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~subject:"Geldpolitik"
~subject:"Schätzung"
~subject:"Volatilität"
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Geldpolitik
Schätzung
Volatilität
Brasilien
44
Brazil
44
Theorie
38
Theory
38
Volatility
26
Time series analysis
21
Zeitreihenanalyse
21
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14
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14
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signaling model
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6
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6
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6
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6
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5
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27
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English
32
Portuguese
6
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Pereira, Pedro L. Valls
18
Laurini, Márcio Poletti
11
Valls Pereira, Pedro L.
8
Trucíos, Carlos
6
Hwang, Soosung
4
Marçal, Emerson Fernandes
4
Hallin, Marc
3
Hotta, Luiz K.
3
Mauad, Roberto Baltieri
3
Zevallos, Mauricio
3
Aiube, Fernando Antônio Lucena
2
Barbosa, Fernando de Holanda
2
Caldeira, João F.
2
Chaim, Pedro
2
Herwarth Kohn, Maximilian-Benedikt
2
Hotta, Luiz Koodi
2
Mazzeu, João H. G.
2
Abraham, Kuruvilla Joseph
1
Alves, Cássio Roberto de Andrade
1
Andrade, Eduardo de Carvalho
1
Arruda, Bruno P.
1
Figueiredo, Erik
1
Fonseca, Marcelo Gonçalves da Silva
1
Lima, Elcyon Caiado Rocha
1
Lopes, Hedibert Freitas
1
Martin, Diógenes Manoel Leiva
1
Mazzeu, João Henrique Gonçalves
1
Moreira, Ajax
1
Nacinben, João Pedro Coli de Souza Monteneri
1
Nakamura, Wilson Toshiro
1
Oliveira, Andre
1
Pereira, Luis Fernando
1
Portugal, Marcelo Savino
1
Rotta, Pedro Nielsen
1
Santos Filho, Otaviano Canuto dos
1
Satchell, Stephen
1
Wink Junior, Marcos Vinício
1
Ziegelmann, Flávio A.
1
de Prince, Diogo
1
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Applied economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Pesquisa e planejamento econômico : PPE
2
Brazilian journal of political economy
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Cass Business School Research Paper
1
Cogent economics & finance
1
ECARES working paper
1
Econometrics : open access journal
1
Economics letters
1
Ensaios econômicos
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of time series econometrics
1
Plano Cruzado : inércia x inépcia
1
Research in international business and finance
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
Revista de econometria
1
Série de trabalhos para discussão
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The review of income and wealth : journal of the International Association for Research in Income and Wealth
1
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ECONIS (ZBW)
38
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1
O insucesso do Plano Cruzado : a evidência empírica da inflação 100% inercial para o Brasil
Barbosa, Fernando de Holanda
;
Pereira, Pedro L. Valls
-
1987
Persistent link: https://www.econbiz.de/10000815081
Saved in:
2
Small sample properties of GARCH estimates and persistence
Hwang, Soosung
;
Pereira, Pedro L. Valls
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 473-494
Persistent link: https://www.econbiz.de/10003382813
Saved in:
3
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
Saved in:
4
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2365-2379
Persistent link: https://www.econbiz.de/10009379734
Saved in:
5
Testing the hypothesis of contagion using multivariate volatility models
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009627811
Saved in:
6
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P.
;
Pereira, Pedro L. Valls
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5031-5045
Persistent link: https://www.econbiz.de/10010225760
Saved in:
7
Credit shocks and monetary policy in Brazil : a structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva
;
Pereira, Pedro L. …
- In:
Brazilian review of econometrics : BRE ; the review of …
32
(
2012
)
2
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011538554
Saved in:
8
Modeling and forecasting realized volatility : evidence from Brazil
Wink Junior, Marcos Vinício
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10010402885
Saved in:
9
O insucesso do Plano Cruzado : a evidência empírica da inflação 100 % inercial para o Brasil
Barbosa, Fernando de Holanda
- In:
Plano Cruzado : inércia x inépcia
,
(pp. 55-72)
.
1989
Persistent link: https://www.econbiz.de/10001276829
Saved in:
10
Alternative models to extract asset volatility: a comparative study
Pereira, Pedro L. Valls
(
contributor
)
- In:
Revista de econometria
19
(
1999
)
1
,
pp. 57-109
Persistent link: https://www.econbiz.de/10001609694
Saved in:
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