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Stock market spread trading : Argentina and Brazil stock indexes

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Market risk management of banks : implications from the accuracy of value-at-risk forecasts

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Stock Market Spread Trading : Argentina and Brazil Stock Indices

Batten, Jonathan A. - 2012

Brazil is the largest stock market in South America, whereas Argentina is one of the smallest. Nonetheless, the most important stock indices representing these markets (the Brazil Bovespa and the Argentinian Merval) are highly correlated with two-way Granger causality. This feature facilitates...

Persistent link: https://www.econbiz.de/10013099289

Are devaluations expansionary in Laos?

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Optimal reinsurance with positively dependent risks

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Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

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On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest

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Optimal reinsurance with regulatory initial capital and default risk

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