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Measuring country event risk compensation on BRICs international portfolio management

Chen, Shu-hsien; Hua, Ming-shu; Stuetz, Richard - In: Applied economics 40 (2008) 4/6, pp. 657-665

Persistent link: https://www.econbiz.de/10003722933

Optimal currency shares in international reserves : the impact of the euro and the prospects for the dollar

Papaioannou, Elias (contributor); … - 2006

market countries (Brazil, Russia, India and China), adding constraints that reflect a central bank's desire to hold a sizable …

Persistent link: https://www.econbiz.de/10003396777

Optimal currency shares in international reserves : the impact of the euro and the prospects for the dollar

Papaioannou, Elias; Portes, Richard; Siourounis, Gregorios - In: Journal of the Japanese and international economies : … 20 (2006) 4, pp. 508-547

Persistent link: https://www.econbiz.de/10003495978

Essays on international trade, growth and finance

Muendler, Marc-Andreas - 2002

Persistent link: https://www.econbiz.de/10003629922

Volume and autocovariance for short-term stock returns in Brazil 1990-1999

Parisi F., Franco; Parisi, Antonio; Seelenberger, Alexander - In: Latin American business review : journal of the … 5 (2004) 3, pp. 91-108

Persistent link: https://www.econbiz.de/10002884207

Bond and stock market linkages : the case of Mexico and Brazil

Bandopadhyaya, Arindam - In: Asset allocation and international investments, (pp. 103-113). 2007

Persistent link: https://www.econbiz.de/10003402342

Demands for short-run assets and liabilities in Brazil : a portfolio approach

Silva, Evandro; Resende, Marcelo - In: Revista brasileira de economia : RBE ; revista da … 60 (2006) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10003385057

Risk-based portfolio strategy in emerging stock markets : economic significance from Brazil, Russia, India and China

Ullah, Aman; Long, Xiangdong - In: Macroeconomics and finance in emerging market economies 1 (2008) 1, pp. 31-49

Persistent link: https://www.econbiz.de/10003766027

Do dividends matter for stock returns? : evidence from the Brazilian market

Silva, André Luiz Carvalhal da - In: Economics of emerging markets, (pp. 317-327). 2008

Persistent link: https://www.econbiz.de/10003683657

Low Volatility Asset Valuation in Brazilian Stock Market : Lower Risk with Higher Returns

Boudjoukian França, Luciano; Avelar, Mario; Teles, Pedro - 2023

This work evaluates the behavior of portfolios comprised of Brazilian stocks ranked by their volatility to investigate the low volatility anomaly.Between January 2003 and December 2021, the low volatility portfolio presented a 6% annual return above the high volatility portfolio. This result is...

Persistent link: https://www.econbiz.de/10014349977