Similar Search Results

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

Mobilidade de capital e equilíbrio de portfólios

Santos Filho, Otaviano Canuto dos - In: Economia e sociedade : revista do Instituto de Economia … (1997), pp. 1-47

Persistent link: https://www.econbiz.de/10001572890

A relevância geral do Índice de Sharpe

Brito, Ney Roberto Ottoni de - In: Pesquisa e planejamento econômico : PPE 30 (2000) 3, pp. 383-394

Persistent link: https://www.econbiz.de/10001650846

Impacto De Fatores Econômico-Institucionais Sobre a Eficiência Dos Mercados Pela Hipótese De Mercados Adaptativos (Impact of Economic and Institutional Factors on Capital Markets'...

dos Santos, Marco Aurélio - 2018

English Abstract: One of the most discussed topics in finance theory is how markets are informationally structured …,1970), derived from utility theory with its assumptions about the modeling of human behavior, totally rational and … the sectors, for a identification of evidences that will be reject or not the theory, and secondly, to explain the …

Persistent link: https://www.econbiz.de/10012933883

Volatilidade dos fluxos financeiros e fuga de capitais: uma análise exploratória da vulnerabilidade externa no Brasil

Munhoz, Vanessa da Costa Val; Libânio, Gilberto - Centro de Desenvolvimento e Planejamento Regional … - 2009

In recent years, Brazilian economic performance has been influenced by increasingly volatile financial flows and episodes of capital flight, which have occurred mainly due to external events, out of control or influence of the domestic monetary authorities. This paper aims to measure the...

Persistent link: https://www.econbiz.de/10008471900