Published: 01/01/2004

Estimating Risk and Return Combinations for New Derivatives Funds

Ney Roberto Ottoni de Brito, Alexandre Bona, Affonso Tarciro, Jr.

pp. 119-136

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The Uncovered Interest Parity in the Foreign Exchange (FX) Markets

Joe Akira Yoshino, Silvio Ricardo Micheloto

pp. 137-157

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Credit Derivatives Pricing in Brazil

Jorge C. Kapotas, Pedro Paulo Schirmer, Marcelo M. Taddeo

pp. 159-182

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Stock Return Predictability at Bovespa: a Test Involving the Expected Return Factor Model

Luciano Martin Rostagno, Gilberto de Oliveira Kloeckner, João Luiz Becker

pp. 183-206

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Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates

Vinicius Ratton Brandi, Beatriz Vaz de Melo Mendes

pp. 207-223

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