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Impacto dos swaps cambiais na curva de cupom cambial : uma análise segundo a regressão de componentes principais
Viola, Alessandra Pasqualina; Gutierrez, Margarida Sarmiento - 2009
Persistent link: https://www.econbiz.de/10003909012
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Impact of exchange rate swaps on the dollar coupon curve: an analysis according to principal components regression
Viola, Alessandra Pasqualina; Gutierrez, Margarida Sarmiento - In: Brazilian Business Review 10 (2013) 1, pp. 79-101
The objective of this article is to verify, based on balanced portfolio theory, the impact of the offer by the Brazilian Central Bank of exchange rate swaps and reverse swaps on the attributes of the term structure of the effective interest rate on dollar borrowings (the dollar coupon curve)....
Persistent link: https://www.econbiz.de/10010895854
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The breakdown of idiosyncratic volatility into expected and unexpected components and its effects on stock returns in Brazil
Silva, Raphael Braga da; Bressane, Bernardo Prôa; … - In: Latin American business review : journal of the … 13 (2012) 4, pp. 311-328
Persistent link: https://www.econbiz.de/10009714826
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Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - 2017
Persistent link: https://www.econbiz.de/10011944952
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Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach
Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263
Persistent link: https://www.econbiz.de/10012135731
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A future global economy to be built by BRICs
Cheng, Huifang; Gutierrez, Margarida Sarmiento; … - In: Global finance journal 18 (2007) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10003704482
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The aggregate behavior of banks : a proposal for prudential supervision
Moraes, Claudio Oliveira de; Gutierrez, Margarida Sarmiento - In: Latin American business review : journal of the … 16 (2015) 2, pp. 87-101
Persistent link: https://www.econbiz.de/10011303568
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Determinants of equity investments by long-term institutional investors : evidence from Brazil
Silva, André Luiz Carvalhal da; Tsai, Christiane; … - In: The open management journal 4 (2011) 1, pp. 9-15
Persistent link: https://www.econbiz.de/10009582734
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Thriving through uncertainty : fiscal space for sustainable growth in Brazil
Luporini, Viviane; Gutierrez, Margarida Sarmiento - In: The new Brazilian economy : dynamic transitions into …, (pp. 87-108). 2017
Persistent link: https://www.econbiz.de/10011716023
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Thriving through uncertainty : fiscal space for sustainable growth in Brazil
Luporini, Viviane; Gutierrez, Margarida Sarmiento - In: The New Brazilian Economy : Dynamic Transitions into …, (pp. 87-108). 2017
Persistent link: https://www.econbiz.de/10014305267