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Implicit inflation and risk premiums in the Brazilian fixed income market
Mariani, Lucas Argentieri; Laurini, Márcio Poletti - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1836-1853
Persistent link: https://www.econbiz.de/10011824783
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Do financial markets respond to populist rhetoric?
Çakmaklı, Cem; Demiralp, Selva; Güneş, Gökhan Şahi̇n - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 541-567
Persistent link: https://www.econbiz.de/10014543481
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Risk Factors in Energy Utility Returns : An Augmented-Four-Factor Model
Tulloch, Daniel J. - 2016
In this paper we utilise the risk factors from both the finance and energy economics literatures to develop an improved asset pricing model (the Augmented-Four-Factor Model or AFFM) in the context of the European energy utility sector. In addition, we undertake inter-sectoral and inter-temporal...
Persistent link: https://www.econbiz.de/10012997935
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Credible committment and sovereign default risk : two bond markets and imperial Brazil
Summerhill, William Roderick - In: Political institutions and financial development, (pp. 226-258). 2008
Persistent link: https://www.econbiz.de/10003641279
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Stock fund returns and macroeconomic variables in Brazil
Rebeschini, Amabile Millani; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 17 (2016) 2, pp. 139-161
Persistent link: https://www.econbiz.de/10011533037
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Bond Risk Premia and Discount Rate Variation in Brazil
Maya, Livio - 2022
Long-duration public bonds denominated in local currency have been traded with liquidity in Brazil since the late 2000s … after controlling for domestic interest, dividend-yield and US risk premium variation. The return factor is slightly …
Persistent link: https://www.econbiz.de/10013293674
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Long-term stock returns in Brazil : volatile equity returns for U.S.-like investors
Araujo, Eurilton; Brito, Ricardo D.; Sanvicente, Antonion Z. - 2020 - This version: March 30th, 2020
Persistent link: https://www.econbiz.de/10012243420
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Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F. - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
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Trading imbalance, liquidity and stock returns : evidence from Brazil
Pereira, Gustavo Magno Lopes; Camilo-da-Silva, Eduardo; … - In: Latin American business review 21 (2020) 2, pp. 173-195
Persistent link: https://www.econbiz.de/10012258474
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Extreme daily returns and the cross-section of expected returns : evidence from Brazil
Berggrun, Luis; Cardona, Emilio; Lizarzaburu, Edmundo - In: Journal of business research : JBR 102 (2019), pp. 201-211
Persistent link: https://www.econbiz.de/10012103964