Narrow search
Showing 1 - 10 of 53
Cover Image
Stock market reaction to monetary policy : an event study analysis of the Brazilian case
Val, Flávio de Freitas; Klotzle, Marcelo Cabus; Pinto, … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2577-2595
Persistent link: https://www.econbiz.de/10012124756
Cover Image
Relevance of the attention effect in the Brazilian stock market
Rodolfo, Edir Romano; Barbedo, Claudio Henrique da Silveira - In: Latin American business review : journal of the … 18 (2017) 2, pp. 165-187
Persistent link: https://www.econbiz.de/10011780068
Cover Image
The effect of bid-ask prices on Brazilian options implied volatility : a case study of telemar call options
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Journal of emerging markets 13 (2008) 1, pp. 18-27
Persistent link: https://www.econbiz.de/10003756624
Cover Image
An easy way to extract actual statistical measures from derivatives pricing models
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Journal of financial education 35 (2009) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10003835209
Cover Image
A down-and-out exchange option model with jumps to evaluate firms' default probabilities in Brazil
Barbedo, Claudio Henrique da Silveira; Lemgruber, … - In: Emerging markets review 10 (2009) 3, pp. 179-190
Persistent link: https://www.econbiz.de/10003890343
Cover Image
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
Cover Image
The effect of bid-ask prices on Brazilian options implied volatility : a case study of Telemar call options
Barbedo, Claudio Henrique da Silveira (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003564412
Cover Image
Pricing Asian interest rate options with a three-factor HJM model
Barbedo, Claudio Henrique da Silveira; Vicente, José … - 2009
Persistent link: https://www.econbiz.de/10003857105
Cover Image
The adverse selection cost component of the spread of Brazilian stocks
Araújo, Gustavo Silva; Barbedo, Claudio Henrique da … - 2011
Persistent link: https://www.econbiz.de/10009531678
Cover Image
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