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Contagion of US Subprime Mortgage Crisis to Colombian Economy : Measured by Financial Market Data
Nguyen, Chu V. - 2017
English Abstract: The long-horizon event study methodology is used to document the severe impact of the US subprime mortgage crisis on the Colombian economy. The estimated parameter of a constant mean return model is used to derive the “abnormal return” on the market portfolios of Colombia...
Persistent link: https://www.econbiz.de/10012949082
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O desempenho das previsões da inflação da pesquisa focus : novos resultados
Lima, Elcyon Caiado Rocha; Alves, Paloma Palmieri - In: Os desafios atuais para a economia brasileira, (pp. 67-82). 2010
Persistent link: https://www.econbiz.de/10009767090
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O desempenho do mercado (Focus) na previsão da inflação : novos resultados?
Lima, Elcyon Caiado Rocha; Alves, Paloma Palmieri - 2011
) showed that, in the period 2000.1 2005.4, several models had superior forecast ability than the mean of market inflation rate …The evaluation of forecasts performance of market expectations about the Brazilian inflation rate (Focus survey) is … significant evidence that the mean of market forecasts had superior forecast ability than some univariate autoregressive models. …
Persistent link: https://www.econbiz.de/10009231336
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Previsões macroeconômicas baseadas em modelos TVP-VAR : evidências para o Brasil
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 4, pp. 407-428
Persistent link: https://www.econbiz.de/10011447328
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Avaliação das projeções do modelo estrutural do Banco Central do Brasil para a taxa de variação do IPCA
Alves, Sergio Afonso Lago (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001741889
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Política monetária e formação das expectativas de inflação : quem acertou mais, o governo ou o mercado futuro?
Garcia, Márcio Gomes Pinto - In: Pesquisa e planejamento econômico : PPE 22 (1992) 3, pp. 475-500
Persistent link: https://www.econbiz.de/10001158291
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Previsão de variáveis macroeconômicas brasileiras usando modelos de séries temporais de alta dimensão
Barbosa, Rafael Barros; Ferreira, Roberto Tatiwa; … - In: Estudos econômicos : publicação trimestral do … 50 (2020) 1, pp. 67-98
Persistent link: https://www.econbiz.de/10012605894
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O sistema financeiro globalizado contemporâneo: Estrutura e perspectivas
Filho, Ernani Teixeira Torres - 2015
The paper analyzes the development of the contemporary globalized financial system as a consequence of the innovations introduced by private markets, but mostly the strategy of the governments, particularly the US. This new global financial system, based on the floating dollar, generated many...
Persistent link: https://www.econbiz.de/10011372190
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Caminhos para o investimento privado nas economias emergentes: As características institucionais e os spreads corporativos
Rocha, Katia; Moreira, Ajax; Fiuza, Gabriel; Pessoa, Marcelo - 2014
The study analyses the role of institutional characteristics of a country (governance) and the domestic financial system (depth, efficiency, stability, and capital openness) in determinants of emerging market corporate bond spreads issued in international market. We propose an econometric panel...
Persistent link: https://www.econbiz.de/10011372248
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O estouro de bolhas especulativas recentes: Os casos dos Estados Unidos e do Japão
Torres Filho, Ernani Teixeira - 2015
This paper analyzes on a comparative basis the impact of the two major contemporary financial crises in Japan and in the United States. They were both the result of the burst of speculative bubbles that had allowed the high increase in the value of real estate and equity. The abrupt reversal of...
Persistent link: https://www.econbiz.de/10011372310