Now showing items 1-5 of 5
Determinantes dos impactos sobre a estrutura de mercado brasileira das fusões e aquisições recentes
The objective of this paper is to analyze the recent process of mergers and acquisitions in the brazilian economy, regarding their impacts on market concentration. Here, the correlations between the nature of the operation ...
Estudo das relações de paridade de juros para a economia brasileira no período recente
The aim of this paper is to test whether the correction of the interest parity conditions by market expectancy (uncovered parity) and by risk premium (covered and uncovered parity) results in a (close) econometric validation ...
A utilização de modelos de duração para gerenciar risco de crédito
Hazard models, also known as time-to-failure or duration models, have been used to examine what independent variables have higher explanatory power in predicting bankruptcy. It is an alternative approach to binary logit, ...
Discricionariedade vs. comprometimento: a análise de regras ótimas num contexto de regime de metas de inflação
The purpose of this dissertation is to analyze the case of monetary policy rules in models in which the a:gent's expectations are rational based in forward looking view for Inflation target regimes. The commitment and ...
Regras monetárias e taxa de câmbio para o regime de meta de inflação brasileiro
The objective of this dissertation is to analyze the use of simple restricted and optimum unrestricted monetary rules for the Brazilian economy, with special attention to the impact of the exchange rate in the transmission ...