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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/10010077046
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Review of major results of martingale theory applied to the valuation of contingent claims
Neto, Cícero Augusto Vieira; Pereira, Pedro L. Valls - In: Brazilian review of econometrics : the review of the … 21 (2001) 2, pp. 355-383
Persistent link: https://www.econbiz.de/10009089423
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Purchasing Parity Power: the empirical evidence for Brazil
Marçal, E.F.; Pereira, Pedro L. Valls; Canuto, O. - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112620
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Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003)
Laurini, M.; Andrade, E; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2004
Persistent link: https://www.econbiz.de/10005112640
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Clubes de Convergência de Renda para os Municípios Brasileiros: Uma Análise Não-Paramétrica
Laurini, Márcio; Andrade, Eduardo; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2003
Persistent link: https://www.econbiz.de/10005112643
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Arbitrage Pricing Theory (APT) and Macroeconomics Variables: a comparative study for the brazilian stock market
Schor, A.; Bonomo, M.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1998
Persistent link: https://www.econbiz.de/10005112648
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Options on the One Day Interfinancial Deposits Index: Derivation of a Formula for the Calculation of the Arbitrage Free Price
Viera Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112649
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Closed Form Formula for the Arbitrage Free Price of an Option for the One Day Interfinancial Deposits Index
Viera Neto, C. A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 1999
Persistent link: https://www.econbiz.de/10005112659
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Uma Resenha sobre os Principais Resultados da Teoria de Martingals aplicada à Avaliação de Derivativos em Mercados Completos e Livre de Arbitragem
Vieira Neto, C.A.; Pereira, Pedro L. Valls - Insper Instituto de Ensino e Pesquisa - 2000
Persistent link: https://www.econbiz.de/10005112660
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Taxa de Câmbio Real e Paridade de Poder de Compra no Brasil
Pereira, Pedro L. Valls; Holland, Márcio - In: Revista Brasileira de Economia 53 (1999) 3, pp. 259-285
Persistent link: https://www.econbiz.de/10008477555