … - In: Research in international business and finance 44 (2018), pp. 480-487

Persistent link: https://www.econbiz.de/10011983090

Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

Persistent link: https://www.econbiz.de/10012135731

A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil

Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Emerging Markets Review 10 (2009) 3, pp. 179-190

We develop a tractable structural model to estimate a firm's default probability by modeling its asset and debt behavior. The model incorporates jump factors. For a set of Brazilian large corporations, we compare the structural model results to the default probabilities predicted by a survival...

Persistent link: https://www.econbiz.de/10005006116

Estimating the credibility of Brazilian monetary policy using a Kalman filter approach

Klotzle, Marcelo Cabus; Pinto, Antônio Carlos Figueiredo; … - In: Research in international business and finance 41 (2017), pp. 37-53

Persistent link: https://www.econbiz.de/10011912874