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The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva; Barbedo, Claudio Henrique da … - In: Emerging markets review 21 (2014), pp. 21-41
Persistent link: https://www.econbiz.de/10011304339
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
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Identification of Gaussian term structure models with observable factors
Matsumara, Marco; Moreira, Ajax; Vicente, José … - In: Brazilian review of econometrics : BRE ; the review of … 31 (2011) 2, pp. 259-269
Persistent link: https://www.econbiz.de/10010402888
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - 2010
Persistent link: https://www.econbiz.de/10008749659
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Do central bank foreign exchange interventions affect market expectations?
Marins, Jaqueline Terra Moura; Araújo, Gustavo Silva; … - In: Applied economics 49 (2017) 31/33, pp. 3017-3031
Persistent link: https://www.econbiz.de/10011773166