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Which information matters to market risk spreading in Brazil? : volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas
Oliveira, Felipe A. de; Maia, Sinézio Fernandes; … - In: The North American journal of economics and finance : a … 45 (2018), pp. 83-100
Persistent link: https://www.econbiz.de/10012117759
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Asymmetry in the prices of crude oil and diesel and gasoline prices in Brazil
Barbosa, Gerrio; Sousa, Daniel; Besarria, Cássio da … - In: Journal of economic studies 51 (2024) 1, pp. 71-95
Persistent link: https://www.econbiz.de/10014466438
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Machine learning and sentiment analysis : projecting bank insolvency risk
Jesus, Diego Pitta de; Besarria, Cássio da Nóbrega - In: Research in economics : an international review of economics 77 (2023) 2, pp. 226-238
Persistent link: https://www.econbiz.de/10014470121
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The macroeconomic effects of monetary policy shocks under fiscal constrained
Jesus, Diego Pitta de; Besarria, Cássio da Nóbrega; … - In: Journal of Economic Studies 47 (2020) 4, pp. 805-825
Purpose: This paper aims to analyze the macroeconomic effects of a monetary policy shock considering that fiscal policy is under fiscal constraints. For that, a dynamic stochastic general equilibrium (DSGE) model was developed for Brazil, which was estimated through Bayesian econometrics....
Persistent link: https://www.econbiz.de/10012186573