Vol 6, No 2 (2008)

Table of Contents

Articles

A Goodness-of-Fit Test with Focus on Conditional Value at Risk PDF
José Santiago Fajardo Barbachan, Aquiles Rocha de Farias, José Renato Haas Ornelas 139-155
Initial public offerings in Brazil (2004-2006): Valuation with the use of multiples and discounting of cash flows using the appropriate cost of equity PDF
Felipe Pretti Casotti, Luiz Felipe Jacques da Motta 157-204
Analysis of performance of technical trading rules applied to the market of intraday Ibovespa index futures contracts PDF
Ricardo Fuscaldi de Figueiredo Baptista, Pedro L. Valls Pereira 205-234
SWARCH and the implicit volatility of the Real/USD exchange rate PDF
Rafael Machado Santana, Rodrigo De Losso da Silveira Bueno 235-265
"Contagion" between the emerging and developed capital markets: empirical evidence and reflections on the international portfolio diversification PDF
Else Monteiro Nogueira, Wagner Moura Lamounier 267-286


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A publication of the Brazilian Society of Finance