Showing 1 - 10 of 166
. The volatility of interest rates, however, showed no significant results. …
Persistent link: https://www.econbiz.de/10009558421
Portuguese Abstract: Neste artigo investiga-se o que determina o fluxo de recursos para fundos de investimentos brasileiros. Constata-se que investidores são mais atentos ao risco de mercado (beta) ao avaliar fundos, enquanto tendem a atribuir o retorno de fatores como tamanho, valor, momentum,...
Persistent link: https://www.econbiz.de/10012834087
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
Persistent link: https://www.econbiz.de/10003821540
This paper investigates the relationship between interest rate and volatility of real effective exchange rate in Brazil …, it was observed that: it’s not possible to say that the percentage change in real effective exchange rate, its volatility … inflation targeting, this account suggests that the high exchange rate volatility in Brazil may be related to the monetary …
Persistent link: https://www.econbiz.de/10009229326
authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …
Persistent link: https://www.econbiz.de/10011372325
authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …
Persistent link: https://www.econbiz.de/10011338737
. The volatility of interest rates, however, showed no significant results. …
Persistent link: https://www.econbiz.de/10010330930
Brazil is the world's largest producer of sugarcane, product with history and importance in the Brazilian agribusiness. The State of São Paulo is responsible for 50% of Brazilian production. Harvested area is estimated at 4.25 million hectares. The metropolitan region of Ribeirão Preto, in...
Persistent link: https://www.econbiz.de/10013400229
We thoroughly describe the workings of the Brazilian interbank exchange rate market: agents, products, regulation, operation and risks. We analyse the recent evolution of the exchange rate market and came to a negative evaluation of the current exchange rate trading system, thereby suggesting an...
Persistent link: https://www.econbiz.de/10011807334